Euro Bund Future December 2015
| Trading Metrics calculated at close of trading on 29-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2015 |
29-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
158.26 |
158.03 |
-0.23 |
-0.1% |
156.80 |
| High |
158.60 |
158.24 |
-0.36 |
-0.2% |
157.79 |
| Low |
157.92 |
156.99 |
-0.93 |
-0.6% |
155.71 |
| Close |
158.34 |
157.10 |
-1.24 |
-0.8% |
157.46 |
| Range |
0.68 |
1.25 |
0.57 |
83.8% |
2.08 |
| ATR |
0.76 |
0.81 |
0.04 |
5.5% |
0.00 |
| Volume |
592,808 |
740,374 |
147,566 |
24.9% |
2,875,990 |
|
| Daily Pivots for day following 29-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
161.19 |
160.40 |
157.79 |
|
| R3 |
159.94 |
159.15 |
157.44 |
|
| R2 |
158.69 |
158.69 |
157.33 |
|
| R1 |
157.90 |
157.90 |
157.21 |
157.67 |
| PP |
157.44 |
157.44 |
157.44 |
157.33 |
| S1 |
156.65 |
156.65 |
156.99 |
156.42 |
| S2 |
156.19 |
156.19 |
156.87 |
|
| S3 |
154.94 |
155.40 |
156.76 |
|
| S4 |
153.69 |
154.15 |
156.41 |
|
|
| Weekly Pivots for week ending 23-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
163.23 |
162.42 |
158.60 |
|
| R3 |
161.15 |
160.34 |
158.03 |
|
| R2 |
159.07 |
159.07 |
157.84 |
|
| R1 |
158.26 |
158.26 |
157.65 |
158.67 |
| PP |
156.99 |
156.99 |
156.99 |
157.19 |
| S1 |
156.18 |
156.18 |
157.27 |
156.59 |
| S2 |
154.91 |
154.91 |
157.08 |
|
| S3 |
152.83 |
154.10 |
156.89 |
|
| S4 |
150.75 |
152.02 |
156.32 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
158.60 |
156.99 |
1.61 |
1.0% |
0.72 |
0.5% |
7% |
False |
True |
565,445 |
| 10 |
158.60 |
155.71 |
2.89 |
1.8% |
0.80 |
0.5% |
48% |
False |
False |
580,532 |
| 20 |
158.60 |
155.71 |
2.89 |
1.8% |
0.75 |
0.5% |
48% |
False |
False |
542,679 |
| 40 |
158.60 |
153.13 |
5.47 |
3.5% |
0.77 |
0.5% |
73% |
False |
False |
568,559 |
| 60 |
158.60 |
152.75 |
5.85 |
3.7% |
0.79 |
0.5% |
74% |
False |
False |
410,751 |
| 80 |
158.60 |
149.90 |
8.70 |
5.5% |
0.79 |
0.5% |
83% |
False |
False |
308,850 |
| 100 |
158.60 |
148.78 |
9.82 |
6.3% |
0.82 |
0.5% |
85% |
False |
False |
247,272 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
163.55 |
|
2.618 |
161.51 |
|
1.618 |
160.26 |
|
1.000 |
159.49 |
|
0.618 |
159.01 |
|
HIGH |
158.24 |
|
0.618 |
157.76 |
|
0.500 |
157.62 |
|
0.382 |
157.47 |
|
LOW |
156.99 |
|
0.618 |
156.22 |
|
1.000 |
155.74 |
|
1.618 |
154.97 |
|
2.618 |
153.72 |
|
4.250 |
151.68 |
|
|
| Fisher Pivots for day following 29-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
157.62 |
157.80 |
| PP |
157.44 |
157.56 |
| S1 |
157.27 |
157.33 |
|