Euro Bund Future September 2015
| Trading Metrics calculated at close of trading on 14-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2015 |
14-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
154.78 |
154.97 |
0.19 |
0.1% |
154.43 |
| High |
155.13 |
155.15 |
0.02 |
0.0% |
155.48 |
| Low |
154.54 |
154.54 |
0.00 |
0.0% |
153.86 |
| Close |
154.92 |
154.66 |
-0.26 |
-0.2% |
154.66 |
| Range |
0.59 |
0.61 |
0.02 |
3.4% |
1.62 |
| ATR |
0.96 |
0.93 |
-0.02 |
-2.6% |
0.00 |
| Volume |
342,037 |
347,947 |
5,910 |
1.7% |
2,147,873 |
|
| Daily Pivots for day following 14-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
156.61 |
156.25 |
155.00 |
|
| R3 |
156.00 |
155.64 |
154.83 |
|
| R2 |
155.39 |
155.39 |
154.77 |
|
| R1 |
155.03 |
155.03 |
154.72 |
154.91 |
| PP |
154.78 |
154.78 |
154.78 |
154.72 |
| S1 |
154.42 |
154.42 |
154.60 |
154.30 |
| S2 |
154.17 |
154.17 |
154.55 |
|
| S3 |
153.56 |
153.81 |
154.49 |
|
| S4 |
152.95 |
153.20 |
154.32 |
|
|
| Weekly Pivots for week ending 14-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
159.53 |
158.71 |
155.55 |
|
| R3 |
157.91 |
157.09 |
155.11 |
|
| R2 |
156.29 |
156.29 |
154.96 |
|
| R1 |
155.47 |
155.47 |
154.81 |
155.88 |
| PP |
154.67 |
154.67 |
154.67 |
154.87 |
| S1 |
153.85 |
153.85 |
154.51 |
154.26 |
| S2 |
153.05 |
153.05 |
154.36 |
|
| S3 |
151.43 |
152.23 |
154.21 |
|
| S4 |
149.81 |
150.61 |
153.77 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
155.48 |
153.86 |
1.62 |
1.0% |
0.66 |
0.4% |
49% |
False |
False |
429,574 |
| 10 |
155.48 |
152.91 |
2.57 |
1.7% |
0.83 |
0.5% |
68% |
False |
False |
446,244 |
| 20 |
155.48 |
152.42 |
3.06 |
2.0% |
0.77 |
0.5% |
73% |
False |
False |
442,963 |
| 40 |
155.48 |
149.49 |
5.99 |
3.9% |
0.98 |
0.6% |
86% |
False |
False |
547,345 |
| 60 |
155.48 |
148.23 |
7.25 |
4.7% |
1.09 |
0.7% |
89% |
False |
False |
558,978 |
| 80 |
160.13 |
148.23 |
11.90 |
7.7% |
1.12 |
0.7% |
54% |
False |
False |
423,868 |
| 100 |
160.60 |
148.23 |
12.37 |
8.0% |
0.96 |
0.6% |
52% |
False |
False |
339,323 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
157.74 |
|
2.618 |
156.75 |
|
1.618 |
156.14 |
|
1.000 |
155.76 |
|
0.618 |
155.53 |
|
HIGH |
155.15 |
|
0.618 |
154.92 |
|
0.500 |
154.85 |
|
0.382 |
154.77 |
|
LOW |
154.54 |
|
0.618 |
154.16 |
|
1.000 |
153.93 |
|
1.618 |
153.55 |
|
2.618 |
152.94 |
|
4.250 |
151.95 |
|
|
| Fisher Pivots for day following 14-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
154.85 |
155.01 |
| PP |
154.78 |
154.89 |
| S1 |
154.72 |
154.78 |
|