Euro Bund Future September 2015
| Trading Metrics calculated at close of trading on 21-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2015 |
21-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
155.45 |
155.87 |
0.42 |
0.3% |
154.78 |
| High |
155.76 |
155.95 |
0.19 |
0.1% |
155.95 |
| Low |
155.25 |
155.40 |
0.15 |
0.1% |
154.52 |
| Close |
155.58 |
155.61 |
0.03 |
0.0% |
155.61 |
| Range |
0.51 |
0.55 |
0.04 |
7.8% |
1.43 |
| ATR |
0.90 |
0.87 |
-0.02 |
-2.8% |
0.00 |
| Volume |
449,231 |
777,408 |
328,177 |
73.1% |
2,640,051 |
|
| Daily Pivots for day following 21-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
157.30 |
157.01 |
155.91 |
|
| R3 |
156.75 |
156.46 |
155.76 |
|
| R2 |
156.20 |
156.20 |
155.71 |
|
| R1 |
155.91 |
155.91 |
155.66 |
155.78 |
| PP |
155.65 |
155.65 |
155.65 |
155.59 |
| S1 |
155.36 |
155.36 |
155.56 |
155.23 |
| S2 |
155.10 |
155.10 |
155.51 |
|
| S3 |
154.55 |
154.81 |
155.46 |
|
| S4 |
154.00 |
154.26 |
155.31 |
|
|
| Weekly Pivots for week ending 21-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
159.65 |
159.06 |
156.40 |
|
| R3 |
158.22 |
157.63 |
156.00 |
|
| R2 |
156.79 |
156.79 |
155.87 |
|
| R1 |
156.20 |
156.20 |
155.74 |
156.50 |
| PP |
155.36 |
155.36 |
155.36 |
155.51 |
| S1 |
154.77 |
154.77 |
155.48 |
155.07 |
| S2 |
153.93 |
153.93 |
155.35 |
|
| S3 |
152.50 |
153.34 |
155.22 |
|
| S4 |
151.07 |
151.91 |
154.82 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
155.95 |
154.52 |
1.43 |
0.9% |
0.67 |
0.4% |
76% |
True |
False |
528,010 |
| 10 |
155.95 |
153.86 |
2.09 |
1.3% |
0.66 |
0.4% |
84% |
True |
False |
478,792 |
| 20 |
155.95 |
152.91 |
3.04 |
2.0% |
0.76 |
0.5% |
89% |
True |
False |
471,317 |
| 40 |
155.95 |
149.49 |
6.46 |
4.2% |
0.94 |
0.6% |
95% |
True |
False |
530,276 |
| 60 |
155.95 |
148.23 |
7.72 |
5.0% |
1.08 |
0.7% |
96% |
True |
False |
597,860 |
| 80 |
159.15 |
148.23 |
10.92 |
7.0% |
1.13 |
0.7% |
68% |
False |
False |
456,622 |
| 100 |
160.60 |
148.23 |
12.37 |
7.9% |
0.98 |
0.6% |
60% |
False |
False |
365,616 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
158.29 |
|
2.618 |
157.39 |
|
1.618 |
156.84 |
|
1.000 |
156.50 |
|
0.618 |
156.29 |
|
HIGH |
155.95 |
|
0.618 |
155.74 |
|
0.500 |
155.68 |
|
0.382 |
155.61 |
|
LOW |
155.40 |
|
0.618 |
155.06 |
|
1.000 |
154.85 |
|
1.618 |
154.51 |
|
2.618 |
153.96 |
|
4.250 |
153.06 |
|
|
| Fisher Pivots for day following 21-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
155.68 |
155.49 |
| PP |
155.65 |
155.37 |
| S1 |
155.63 |
155.25 |
|