Euro Bund Future September 2015
Trading Metrics calculated at close of trading on 07-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2015 |
07-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
153.31 |
153.77 |
0.46 |
0.3% |
154.39 |
High |
153.95 |
154.55 |
0.60 |
0.4% |
155.09 |
Low |
153.22 |
153.57 |
0.35 |
0.2% |
152.91 |
Close |
153.71 |
154.43 |
0.72 |
0.5% |
154.43 |
Range |
0.73 |
0.98 |
0.25 |
34.2% |
2.18 |
ATR |
1.03 |
1.02 |
0.00 |
-0.3% |
0.00 |
Volume |
409,466 |
274,055 |
-135,411 |
-33.1% |
2,314,574 |
|
Daily Pivots for day following 07-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
157.12 |
156.76 |
154.97 |
|
R3 |
156.14 |
155.78 |
154.70 |
|
R2 |
155.16 |
155.16 |
154.61 |
|
R1 |
154.80 |
154.80 |
154.52 |
154.98 |
PP |
154.18 |
154.18 |
154.18 |
154.28 |
S1 |
153.82 |
153.82 |
154.34 |
154.00 |
S2 |
153.20 |
153.20 |
154.25 |
|
S3 |
152.22 |
152.84 |
154.16 |
|
S4 |
151.24 |
151.86 |
153.89 |
|
|
Weekly Pivots for week ending 07-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
160.68 |
159.74 |
155.63 |
|
R3 |
158.50 |
157.56 |
155.03 |
|
R2 |
156.32 |
156.32 |
154.83 |
|
R1 |
155.38 |
155.38 |
154.63 |
155.85 |
PP |
154.14 |
154.14 |
154.14 |
154.38 |
S1 |
153.20 |
153.20 |
154.23 |
153.67 |
S2 |
151.96 |
151.96 |
154.03 |
|
S3 |
149.78 |
151.02 |
153.83 |
|
S4 |
147.60 |
148.84 |
153.23 |
|
|
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% |
0.99 |
0.6% |
70% |
False |
False |
462,914 |
10 |
155.09 |
152.91 |
2.18 |
1.4% |
0.86 |
0.6% |
70% |
False |
False |
463,842 |
20 |
155.09 |
149.49 |
5.60 |
3.6% |
0.88 |
0.6% |
88% |
False |
False |
460,081 |
40 |
155.09 |
149.49 |
5.60 |
3.6% |
1.04 |
0.7% |
88% |
False |
False |
577,355 |
60 |
155.44 |
148.23 |
7.21 |
4.7% |
1.11 |
0.7% |
86% |
False |
False |
525,558 |
80 |
160.60 |
148.23 |
12.37 |
8.0% |
1.10 |
0.7% |
50% |
False |
False |
397,088 |
100 |
160.60 |
148.23 |
12.37 |
8.0% |
0.95 |
0.6% |
50% |
False |
False |
317,876 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
158.72 |
2.618 |
157.12 |
1.618 |
156.14 |
1.000 |
155.53 |
0.618 |
155.16 |
HIGH |
154.55 |
0.618 |
154.18 |
0.500 |
154.06 |
0.382 |
153.94 |
LOW |
153.57 |
0.618 |
152.96 |
1.000 |
152.59 |
1.618 |
151.98 |
2.618 |
151.00 |
4.250 |
149.41 |
|
|
Fisher Pivots for day following 07-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
154.31 |
154.20 |
PP |
154.18 |
153.96 |
S1 |
154.06 |
153.73 |
|