Euro Bund Future March 2016
Trading Metrics calculated at close of trading on 29-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2015 |
29-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
160.27 |
160.03 |
-0.24 |
-0.1% |
158.72 |
High |
160.62 |
160.15 |
-0.47 |
-0.3% |
159.66 |
Low |
159.94 |
158.90 |
-1.04 |
-0.7% |
157.55 |
Close |
160.34 |
158.99 |
-1.35 |
-0.8% |
159.36 |
Range |
0.68 |
1.25 |
0.57 |
83.8% |
2.11 |
ATR |
0.73 |
0.78 |
0.05 |
6.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 29-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
163.10 |
162.29 |
159.68 |
|
R3 |
161.85 |
161.04 |
159.33 |
|
R2 |
160.60 |
160.60 |
159.22 |
|
R1 |
159.79 |
159.79 |
159.10 |
159.57 |
PP |
159.35 |
159.35 |
159.35 |
159.24 |
S1 |
158.54 |
158.54 |
158.88 |
158.32 |
S2 |
158.10 |
158.10 |
158.76 |
|
S3 |
156.85 |
157.29 |
158.65 |
|
S4 |
155.60 |
156.04 |
158.30 |
|
|
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 |
160.62 |
158.90 |
1.72 |
1.1% |
0.69 |
0.4% |
5% |
False |
True |
2,033 |
10 |
160.62 |
157.55 |
3.07 |
1.9% |
0.74 |
0.5% |
47% |
False |
False |
1,481 |
20 |
160.62 |
157.55 |
3.07 |
1.9% |
0.67 |
0.4% |
47% |
False |
False |
931 |
40 |
161.71 |
155.11 |
6.60 |
4.2% |
0.76 |
0.5% |
59% |
False |
False |
780 |
60 |
161.71 |
154.54 |
7.17 |
4.5% |
0.64 |
0.4% |
62% |
False |
False |
525 |
80 |
161.71 |
151.90 |
9.81 |
6.2% |
0.54 |
0.3% |
72% |
False |
False |
404 |
100 |
161.76 |
141.73 |
20.03 |
12.6% |
0.69 |
0.4% |
86% |
False |
False |
323 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
165.46 |
2.618 |
163.42 |
1.618 |
162.17 |
1.000 |
161.40 |
0.618 |
160.92 |
HIGH |
160.15 |
0.618 |
159.67 |
0.500 |
159.53 |
0.382 |
159.38 |
LOW |
158.90 |
0.618 |
158.13 |
1.000 |
157.65 |
1.618 |
156.88 |
2.618 |
155.63 |
4.250 |
153.59 |
|
|
Fisher Pivots for day following 29-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
159.53 |
159.76 |
PP |
159.35 |
159.50 |
S1 |
159.17 |
159.25 |
|