Euro Bund Future March 2016
Trading Metrics calculated at close of trading on 08-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2015 |
08-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
157.91 |
158.45 |
0.54 |
0.3% |
157.43 |
High |
157.99 |
158.54 |
0.55 |
0.3% |
159.63 |
Low |
157.60 |
157.81 |
0.21 |
0.1% |
157.23 |
Close |
157.97 |
158.14 |
0.17 |
0.1% |
159.19 |
Range |
0.39 |
0.73 |
0.34 |
87.2% |
2.40 |
ATR |
0.83 |
0.83 |
-0.01 |
-0.9% |
0.00 |
Volume |
0 |
556 |
556 |
|
2,576 |
|
Daily Pivots for day following 08-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
160.35 |
159.98 |
158.54 |
|
R3 |
159.62 |
159.25 |
158.34 |
|
R2 |
158.89 |
158.89 |
158.27 |
|
R1 |
158.52 |
158.52 |
158.21 |
158.34 |
PP |
158.16 |
158.16 |
158.16 |
158.08 |
S1 |
157.79 |
157.79 |
158.07 |
157.61 |
S2 |
157.43 |
157.43 |
158.01 |
|
S3 |
156.70 |
157.06 |
157.94 |
|
S4 |
155.97 |
156.33 |
157.74 |
|
|
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 |
157.60 |
2.03 |
1.3% |
0.77 |
0.5% |
27% |
False |
False |
120 |
10 |
159.63 |
156.95 |
2.68 |
1.7% |
0.70 |
0.4% |
44% |
False |
False |
313 |
20 |
159.63 |
155.11 |
4.52 |
2.9% |
0.72 |
0.5% |
67% |
False |
False |
657 |
40 |
161.71 |
154.54 |
7.17 |
4.5% |
0.69 |
0.4% |
50% |
False |
False |
337 |
60 |
161.71 |
153.69 |
8.02 |
5.1% |
0.54 |
0.3% |
55% |
False |
False |
226 |
80 |
161.71 |
150.23 |
11.48 |
7.3% |
0.49 |
0.3% |
69% |
False |
False |
179 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
161.64 |
2.618 |
160.45 |
1.618 |
159.72 |
1.000 |
159.27 |
0.618 |
158.99 |
HIGH |
158.54 |
0.618 |
158.26 |
0.500 |
158.18 |
0.382 |
158.09 |
LOW |
157.81 |
0.618 |
157.36 |
1.000 |
157.08 |
1.618 |
156.63 |
2.618 |
155.90 |
4.250 |
154.71 |
|
|
Fisher Pivots for day following 08-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
158.18 |
158.12 |
PP |
158.16 |
158.09 |
S1 |
158.15 |
158.07 |
|