Euro Bund Future March 2016
Trading Metrics calculated at close of trading on 05-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2015 |
05-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
158.56 |
159.11 |
0.55 |
0.3% |
157.43 |
High |
159.63 |
159.15 |
-0.48 |
-0.3% |
159.63 |
Low |
158.42 |
158.34 |
-0.08 |
-0.1% |
157.23 |
Close |
159.19 |
158.38 |
-0.81 |
-0.5% |
159.19 |
Range |
1.21 |
0.81 |
-0.40 |
-33.1% |
2.40 |
ATR |
0.88 |
0.88 |
0.00 |
-0.3% |
0.00 |
Volume |
44 |
0 |
-44 |
-100.0% |
2,576 |
|
Daily Pivots for day following 05-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
161.05 |
160.53 |
158.83 |
|
R3 |
160.24 |
159.72 |
158.60 |
|
R2 |
159.43 |
159.43 |
158.53 |
|
R1 |
158.91 |
158.91 |
158.45 |
158.77 |
PP |
158.62 |
158.62 |
158.62 |
158.55 |
S1 |
158.10 |
158.10 |
158.31 |
157.96 |
S2 |
157.81 |
157.81 |
158.23 |
|
S3 |
157.00 |
157.29 |
158.16 |
|
S4 |
156.19 |
156.48 |
157.93 |
|
|
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 |
157.77 |
1.86 |
1.2% |
0.78 |
0.5% |
33% |
False |
False |
486 |
10 |
159.63 |
156.86 |
2.77 |
1.7% |
0.74 |
0.5% |
55% |
False |
False |
368 |
20 |
159.63 |
155.11 |
4.52 |
2.9% |
0.65 |
0.4% |
72% |
False |
False |
631 |
40 |
161.71 |
154.54 |
7.17 |
4.5% |
0.67 |
0.4% |
54% |
False |
False |
323 |
60 |
161.71 |
152.58 |
9.13 |
5.8% |
0.53 |
0.3% |
64% |
False |
False |
229 |
80 |
161.71 |
150.23 |
11.48 |
7.2% |
0.48 |
0.3% |
71% |
False |
False |
172 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
162.59 |
2.618 |
161.27 |
1.618 |
160.46 |
1.000 |
159.96 |
0.618 |
159.65 |
HIGH |
159.15 |
0.618 |
158.84 |
0.500 |
158.75 |
0.382 |
158.65 |
LOW |
158.34 |
0.618 |
157.84 |
1.000 |
157.53 |
1.618 |
157.03 |
2.618 |
156.22 |
4.250 |
154.90 |
|
|
Fisher Pivots for day following 05-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
158.75 |
158.72 |
PP |
158.62 |
158.60 |
S1 |
158.50 |
158.49 |
|