Euro Bund Future March 2016
Trading Metrics calculated at close of trading on 30-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2015 |
30-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
160.03 |
158.98 |
-1.05 |
-0.7% |
159.51 |
High |
160.15 |
159.41 |
-0.74 |
-0.5% |
160.62 |
Low |
158.90 |
158.95 |
0.05 |
0.0% |
158.90 |
Close |
158.99 |
159.10 |
0.11 |
0.1% |
159.10 |
Range |
1.25 |
0.46 |
-0.79 |
-63.2% |
1.72 |
ATR |
0.78 |
0.76 |
-0.02 |
-2.9% |
0.00 |
Volume |
0 |
21,436 |
21,436 |
|
31,604 |
|
Daily Pivots for day following 30-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
160.53 |
160.28 |
159.35 |
|
R3 |
160.07 |
159.82 |
159.23 |
|
R2 |
159.61 |
159.61 |
159.18 |
|
R1 |
159.36 |
159.36 |
159.14 |
159.49 |
PP |
159.15 |
159.15 |
159.15 |
159.22 |
S1 |
158.90 |
158.90 |
159.06 |
159.03 |
S2 |
158.69 |
158.69 |
159.02 |
|
S3 |
158.23 |
158.44 |
158.97 |
|
S4 |
157.77 |
157.98 |
158.85 |
|
|
Weekly Pivots for week ending 30-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
164.70 |
163.62 |
160.05 |
|
R3 |
162.98 |
161.90 |
159.57 |
|
R2 |
161.26 |
161.26 |
159.42 |
|
R1 |
160.18 |
160.18 |
159.26 |
159.86 |
PP |
159.54 |
159.54 |
159.54 |
159.38 |
S1 |
158.46 |
158.46 |
158.94 |
158.14 |
S2 |
157.82 |
157.82 |
158.78 |
|
S3 |
156.10 |
156.74 |
158.63 |
|
S4 |
154.38 |
155.02 |
158.15 |
|
|
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% |
12% |
False |
False |
6,320 |
10 |
160.62 |
157.55 |
3.07 |
1.9% |
0.74 |
0.5% |
50% |
False |
False |
3,441 |
20 |
160.62 |
157.55 |
3.07 |
1.9% |
0.63 |
0.4% |
50% |
False |
False |
2,001 |
40 |
160.62 |
155.11 |
5.51 |
3.5% |
0.63 |
0.4% |
72% |
False |
False |
1,316 |
60 |
161.71 |
154.54 |
7.17 |
4.5% |
0.64 |
0.4% |
64% |
False |
False |
882 |
80 |
161.71 |
152.32 |
9.39 |
5.9% |
0.55 |
0.3% |
72% |
False |
False |
672 |
100 |
161.76 |
141.73 |
20.03 |
12.6% |
0.70 |
0.4% |
87% |
False |
False |
538 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
161.37 |
2.618 |
160.61 |
1.618 |
160.15 |
1.000 |
159.87 |
0.618 |
159.69 |
HIGH |
159.41 |
0.618 |
159.23 |
0.500 |
159.18 |
0.382 |
159.13 |
LOW |
158.95 |
0.618 |
158.67 |
1.000 |
158.49 |
1.618 |
158.21 |
2.618 |
157.75 |
4.250 |
157.00 |
|
|
Fisher Pivots for day following 30-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
159.18 |
159.76 |
PP |
159.15 |
159.54 |
S1 |
159.13 |
159.32 |
|