Euro Bund Future March 2016
Trading Metrics calculated at close of trading on 06-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2015 |
06-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
159.11 |
158.46 |
-0.65 |
-0.4% |
157.43 |
High |
159.15 |
158.46 |
-0.69 |
-0.4% |
159.63 |
Low |
158.34 |
157.77 |
-0.57 |
-0.4% |
157.23 |
Close |
158.38 |
158.01 |
-0.37 |
-0.2% |
159.19 |
Range |
0.81 |
0.69 |
-0.12 |
-14.8% |
2.40 |
ATR |
0.88 |
0.87 |
-0.01 |
-1.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 06-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
160.15 |
159.77 |
158.39 |
|
R3 |
159.46 |
159.08 |
158.20 |
|
R2 |
158.77 |
158.77 |
158.14 |
|
R1 |
158.39 |
158.39 |
158.07 |
158.24 |
PP |
158.08 |
158.08 |
158.08 |
158.00 |
S1 |
157.70 |
157.70 |
157.95 |
157.55 |
S2 |
157.39 |
157.39 |
157.88 |
|
S3 |
156.70 |
157.01 |
157.82 |
|
S4 |
156.01 |
156.32 |
157.63 |
|
|
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% |
0.82 |
0.5% |
13% |
False |
True |
471 |
10 |
159.63 |
156.95 |
2.68 |
1.7% |
0.70 |
0.4% |
40% |
False |
False |
346 |
20 |
159.63 |
155.11 |
4.52 |
2.9% |
0.67 |
0.4% |
64% |
False |
False |
630 |
40 |
161.71 |
154.54 |
7.17 |
4.5% |
0.68 |
0.4% |
48% |
False |
False |
323 |
60 |
161.71 |
152.93 |
8.78 |
5.6% |
0.54 |
0.3% |
58% |
False |
False |
216 |
80 |
161.71 |
150.23 |
11.48 |
7.3% |
0.48 |
0.3% |
68% |
False |
False |
172 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
161.39 |
2.618 |
160.27 |
1.618 |
159.58 |
1.000 |
159.15 |
0.618 |
158.89 |
HIGH |
158.46 |
0.618 |
158.20 |
0.500 |
158.12 |
0.382 |
158.03 |
LOW |
157.77 |
0.618 |
157.34 |
1.000 |
157.08 |
1.618 |
156.65 |
2.618 |
155.96 |
4.250 |
154.84 |
|
|
Fisher Pivots for day following 06-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
158.12 |
158.70 |
PP |
158.08 |
158.47 |
S1 |
158.05 |
158.24 |
|