Euro Bund Future September 2015
| Trading Metrics calculated at close of trading on 24-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2015 |
24-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
155.87 |
155.99 |
0.12 |
0.1% |
154.78 |
| High |
155.95 |
156.49 |
0.54 |
0.3% |
155.95 |
| Low |
155.40 |
155.17 |
-0.23 |
-0.1% |
154.52 |
| Close |
155.61 |
155.68 |
0.07 |
0.0% |
155.61 |
| Range |
0.55 |
1.32 |
0.77 |
140.0% |
1.43 |
| ATR |
0.87 |
0.90 |
0.03 |
3.7% |
0.00 |
| Volume |
777,408 |
1,025,263 |
247,855 |
31.9% |
2,640,051 |
|
| Daily Pivots for day following 24-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
159.74 |
159.03 |
156.41 |
|
| R3 |
158.42 |
157.71 |
156.04 |
|
| R2 |
157.10 |
157.10 |
155.92 |
|
| R1 |
156.39 |
156.39 |
155.80 |
156.09 |
| PP |
155.78 |
155.78 |
155.78 |
155.63 |
| S1 |
155.07 |
155.07 |
155.56 |
154.77 |
| S2 |
154.46 |
154.46 |
155.44 |
|
| S3 |
153.14 |
153.75 |
155.32 |
|
| S4 |
151.82 |
152.43 |
154.95 |
|
|
| 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 |
156.49 |
154.55 |
1.94 |
1.2% |
0.82 |
0.5% |
58% |
True |
False |
648,883 |
| 10 |
156.49 |
154.14 |
2.35 |
1.5% |
0.74 |
0.5% |
66% |
True |
False |
531,612 |
| 20 |
156.49 |
152.91 |
3.58 |
2.3% |
0.80 |
0.5% |
77% |
True |
False |
500,800 |
| 40 |
156.49 |
149.49 |
7.00 |
4.5% |
0.94 |
0.6% |
88% |
True |
False |
534,461 |
| 60 |
156.49 |
148.23 |
8.26 |
5.3% |
1.09 |
0.7% |
90% |
True |
False |
609,532 |
| 80 |
157.80 |
148.23 |
9.57 |
6.1% |
1.13 |
0.7% |
78% |
False |
False |
469,352 |
| 100 |
160.60 |
148.23 |
12.37 |
7.9% |
0.99 |
0.6% |
60% |
False |
False |
375,856 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
162.10 |
|
2.618 |
159.95 |
|
1.618 |
158.63 |
|
1.000 |
157.81 |
|
0.618 |
157.31 |
|
HIGH |
156.49 |
|
0.618 |
155.99 |
|
0.500 |
155.83 |
|
0.382 |
155.67 |
|
LOW |
155.17 |
|
0.618 |
154.35 |
|
1.000 |
153.85 |
|
1.618 |
153.03 |
|
2.618 |
151.71 |
|
4.250 |
149.56 |
|
|
| Fisher Pivots for day following 24-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
155.83 |
155.83 |
| PP |
155.78 |
155.78 |
| S1 |
155.73 |
155.73 |
|