Euro Bund Future September 2015
| Trading Metrics calculated at close of trading on 25-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2015 |
25-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
155.99 |
155.36 |
-0.63 |
-0.4% |
154.78 |
| High |
156.49 |
155.45 |
-1.04 |
-0.7% |
155.95 |
| Low |
155.17 |
153.38 |
-1.79 |
-1.2% |
154.52 |
| Close |
155.68 |
153.58 |
-2.10 |
-1.3% |
155.61 |
| Range |
1.32 |
2.07 |
0.75 |
56.8% |
1.43 |
| ATR |
0.90 |
1.00 |
0.10 |
11.0% |
0.00 |
| Volume |
1,025,263 |
906,045 |
-119,218 |
-11.6% |
2,640,051 |
|
| Daily Pivots for day following 25-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
160.35 |
159.03 |
154.72 |
|
| R3 |
158.28 |
156.96 |
154.15 |
|
| R2 |
156.21 |
156.21 |
153.96 |
|
| R1 |
154.89 |
154.89 |
153.77 |
154.52 |
| PP |
154.14 |
154.14 |
154.14 |
153.95 |
| S1 |
152.82 |
152.82 |
153.39 |
152.45 |
| S2 |
152.07 |
152.07 |
153.20 |
|
| S3 |
150.00 |
150.75 |
153.01 |
|
| S4 |
147.93 |
148.68 |
152.44 |
|
|
| 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 |
153.38 |
3.11 |
2.0% |
1.09 |
0.7% |
6% |
False |
True |
740,570 |
| 10 |
156.49 |
153.38 |
3.11 |
2.0% |
0.86 |
0.6% |
6% |
False |
True |
572,511 |
| 20 |
156.49 |
152.91 |
3.58 |
2.3% |
0.87 |
0.6% |
19% |
False |
False |
528,797 |
| 40 |
156.49 |
149.49 |
7.00 |
4.6% |
0.95 |
0.6% |
58% |
False |
False |
536,714 |
| 60 |
156.49 |
148.23 |
8.26 |
5.4% |
1.11 |
0.7% |
65% |
False |
False |
612,135 |
| 80 |
156.60 |
148.23 |
8.37 |
5.4% |
1.13 |
0.7% |
64% |
False |
False |
480,549 |
| 100 |
160.60 |
148.23 |
12.37 |
8.1% |
1.01 |
0.7% |
43% |
False |
False |
384,910 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
164.25 |
|
2.618 |
160.87 |
|
1.618 |
158.80 |
|
1.000 |
157.52 |
|
0.618 |
156.73 |
|
HIGH |
155.45 |
|
0.618 |
154.66 |
|
0.500 |
154.42 |
|
0.382 |
154.17 |
|
LOW |
153.38 |
|
0.618 |
152.10 |
|
1.000 |
151.31 |
|
1.618 |
150.03 |
|
2.618 |
147.96 |
|
4.250 |
144.58 |
|
|
| Fisher Pivots for day following 25-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
154.42 |
154.94 |
| PP |
154.14 |
154.48 |
| S1 |
153.86 |
154.03 |
|