Euro Bund Future March 2016
Trading Metrics calculated at close of trading on 23-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2015 |
23-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
158.60 |
159.50 |
0.90 |
0.6% |
158.72 |
High |
159.63 |
159.66 |
0.03 |
0.0% |
159.66 |
Low |
158.60 |
159.17 |
0.57 |
0.4% |
157.55 |
Close |
159.38 |
159.36 |
-0.02 |
0.0% |
159.36 |
Range |
1.03 |
0.49 |
-0.54 |
-52.4% |
2.11 |
ATR |
0.78 |
0.76 |
-0.02 |
-2.7% |
0.00 |
Volume |
1,855 |
0 |
-1,855 |
-100.0% |
2,809 |
|
Daily Pivots for day following 23-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
160.87 |
160.60 |
159.63 |
|
R3 |
160.38 |
160.11 |
159.49 |
|
R2 |
159.89 |
159.89 |
159.45 |
|
R1 |
159.62 |
159.62 |
159.40 |
159.51 |
PP |
159.40 |
159.40 |
159.40 |
159.34 |
S1 |
159.13 |
159.13 |
159.32 |
159.02 |
S2 |
158.91 |
158.91 |
159.27 |
|
S3 |
158.42 |
158.64 |
159.23 |
|
S4 |
157.93 |
158.15 |
159.09 |
|
|
Weekly Pivots for week ending 23-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
165.19 |
164.38 |
160.52 |
|
R3 |
163.08 |
162.27 |
159.94 |
|
R2 |
160.97 |
160.97 |
159.75 |
|
R1 |
160.16 |
160.16 |
159.55 |
160.57 |
PP |
158.86 |
158.86 |
158.86 |
159.06 |
S1 |
158.05 |
158.05 |
159.17 |
158.46 |
S2 |
156.75 |
156.75 |
158.97 |
|
S3 |
154.64 |
155.94 |
158.78 |
|
S4 |
152.53 |
153.83 |
158.20 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
159.66 |
157.55 |
2.11 |
1.3% |
0.79 |
0.5% |
86% |
True |
False |
561 |
10 |
159.66 |
157.55 |
2.11 |
1.3% |
0.61 |
0.4% |
86% |
True |
False |
786 |
20 |
159.66 |
157.23 |
2.43 |
1.5% |
0.65 |
0.4% |
88% |
True |
False |
549 |
40 |
161.71 |
154.54 |
7.17 |
4.5% |
0.72 |
0.5% |
67% |
False |
False |
527 |
60 |
161.71 |
154.54 |
7.17 |
4.5% |
0.60 |
0.4% |
67% |
False |
False |
356 |
80 |
161.71 |
151.90 |
9.81 |
6.2% |
0.55 |
0.3% |
76% |
False |
False |
277 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
161.74 |
2.618 |
160.94 |
1.618 |
160.45 |
1.000 |
160.15 |
0.618 |
159.96 |
HIGH |
159.66 |
0.618 |
159.47 |
0.500 |
159.42 |
0.382 |
159.36 |
LOW |
159.17 |
0.618 |
158.87 |
1.000 |
158.68 |
1.618 |
158.38 |
2.618 |
157.89 |
4.250 |
157.09 |
|
|
Fisher Pivots for day following 23-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
159.42 |
159.11 |
PP |
159.40 |
158.86 |
S1 |
159.38 |
158.61 |
|