Euro Bund Future March 2016
Trading Metrics calculated at close of trading on 15-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2015 |
15-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
158.33 |
158.71 |
0.38 |
0.2% |
159.11 |
High |
158.86 |
158.98 |
0.12 |
0.1% |
159.15 |
Low |
158.33 |
158.59 |
0.26 |
0.2% |
157.60 |
Close |
158.74 |
158.62 |
-0.12 |
-0.1% |
157.71 |
Range |
0.53 |
0.39 |
-0.14 |
-26.4% |
1.55 |
ATR |
0.78 |
0.75 |
-0.03 |
-3.6% |
0.00 |
Volume |
594 |
0 |
-594 |
-100.0% |
556 |
|
Daily Pivots for day following 15-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
159.90 |
159.65 |
158.83 |
|
R3 |
159.51 |
159.26 |
158.73 |
|
R2 |
159.12 |
159.12 |
158.69 |
|
R1 |
158.87 |
158.87 |
158.66 |
158.80 |
PP |
158.73 |
158.73 |
158.73 |
158.70 |
S1 |
158.48 |
158.48 |
158.58 |
158.41 |
S2 |
158.34 |
158.34 |
158.55 |
|
S3 |
157.95 |
158.09 |
158.51 |
|
S4 |
157.56 |
157.70 |
158.41 |
|
|
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 |
158.98 |
157.60 |
1.38 |
0.9% |
0.43 |
0.3% |
74% |
True |
False |
642 |
10 |
159.63 |
157.60 |
2.03 |
1.3% |
0.60 |
0.4% |
50% |
False |
False |
381 |
20 |
159.63 |
156.44 |
3.19 |
2.0% |
0.62 |
0.4% |
68% |
False |
False |
465 |
40 |
161.71 |
154.54 |
7.17 |
4.5% |
0.72 |
0.5% |
57% |
False |
False |
415 |
60 |
161.71 |
154.54 |
7.17 |
4.5% |
0.56 |
0.4% |
57% |
False |
False |
279 |
80 |
161.71 |
150.23 |
11.48 |
7.2% |
0.52 |
0.3% |
73% |
False |
False |
219 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
160.64 |
2.618 |
160.00 |
1.618 |
159.61 |
1.000 |
159.37 |
0.618 |
159.22 |
HIGH |
158.98 |
0.618 |
158.83 |
0.500 |
158.79 |
0.382 |
158.74 |
LOW |
158.59 |
0.618 |
158.35 |
1.000 |
158.20 |
1.618 |
157.96 |
2.618 |
157.57 |
4.250 |
156.93 |
|
|
Fisher Pivots for day following 15-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
158.79 |
158.58 |
PP |
158.73 |
158.53 |
S1 |
158.68 |
158.49 |
|