Euro Bund Future March 2016
Trading Metrics calculated at close of trading on 14-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2015 |
14-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
158.28 |
158.33 |
0.05 |
0.0% |
159.11 |
High |
158.50 |
158.86 |
0.36 |
0.2% |
159.15 |
Low |
157.99 |
158.33 |
0.34 |
0.2% |
157.60 |
Close |
157.99 |
158.74 |
0.75 |
0.5% |
157.71 |
Range |
0.51 |
0.53 |
0.02 |
3.9% |
1.55 |
ATR |
0.77 |
0.78 |
0.01 |
0.9% |
0.00 |
Volume |
0 |
594 |
594 |
|
556 |
|
Daily Pivots for day following 14-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
160.23 |
160.02 |
159.03 |
|
R3 |
159.70 |
159.49 |
158.89 |
|
R2 |
159.17 |
159.17 |
158.84 |
|
R1 |
158.96 |
158.96 |
158.79 |
159.07 |
PP |
158.64 |
158.64 |
158.64 |
158.70 |
S1 |
158.43 |
158.43 |
158.69 |
158.54 |
S2 |
158.11 |
158.11 |
158.64 |
|
S3 |
157.58 |
157.90 |
158.59 |
|
S4 |
157.05 |
157.37 |
158.45 |
|
|
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 |
158.86 |
157.60 |
1.26 |
0.8% |
0.50 |
0.3% |
90% |
True |
False |
753 |
10 |
159.63 |
157.60 |
2.03 |
1.3% |
0.66 |
0.4% |
56% |
False |
False |
465 |
20 |
159.63 |
155.15 |
4.48 |
2.8% |
0.66 |
0.4% |
80% |
False |
False |
465 |
40 |
161.71 |
154.54 |
7.17 |
4.5% |
0.72 |
0.5% |
59% |
False |
False |
416 |
60 |
161.71 |
154.54 |
7.17 |
4.5% |
0.56 |
0.4% |
59% |
False |
False |
279 |
80 |
161.71 |
150.23 |
11.48 |
7.2% |
0.51 |
0.3% |
74% |
False |
False |
219 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
161.11 |
2.618 |
160.25 |
1.618 |
159.72 |
1.000 |
159.39 |
0.618 |
159.19 |
HIGH |
158.86 |
0.618 |
158.66 |
0.500 |
158.60 |
0.382 |
158.53 |
LOW |
158.33 |
0.618 |
158.00 |
1.000 |
157.80 |
1.618 |
157.47 |
2.618 |
156.94 |
4.250 |
156.08 |
|
|
Fisher Pivots for day following 14-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
158.69 |
158.64 |
PP |
158.64 |
158.53 |
S1 |
158.60 |
158.43 |
|