Euro Bund Future March 2016
Trading Metrics calculated at close of trading on 21-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2015 |
21-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
158.73 |
157.55 |
-1.18 |
-0.7% |
158.00 |
High |
158.73 |
158.51 |
-0.22 |
-0.1% |
158.98 |
Low |
157.63 |
157.55 |
-0.08 |
-0.1% |
157.99 |
Close |
157.72 |
158.45 |
0.73 |
0.5% |
158.79 |
Range |
1.10 |
0.96 |
-0.14 |
-12.7% |
0.99 |
ATR |
0.73 |
0.75 |
0.02 |
2.2% |
0.00 |
Volume |
0 |
954 |
954 |
|
5,053 |
|
Daily Pivots for day following 21-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
161.05 |
160.71 |
158.98 |
|
R3 |
160.09 |
159.75 |
158.71 |
|
R2 |
159.13 |
159.13 |
158.63 |
|
R1 |
158.79 |
158.79 |
158.54 |
158.96 |
PP |
158.17 |
158.17 |
158.17 |
158.26 |
S1 |
157.83 |
157.83 |
158.36 |
158.00 |
S2 |
157.21 |
157.21 |
158.27 |
|
S3 |
156.25 |
156.87 |
158.19 |
|
S4 |
155.29 |
155.91 |
157.92 |
|
|
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 |
157.55 |
1.43 |
0.9% |
0.65 |
0.4% |
63% |
False |
True |
559 |
10 |
158.98 |
157.55 |
1.43 |
0.9% |
0.57 |
0.4% |
63% |
False |
True |
656 |
20 |
159.63 |
156.95 |
2.68 |
1.7% |
0.63 |
0.4% |
56% |
False |
False |
501 |
40 |
161.71 |
154.54 |
7.17 |
4.5% |
0.70 |
0.4% |
55% |
False |
False |
481 |
60 |
161.71 |
154.54 |
7.17 |
4.5% |
0.59 |
0.4% |
55% |
False |
False |
325 |
80 |
161.71 |
151.06 |
10.65 |
6.7% |
0.54 |
0.3% |
69% |
False |
False |
254 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
162.59 |
2.618 |
161.02 |
1.618 |
160.06 |
1.000 |
159.47 |
0.618 |
159.10 |
HIGH |
158.51 |
0.618 |
158.14 |
0.500 |
158.03 |
0.382 |
157.92 |
LOW |
157.55 |
0.618 |
156.96 |
1.000 |
156.59 |
1.618 |
156.00 |
2.618 |
155.04 |
4.250 |
153.47 |
|
|
Fisher Pivots for day following 21-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
158.31 |
158.35 |
PP |
158.17 |
158.24 |
S1 |
158.03 |
158.14 |
|