Euro Bund Future March 2016
Trading Metrics calculated at close of trading on 09-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2015 |
09-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
158.45 |
157.72 |
-0.73 |
-0.5% |
159.11 |
High |
158.54 |
158.04 |
-0.50 |
-0.3% |
159.15 |
Low |
157.81 |
157.60 |
-0.21 |
-0.1% |
157.60 |
Close |
158.14 |
157.71 |
-0.43 |
-0.3% |
157.71 |
Range |
0.73 |
0.44 |
-0.29 |
-39.7% |
1.55 |
ATR |
0.83 |
0.81 |
-0.02 |
-2.5% |
0.00 |
Volume |
556 |
0 |
-556 |
-100.0% |
556 |
|
Daily Pivots for day following 09-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
159.10 |
158.85 |
157.95 |
|
R3 |
158.66 |
158.41 |
157.83 |
|
R2 |
158.22 |
158.22 |
157.79 |
|
R1 |
157.97 |
157.97 |
157.75 |
157.88 |
PP |
157.78 |
157.78 |
157.78 |
157.74 |
S1 |
157.53 |
157.53 |
157.67 |
157.44 |
S2 |
157.34 |
157.34 |
157.63 |
|
S3 |
156.90 |
157.09 |
157.59 |
|
S4 |
156.46 |
156.65 |
157.47 |
|
|
Weekly Pivots for week ending 09-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
162.80 |
161.81 |
158.56 |
|
R3 |
161.25 |
160.26 |
158.14 |
|
R2 |
159.70 |
159.70 |
157.99 |
|
R1 |
158.71 |
158.71 |
157.85 |
158.43 |
PP |
158.15 |
158.15 |
158.15 |
158.02 |
S1 |
157.16 |
157.16 |
157.57 |
156.88 |
S2 |
156.60 |
156.60 |
157.43 |
|
S3 |
155.05 |
155.61 |
157.28 |
|
S4 |
153.50 |
154.06 |
156.86 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
159.15 |
157.60 |
1.55 |
1.0% |
0.61 |
0.4% |
7% |
False |
True |
111 |
10 |
159.63 |
157.23 |
2.40 |
1.5% |
0.70 |
0.4% |
20% |
False |
False |
313 |
20 |
159.63 |
155.11 |
4.52 |
2.9% |
0.72 |
0.5% |
58% |
False |
False |
598 |
40 |
161.71 |
154.54 |
7.17 |
4.5% |
0.70 |
0.4% |
44% |
False |
False |
337 |
60 |
161.71 |
153.69 |
8.02 |
5.1% |
0.54 |
0.3% |
50% |
False |
False |
226 |
80 |
161.71 |
150.23 |
11.48 |
7.3% |
0.50 |
0.3% |
65% |
False |
False |
179 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
159.91 |
2.618 |
159.19 |
1.618 |
158.75 |
1.000 |
158.48 |
0.618 |
158.31 |
HIGH |
158.04 |
0.618 |
157.87 |
0.500 |
157.82 |
0.382 |
157.77 |
LOW |
157.60 |
0.618 |
157.33 |
1.000 |
157.16 |
1.618 |
156.89 |
2.618 |
156.45 |
4.250 |
155.73 |
|
|
Fisher Pivots for day following 09-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
157.82 |
158.07 |
PP |
157.78 |
157.95 |
S1 |
157.75 |
157.83 |
|