Euro Bund Future September 2015
Trading Metrics calculated at close of trading on 08-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2015 |
08-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
154.25 |
154.73 |
0.48 |
0.3% |
153.76 |
High |
154.96 |
154.77 |
-0.19 |
-0.1% |
154.96 |
Low |
154.11 |
154.42 |
0.31 |
0.2% |
152.65 |
Close |
154.63 |
154.66 |
0.03 |
0.0% |
154.63 |
Range |
0.85 |
0.35 |
-0.50 |
-58.8% |
2.31 |
ATR |
0.97 |
0.92 |
-0.04 |
-4.6% |
0.00 |
Volume |
264,409 |
28,889 |
-235,520 |
-89.1% |
4,676,260 |
|
Daily Pivots for day following 08-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
155.67 |
155.51 |
154.85 |
|
R3 |
155.32 |
155.16 |
154.76 |
|
R2 |
154.97 |
154.97 |
154.72 |
|
R1 |
154.81 |
154.81 |
154.69 |
154.72 |
PP |
154.62 |
154.62 |
154.62 |
154.57 |
S1 |
154.46 |
154.46 |
154.63 |
154.37 |
S2 |
154.27 |
154.27 |
154.60 |
|
S3 |
153.92 |
154.11 |
154.56 |
|
S4 |
153.57 |
153.76 |
154.47 |
|
|
Weekly Pivots for week ending 04-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
161.01 |
160.13 |
155.90 |
|
R3 |
158.70 |
157.82 |
155.27 |
|
R2 |
156.39 |
156.39 |
155.05 |
|
R1 |
155.51 |
155.51 |
154.84 |
155.95 |
PP |
154.08 |
154.08 |
154.08 |
154.30 |
S1 |
153.20 |
153.20 |
154.42 |
153.64 |
S2 |
151.77 |
151.77 |
154.21 |
|
S3 |
149.46 |
150.89 |
153.99 |
|
S4 |
147.15 |
148.58 |
153.36 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
154.96 |
152.65 |
2.31 |
1.5% |
0.71 |
0.5% |
87% |
False |
False |
729,346 |
10 |
155.45 |
152.65 |
2.80 |
1.8% |
0.94 |
0.6% |
72% |
False |
False |
707,068 |
20 |
156.49 |
152.65 |
3.84 |
2.5% |
0.84 |
0.5% |
52% |
False |
False |
619,340 |
40 |
156.49 |
150.94 |
5.55 |
3.6% |
0.83 |
0.5% |
67% |
False |
False |
540,091 |
60 |
156.49 |
149.49 |
7.00 |
4.5% |
0.96 |
0.6% |
74% |
False |
False |
588,433 |
80 |
156.49 |
148.23 |
8.26 |
5.3% |
1.04 |
0.7% |
78% |
False |
False |
555,057 |
100 |
160.60 |
148.23 |
12.37 |
8.0% |
1.05 |
0.7% |
52% |
False |
False |
446,497 |
120 |
160.60 |
148.23 |
12.37 |
8.0% |
0.93 |
0.6% |
52% |
False |
False |
372,261 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
156.26 |
2.618 |
155.69 |
1.618 |
155.34 |
1.000 |
155.12 |
0.618 |
154.99 |
HIGH |
154.77 |
0.618 |
154.64 |
0.500 |
154.60 |
0.382 |
154.55 |
LOW |
154.42 |
0.618 |
154.20 |
1.000 |
154.07 |
1.618 |
153.85 |
2.618 |
153.50 |
4.250 |
152.93 |
|
|
Fisher Pivots for day following 08-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
154.64 |
154.44 |
PP |
154.62 |
154.22 |
S1 |
154.60 |
154.01 |
|