Euro Bund Future December 2015
Trading Metrics calculated at close of trading on 17-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2015 |
17-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
153.92 |
153.72 |
-0.20 |
-0.1% |
154.87 |
High |
154.22 |
154.70 |
0.48 |
0.3% |
155.31 |
Low |
153.50 |
153.59 |
0.09 |
0.1% |
154.31 |
Close |
153.76 |
153.70 |
-0.06 |
0.0% |
155.25 |
Range |
0.72 |
1.11 |
0.39 |
54.2% |
1.00 |
ATR |
0.89 |
0.90 |
0.02 |
1.8% |
0.00 |
Volume |
453,536 |
735,990 |
282,454 |
62.3% |
1,786,314 |
|
Daily Pivots for day following 17-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
157.33 |
156.62 |
154.31 |
|
R3 |
156.22 |
155.51 |
154.01 |
|
R2 |
155.11 |
155.11 |
153.90 |
|
R1 |
154.40 |
154.40 |
153.80 |
154.20 |
PP |
154.00 |
154.00 |
154.00 |
153.90 |
S1 |
153.29 |
153.29 |
153.60 |
153.09 |
S2 |
152.89 |
152.89 |
153.50 |
|
S3 |
151.78 |
152.18 |
153.39 |
|
S4 |
150.67 |
151.07 |
153.09 |
|
|
Weekly Pivots for week ending 11-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
157.96 |
157.60 |
155.80 |
|
R3 |
156.96 |
156.60 |
155.53 |
|
R2 |
155.96 |
155.96 |
155.43 |
|
R1 |
155.60 |
155.60 |
155.34 |
155.78 |
PP |
154.96 |
154.96 |
154.96 |
155.05 |
S1 |
154.60 |
154.60 |
155.16 |
154.78 |
S2 |
153.96 |
153.96 |
155.07 |
|
S3 |
152.96 |
153.60 |
154.98 |
|
S4 |
151.96 |
152.60 |
154.70 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
155.51 |
153.50 |
2.01 |
1.3% |
0.90 |
0.6% |
10% |
False |
False |
581,020 |
10 |
155.51 |
153.13 |
2.38 |
1.5% |
0.83 |
0.5% |
24% |
False |
False |
569,586 |
20 |
156.84 |
152.75 |
4.09 |
2.7% |
0.90 |
0.6% |
23% |
False |
False |
375,438 |
40 |
156.84 |
152.75 |
4.09 |
2.7% |
0.79 |
0.5% |
23% |
False |
False |
191,064 |
60 |
156.84 |
149.89 |
6.95 |
4.5% |
0.86 |
0.6% |
55% |
False |
False |
127,909 |
80 |
156.84 |
148.78 |
8.06 |
5.2% |
0.89 |
0.6% |
61% |
False |
False |
96,014 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
159.42 |
2.618 |
157.61 |
1.618 |
156.50 |
1.000 |
155.81 |
0.618 |
155.39 |
HIGH |
154.70 |
0.618 |
154.28 |
0.500 |
154.15 |
0.382 |
154.01 |
LOW |
153.59 |
0.618 |
152.90 |
1.000 |
152.48 |
1.618 |
151.79 |
2.618 |
150.68 |
4.250 |
148.87 |
|
|
Fisher Pivots for day following 17-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
154.15 |
154.42 |
PP |
154.00 |
154.18 |
S1 |
153.85 |
153.94 |
|