Euro Bund Future September 2015
| Trading Metrics calculated at close of trading on 13-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2015 |
13-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
155.24 |
154.78 |
-0.46 |
-0.3% |
154.39 |
| High |
155.48 |
155.13 |
-0.35 |
-0.2% |
155.09 |
| Low |
154.81 |
154.54 |
-0.27 |
-0.2% |
152.91 |
| Close |
155.29 |
154.92 |
-0.37 |
-0.2% |
154.43 |
| Range |
0.67 |
0.59 |
-0.08 |
-11.9% |
2.18 |
| ATR |
0.97 |
0.96 |
-0.02 |
-1.6% |
0.00 |
| Volume |
463,769 |
342,037 |
-121,732 |
-26.2% |
2,314,574 |
|
| Daily Pivots for day following 13-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
156.63 |
156.37 |
155.24 |
|
| R3 |
156.04 |
155.78 |
155.08 |
|
| R2 |
155.45 |
155.45 |
155.03 |
|
| R1 |
155.19 |
155.19 |
154.97 |
155.32 |
| PP |
154.86 |
154.86 |
154.86 |
154.93 |
| S1 |
154.60 |
154.60 |
154.87 |
154.73 |
| S2 |
154.27 |
154.27 |
154.81 |
|
| S3 |
153.68 |
154.01 |
154.76 |
|
| S4 |
153.09 |
153.42 |
154.60 |
|
|
| 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 |
155.48 |
153.57 |
1.91 |
1.2% |
0.74 |
0.5% |
71% |
False |
False |
414,796 |
| 10 |
155.48 |
152.91 |
2.57 |
1.7% |
0.85 |
0.5% |
78% |
False |
False |
445,937 |
| 20 |
155.48 |
152.22 |
3.26 |
2.1% |
0.77 |
0.5% |
83% |
False |
False |
445,609 |
| 40 |
155.48 |
149.49 |
5.99 |
3.9% |
1.01 |
0.7% |
91% |
False |
False |
552,181 |
| 60 |
155.48 |
148.23 |
7.25 |
4.7% |
1.09 |
0.7% |
92% |
False |
False |
554,059 |
| 80 |
160.38 |
148.23 |
12.15 |
7.8% |
1.12 |
0.7% |
55% |
False |
False |
419,553 |
| 100 |
160.60 |
148.23 |
12.37 |
8.0% |
0.95 |
0.6% |
54% |
False |
False |
335,844 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
157.64 |
|
2.618 |
156.67 |
|
1.618 |
156.08 |
|
1.000 |
155.72 |
|
0.618 |
155.49 |
|
HIGH |
155.13 |
|
0.618 |
154.90 |
|
0.500 |
154.84 |
|
0.382 |
154.77 |
|
LOW |
154.54 |
|
0.618 |
154.18 |
|
1.000 |
153.95 |
|
1.618 |
153.59 |
|
2.618 |
153.00 |
|
4.250 |
152.03 |
|
|
| Fisher Pivots for day following 13-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
154.89 |
154.88 |
| PP |
154.86 |
154.85 |
| S1 |
154.84 |
154.81 |
|