Euro Bund Future March 2016
Trading Metrics calculated at close of trading on 02-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2015 |
02-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
157.83 |
158.56 |
0.73 |
0.5% |
157.43 |
High |
158.86 |
159.63 |
0.77 |
0.5% |
159.63 |
Low |
157.80 |
158.42 |
0.62 |
0.4% |
157.23 |
Close |
158.66 |
159.19 |
0.53 |
0.3% |
159.19 |
Range |
1.06 |
1.21 |
0.15 |
14.2% |
2.40 |
ATR |
0.86 |
0.88 |
0.03 |
2.9% |
0.00 |
Volume |
842 |
44 |
-798 |
-94.8% |
2,576 |
|
Daily Pivots for day following 02-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
162.71 |
162.16 |
159.86 |
|
R3 |
161.50 |
160.95 |
159.52 |
|
R2 |
160.29 |
160.29 |
159.41 |
|
R1 |
159.74 |
159.74 |
159.30 |
160.02 |
PP |
159.08 |
159.08 |
159.08 |
159.22 |
S1 |
158.53 |
158.53 |
159.08 |
158.81 |
S2 |
157.87 |
157.87 |
158.97 |
|
S3 |
156.66 |
157.32 |
158.86 |
|
S4 |
155.45 |
156.11 |
158.52 |
|
|
Weekly Pivots for week ending 02-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
165.88 |
164.94 |
160.51 |
|
R3 |
163.48 |
162.54 |
159.85 |
|
R2 |
161.08 |
161.08 |
159.63 |
|
R1 |
160.14 |
160.14 |
159.41 |
160.61 |
PP |
158.68 |
158.68 |
158.68 |
158.92 |
S1 |
157.74 |
157.74 |
158.97 |
158.21 |
S2 |
156.28 |
156.28 |
158.75 |
|
S3 |
153.88 |
155.34 |
158.53 |
|
S4 |
151.48 |
152.94 |
157.87 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
159.63 |
157.23 |
2.40 |
1.5% |
0.79 |
0.5% |
82% |
True |
False |
515 |
10 |
159.63 |
156.52 |
3.11 |
2.0% |
0.69 |
0.4% |
86% |
True |
False |
368 |
20 |
159.63 |
155.11 |
4.52 |
2.8% |
0.62 |
0.4% |
90% |
True |
False |
631 |
40 |
161.71 |
154.54 |
7.17 |
4.5% |
0.65 |
0.4% |
65% |
False |
False |
323 |
60 |
161.71 |
152.32 |
9.39 |
5.9% |
0.52 |
0.3% |
73% |
False |
False |
229 |
80 |
161.76 |
141.73 |
20.03 |
12.6% |
0.72 |
0.4% |
87% |
False |
False |
172 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
164.77 |
2.618 |
162.80 |
1.618 |
161.59 |
1.000 |
160.84 |
0.618 |
160.38 |
HIGH |
159.63 |
0.618 |
159.17 |
0.500 |
159.03 |
0.382 |
158.88 |
LOW |
158.42 |
0.618 |
157.67 |
1.000 |
157.21 |
1.618 |
156.46 |
2.618 |
155.25 |
4.250 |
153.28 |
|
|
Fisher Pivots for day following 02-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
159.14 |
159.03 |
PP |
159.08 |
158.87 |
S1 |
159.03 |
158.72 |
|