Euro Bund Future December 2015
Trading Metrics calculated at close of trading on 16-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2015 |
16-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
155.29 |
153.92 |
-1.37 |
-0.9% |
154.87 |
High |
155.34 |
154.22 |
-1.12 |
-0.7% |
155.31 |
Low |
153.77 |
153.50 |
-0.27 |
-0.2% |
154.31 |
Close |
154.11 |
153.76 |
-0.35 |
-0.2% |
155.25 |
Range |
1.57 |
0.72 |
-0.85 |
-54.1% |
1.00 |
ATR |
0.90 |
0.89 |
-0.01 |
-1.4% |
0.00 |
Volume |
716,704 |
453,536 |
-263,168 |
-36.7% |
1,786,314 |
|
Daily Pivots for day following 16-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
155.99 |
155.59 |
154.16 |
|
R3 |
155.27 |
154.87 |
153.96 |
|
R2 |
154.55 |
154.55 |
153.89 |
|
R1 |
154.15 |
154.15 |
153.83 |
153.99 |
PP |
153.83 |
153.83 |
153.83 |
153.75 |
S1 |
153.43 |
153.43 |
153.69 |
153.27 |
S2 |
153.11 |
153.11 |
153.63 |
|
S3 |
152.39 |
152.71 |
153.56 |
|
S4 |
151.67 |
151.99 |
153.36 |
|
|
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% |
0.79 |
0.5% |
13% |
False |
True |
517,011 |
10 |
155.51 |
152.85 |
2.66 |
1.7% |
0.78 |
0.5% |
34% |
False |
False |
562,336 |
20 |
156.84 |
152.75 |
4.09 |
2.7% |
0.90 |
0.6% |
25% |
False |
False |
340,361 |
40 |
156.84 |
152.75 |
4.09 |
2.7% |
0.78 |
0.5% |
25% |
False |
False |
172,797 |
60 |
156.84 |
149.89 |
6.95 |
4.5% |
0.85 |
0.6% |
56% |
False |
False |
115,647 |
80 |
156.84 |
148.78 |
8.06 |
5.2% |
0.88 |
0.6% |
62% |
False |
False |
86,815 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
157.28 |
2.618 |
156.10 |
1.618 |
155.38 |
1.000 |
154.94 |
0.618 |
154.66 |
HIGH |
154.22 |
0.618 |
153.94 |
0.500 |
153.86 |
0.382 |
153.78 |
LOW |
153.50 |
0.618 |
153.06 |
1.000 |
152.78 |
1.618 |
152.34 |
2.618 |
151.62 |
4.250 |
150.44 |
|
|
Fisher Pivots for day following 16-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
153.86 |
154.51 |
PP |
153.83 |
154.26 |
S1 |
153.79 |
154.01 |
|