Euro Bund Future March 2016
Trading Metrics calculated at close of trading on 13-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2015 |
13-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
158.00 |
158.28 |
0.28 |
0.2% |
159.11 |
High |
158.27 |
158.50 |
0.23 |
0.1% |
159.15 |
Low |
158.00 |
157.99 |
-0.01 |
0.0% |
157.60 |
Close |
158.24 |
157.99 |
-0.25 |
-0.2% |
157.71 |
Range |
0.27 |
0.51 |
0.24 |
88.9% |
1.55 |
ATR |
0.79 |
0.77 |
-0.02 |
-2.5% |
0.00 |
Volume |
2,617 |
0 |
-2,617 |
-100.0% |
556 |
|
Daily Pivots for day following 13-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
159.69 |
159.35 |
158.27 |
|
R3 |
159.18 |
158.84 |
158.13 |
|
R2 |
158.67 |
158.67 |
158.08 |
|
R1 |
158.33 |
158.33 |
158.04 |
158.25 |
PP |
158.16 |
158.16 |
158.16 |
158.12 |
S1 |
157.82 |
157.82 |
157.94 |
157.74 |
S2 |
157.65 |
157.65 |
157.90 |
|
S3 |
157.14 |
157.31 |
157.85 |
|
S4 |
156.63 |
156.80 |
157.71 |
|
|
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 |
158.54 |
157.60 |
0.94 |
0.6% |
0.47 |
0.3% |
41% |
False |
False |
634 |
10 |
159.63 |
157.60 |
2.03 |
1.3% |
0.64 |
0.4% |
19% |
False |
False |
553 |
20 |
159.63 |
155.11 |
4.52 |
2.9% |
0.66 |
0.4% |
64% |
False |
False |
435 |
40 |
161.71 |
154.54 |
7.17 |
4.5% |
0.72 |
0.5% |
48% |
False |
False |
402 |
60 |
161.71 |
154.34 |
7.37 |
4.7% |
0.55 |
0.3% |
50% |
False |
False |
269 |
80 |
161.71 |
150.23 |
11.48 |
7.3% |
0.51 |
0.3% |
68% |
False |
False |
212 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
160.67 |
2.618 |
159.84 |
1.618 |
159.33 |
1.000 |
159.01 |
0.618 |
158.82 |
HIGH |
158.50 |
0.618 |
158.31 |
0.500 |
158.25 |
0.382 |
158.18 |
LOW |
157.99 |
0.618 |
157.67 |
1.000 |
157.48 |
1.618 |
157.16 |
2.618 |
156.65 |
4.250 |
155.82 |
|
|
Fisher Pivots for day following 13-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
158.25 |
158.05 |
PP |
158.16 |
158.03 |
S1 |
158.08 |
158.01 |
|