Euro Bund Future December 2015
| Trading Metrics calculated at close of trading on 20-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2015 |
20-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
156.80 |
156.81 |
0.01 |
0.0% |
156.03 |
| High |
156.92 |
156.88 |
-0.04 |
0.0% |
157.12 |
| Low |
156.45 |
155.71 |
-0.74 |
-0.5% |
155.83 |
| Close |
156.64 |
155.91 |
-0.73 |
-0.5% |
156.91 |
| Range |
0.47 |
1.17 |
0.70 |
148.9% |
1.29 |
| ATR |
0.74 |
0.77 |
0.03 |
4.2% |
0.00 |
| Volume |
702,411 |
567,360 |
-135,051 |
-19.2% |
2,398,923 |
|
| Daily Pivots for day following 20-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
159.68 |
158.96 |
156.55 |
|
| R3 |
158.51 |
157.79 |
156.23 |
|
| R2 |
157.34 |
157.34 |
156.12 |
|
| R1 |
156.62 |
156.62 |
156.02 |
156.40 |
| PP |
156.17 |
156.17 |
156.17 |
156.05 |
| S1 |
155.45 |
155.45 |
155.80 |
155.23 |
| S2 |
155.00 |
155.00 |
155.70 |
|
| S3 |
153.83 |
154.28 |
155.59 |
|
| S4 |
152.66 |
153.11 |
155.27 |
|
|
| Weekly Pivots for week ending 16-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
160.49 |
159.99 |
157.62 |
|
| R3 |
159.20 |
158.70 |
157.26 |
|
| R2 |
157.91 |
157.91 |
157.15 |
|
| R1 |
157.41 |
157.41 |
157.03 |
157.66 |
| PP |
156.62 |
156.62 |
156.62 |
156.75 |
| S1 |
156.12 |
156.12 |
156.79 |
156.37 |
| S2 |
155.33 |
155.33 |
156.67 |
|
| S3 |
154.04 |
154.83 |
156.56 |
|
| S4 |
152.75 |
153.54 |
156.20 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
157.12 |
155.71 |
1.41 |
0.9% |
0.63 |
0.4% |
14% |
False |
True |
519,288 |
| 10 |
157.12 |
155.71 |
1.41 |
0.9% |
0.62 |
0.4% |
14% |
False |
True |
502,986 |
| 20 |
157.67 |
155.13 |
2.54 |
1.6% |
0.70 |
0.4% |
31% |
False |
False |
566,227 |
| 40 |
157.67 |
152.75 |
4.92 |
3.2% |
0.81 |
0.5% |
64% |
False |
False |
509,805 |
| 60 |
157.67 |
152.75 |
4.92 |
3.2% |
0.79 |
0.5% |
64% |
False |
False |
343,235 |
| 80 |
157.67 |
149.90 |
7.77 |
5.0% |
0.81 |
0.5% |
77% |
False |
False |
257,889 |
| 100 |
157.67 |
148.78 |
8.89 |
5.7% |
0.86 |
0.5% |
80% |
False |
False |
206,385 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
161.85 |
|
2.618 |
159.94 |
|
1.618 |
158.77 |
|
1.000 |
158.05 |
|
0.618 |
157.60 |
|
HIGH |
156.88 |
|
0.618 |
156.43 |
|
0.500 |
156.30 |
|
0.382 |
156.16 |
|
LOW |
155.71 |
|
0.618 |
154.99 |
|
1.000 |
154.54 |
|
1.618 |
153.82 |
|
2.618 |
152.65 |
|
4.250 |
150.74 |
|
|
| Fisher Pivots for day following 20-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
156.30 |
156.41 |
| PP |
156.17 |
156.24 |
| S1 |
156.04 |
156.08 |
|