Euro Bund Future March 2016
Trading Metrics calculated at close of trading on 19-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2015 |
19-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
158.56 |
158.72 |
0.16 |
0.1% |
158.00 |
High |
158.98 |
158.72 |
-0.26 |
-0.2% |
158.98 |
Low |
158.56 |
158.33 |
-0.23 |
-0.1% |
157.99 |
Close |
158.79 |
158.52 |
-0.27 |
-0.2% |
158.79 |
Range |
0.42 |
0.39 |
-0.03 |
-7.1% |
0.99 |
ATR |
0.72 |
0.71 |
-0.02 |
-2.6% |
0.00 |
Volume |
1,842 |
0 |
-1,842 |
-100.0% |
5,053 |
|
Daily Pivots for day following 19-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
159.69 |
159.50 |
158.73 |
|
R3 |
159.30 |
159.11 |
158.63 |
|
R2 |
158.91 |
158.91 |
158.59 |
|
R1 |
158.72 |
158.72 |
158.56 |
158.62 |
PP |
158.52 |
158.52 |
158.52 |
158.48 |
S1 |
158.33 |
158.33 |
158.48 |
158.23 |
S2 |
158.13 |
158.13 |
158.45 |
|
S3 |
157.74 |
157.94 |
158.41 |
|
S4 |
157.35 |
157.55 |
158.31 |
|
|
Weekly Pivots for week ending 16-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
161.56 |
161.16 |
159.33 |
|
R3 |
160.57 |
160.17 |
159.06 |
|
R2 |
159.58 |
159.58 |
158.97 |
|
R1 |
159.18 |
159.18 |
158.88 |
159.38 |
PP |
158.59 |
158.59 |
158.59 |
158.69 |
S1 |
158.19 |
158.19 |
158.70 |
158.39 |
S2 |
157.60 |
157.60 |
158.61 |
|
S3 |
156.61 |
157.20 |
158.52 |
|
S4 |
155.62 |
156.21 |
158.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
158.98 |
157.99 |
0.99 |
0.6% |
0.45 |
0.3% |
54% |
False |
False |
487 |
10 |
158.98 |
157.60 |
1.38 |
0.9% |
0.48 |
0.3% |
67% |
False |
False |
560 |
20 |
159.63 |
156.86 |
2.77 |
1.7% |
0.61 |
0.4% |
60% |
False |
False |
464 |
40 |
161.71 |
154.54 |
7.17 |
4.5% |
0.71 |
0.4% |
56% |
False |
False |
457 |
60 |
161.71 |
154.54 |
7.17 |
4.5% |
0.56 |
0.4% |
56% |
False |
False |
309 |
80 |
161.71 |
151.06 |
10.65 |
6.7% |
0.53 |
0.3% |
70% |
False |
False |
242 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
160.38 |
2.618 |
159.74 |
1.618 |
159.35 |
1.000 |
159.11 |
0.618 |
158.96 |
HIGH |
158.72 |
0.618 |
158.57 |
0.500 |
158.53 |
0.382 |
158.48 |
LOW |
158.33 |
0.618 |
158.09 |
1.000 |
157.94 |
1.618 |
157.70 |
2.618 |
157.31 |
4.250 |
156.67 |
|
|
Fisher Pivots for day following 19-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
158.53 |
158.66 |
PP |
158.52 |
158.61 |
S1 |
158.52 |
158.57 |
|