Euro Bund Future September 2015
| Trading Metrics calculated at close of trading on 05-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2015 |
05-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
154.62 |
154.20 |
-0.42 |
-0.3% |
153.95 |
| High |
155.09 |
154.37 |
-0.72 |
-0.5% |
154.50 |
| Low |
154.16 |
152.91 |
-1.25 |
-0.8% |
153.28 |
| Close |
154.56 |
153.34 |
-1.22 |
-0.8% |
154.40 |
| Range |
0.93 |
1.46 |
0.53 |
57.0% |
1.22 |
| ATR |
1.00 |
1.05 |
0.05 |
4.6% |
0.00 |
| Volume |
656,741 |
494,946 |
-161,795 |
-24.6% |
2,323,855 |
|
| Daily Pivots for day following 05-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
157.92 |
157.09 |
154.14 |
|
| R3 |
156.46 |
155.63 |
153.74 |
|
| R2 |
155.00 |
155.00 |
153.61 |
|
| R1 |
154.17 |
154.17 |
153.47 |
153.86 |
| PP |
153.54 |
153.54 |
153.54 |
153.38 |
| S1 |
152.71 |
152.71 |
153.21 |
152.40 |
| S2 |
152.08 |
152.08 |
153.07 |
|
| S3 |
150.62 |
151.25 |
152.94 |
|
| S4 |
149.16 |
149.79 |
152.54 |
|
|
| Weekly Pivots for week ending 31-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
157.72 |
157.28 |
155.07 |
|
| R3 |
156.50 |
156.06 |
154.74 |
|
| R2 |
155.28 |
155.28 |
154.62 |
|
| R1 |
154.84 |
154.84 |
154.51 |
155.06 |
| PP |
154.06 |
154.06 |
154.06 |
154.17 |
| S1 |
153.62 |
153.62 |
154.29 |
153.84 |
| S2 |
152.84 |
152.84 |
154.18 |
|
| S3 |
151.62 |
152.40 |
154.06 |
|
| S4 |
150.40 |
151.18 |
153.73 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
155.09 |
152.91 |
2.18 |
1.4% |
1.03 |
0.7% |
20% |
False |
True |
528,960 |
| 10 |
155.09 |
152.91 |
2.18 |
1.4% |
0.79 |
0.5% |
20% |
False |
True |
478,064 |
| 20 |
155.09 |
149.49 |
5.60 |
3.7% |
0.94 |
0.6% |
69% |
False |
False |
504,213 |
| 40 |
155.09 |
148.23 |
6.86 |
4.5% |
1.09 |
0.7% |
74% |
False |
False |
603,747 |
| 60 |
155.44 |
148.23 |
7.21 |
4.7% |
1.14 |
0.7% |
71% |
False |
False |
515,351 |
| 80 |
160.60 |
148.23 |
12.37 |
8.1% |
1.09 |
0.7% |
41% |
False |
False |
388,558 |
| 100 |
160.60 |
148.23 |
12.37 |
8.1% |
0.94 |
0.6% |
41% |
False |
False |
311,041 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
160.58 |
|
2.618 |
158.19 |
|
1.618 |
156.73 |
|
1.000 |
155.83 |
|
0.618 |
155.27 |
|
HIGH |
154.37 |
|
0.618 |
153.81 |
|
0.500 |
153.64 |
|
0.382 |
153.47 |
|
LOW |
152.91 |
|
0.618 |
152.01 |
|
1.000 |
151.45 |
|
1.618 |
150.55 |
|
2.618 |
149.09 |
|
4.250 |
146.71 |
|
|
| Fisher Pivots for day following 05-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
153.64 |
154.00 |
| PP |
153.54 |
153.78 |
| S1 |
153.44 |
153.56 |
|