Euro Bund Future March 2016
Trading Metrics calculated at close of trading on 20-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2015 |
20-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
158.72 |
158.73 |
0.01 |
0.0% |
158.00 |
High |
158.72 |
158.73 |
0.01 |
0.0% |
158.98 |
Low |
158.33 |
157.63 |
-0.70 |
-0.4% |
157.99 |
Close |
158.52 |
157.72 |
-0.80 |
-0.5% |
158.79 |
Range |
0.39 |
1.10 |
0.71 |
182.1% |
0.99 |
ATR |
0.71 |
0.73 |
0.03 |
4.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 20-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
161.33 |
160.62 |
158.33 |
|
R3 |
160.23 |
159.52 |
158.02 |
|
R2 |
159.13 |
159.13 |
157.92 |
|
R1 |
158.42 |
158.42 |
157.82 |
158.23 |
PP |
158.03 |
158.03 |
158.03 |
157.93 |
S1 |
157.32 |
157.32 |
157.62 |
157.13 |
S2 |
156.93 |
156.93 |
157.52 |
|
S3 |
155.83 |
156.22 |
157.42 |
|
S4 |
154.73 |
155.12 |
157.12 |
|
|
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 |
157.63 |
1.35 |
0.9% |
0.57 |
0.4% |
7% |
False |
True |
487 |
10 |
158.98 |
157.60 |
1.38 |
0.9% |
0.52 |
0.3% |
9% |
False |
False |
560 |
20 |
159.63 |
156.95 |
2.68 |
1.7% |
0.61 |
0.4% |
29% |
False |
False |
453 |
40 |
161.71 |
154.54 |
7.17 |
4.5% |
0.68 |
0.4% |
44% |
False |
False |
457 |
60 |
161.71 |
154.54 |
7.17 |
4.5% |
0.57 |
0.4% |
44% |
False |
False |
309 |
80 |
161.71 |
151.06 |
10.65 |
6.8% |
0.54 |
0.3% |
63% |
False |
False |
242 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
163.41 |
2.618 |
161.61 |
1.618 |
160.51 |
1.000 |
159.83 |
0.618 |
159.41 |
HIGH |
158.73 |
0.618 |
158.31 |
0.500 |
158.18 |
0.382 |
158.05 |
LOW |
157.63 |
0.618 |
156.95 |
1.000 |
156.53 |
1.618 |
155.85 |
2.618 |
154.75 |
4.250 |
152.96 |
|
|
Fisher Pivots for day following 20-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
158.18 |
158.31 |
PP |
158.03 |
158.11 |
S1 |
157.87 |
157.92 |
|