Euro Bund Future December 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 |
156.16 |
156.34 |
0.18 |
0.1% |
154.92 |
High |
156.22 |
156.84 |
0.62 |
0.4% |
156.22 |
Low |
155.71 |
155.44 |
-0.27 |
-0.2% |
154.74 |
Close |
155.89 |
155.99 |
0.10 |
0.1% |
155.89 |
Range |
0.51 |
1.40 |
0.89 |
174.5% |
1.48 |
ATR |
0.81 |
0.85 |
0.04 |
5.2% |
0.00 |
Volume |
6,985 |
38,639 |
31,654 |
453.2% |
95,588 |
|
Daily Pivots for day following 24-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
160.29 |
159.54 |
156.76 |
|
R3 |
158.89 |
158.14 |
156.38 |
|
R2 |
157.49 |
157.49 |
156.25 |
|
R1 |
156.74 |
156.74 |
156.12 |
156.42 |
PP |
156.09 |
156.09 |
156.09 |
155.93 |
S1 |
155.34 |
155.34 |
155.86 |
155.02 |
S2 |
154.69 |
154.69 |
155.73 |
|
S3 |
153.29 |
153.94 |
155.61 |
|
S4 |
151.89 |
152.54 |
155.22 |
|
|
Weekly Pivots for week ending 21-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
160.06 |
159.45 |
156.70 |
|
R3 |
158.58 |
157.97 |
156.30 |
|
R2 |
157.10 |
157.10 |
156.16 |
|
R1 |
156.49 |
156.49 |
156.03 |
156.80 |
PP |
155.62 |
155.62 |
155.62 |
155.77 |
S1 |
155.01 |
155.01 |
155.75 |
155.32 |
S2 |
154.14 |
154.14 |
155.62 |
|
S3 |
152.66 |
153.53 |
155.48 |
|
S4 |
151.18 |
152.05 |
155.08 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
156.84 |
154.79 |
2.05 |
1.3% |
0.82 |
0.5% |
59% |
True |
False |
26,090 |
10 |
156.84 |
154.34 |
2.50 |
1.6% |
0.72 |
0.5% |
66% |
True |
False |
15,893 |
20 |
156.84 |
153.20 |
3.64 |
2.3% |
0.75 |
0.5% |
77% |
True |
False |
10,095 |
40 |
156.84 |
149.90 |
6.94 |
4.4% |
0.80 |
0.5% |
88% |
True |
False |
5,973 |
60 |
156.84 |
148.78 |
8.06 |
5.2% |
0.89 |
0.6% |
89% |
True |
False |
4,105 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
162.79 |
2.618 |
160.51 |
1.618 |
159.11 |
1.000 |
158.24 |
0.618 |
157.71 |
HIGH |
156.84 |
0.618 |
156.31 |
0.500 |
156.14 |
0.382 |
155.97 |
LOW |
155.44 |
0.618 |
154.57 |
1.000 |
154.04 |
1.618 |
153.17 |
2.618 |
151.77 |
4.250 |
149.49 |
|
|
Fisher Pivots for day following 24-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
156.14 |
156.14 |
PP |
156.09 |
156.09 |
S1 |
156.04 |
156.04 |
|