Euro Bund Future March 2016
| Trading Metrics calculated at close of trading on 26-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2015 |
26-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
159.50 |
159.51 |
0.01 |
0.0% |
158.72 |
| High |
159.66 |
159.63 |
-0.03 |
0.0% |
159.66 |
| Low |
159.17 |
159.39 |
0.22 |
0.1% |
157.55 |
| Close |
159.36 |
159.50 |
0.14 |
0.1% |
159.36 |
| Range |
0.49 |
0.24 |
-0.25 |
-51.0% |
2.11 |
| ATR |
0.76 |
0.73 |
-0.04 |
-4.6% |
0.00 |
| Volume |
0 |
3,023 |
3,023 |
|
2,809 |
|
| Daily Pivots for day following 26-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
160.23 |
160.10 |
159.63 |
|
| R3 |
159.99 |
159.86 |
159.57 |
|
| R2 |
159.75 |
159.75 |
159.54 |
|
| R1 |
159.62 |
159.62 |
159.52 |
159.57 |
| PP |
159.51 |
159.51 |
159.51 |
159.48 |
| S1 |
159.38 |
159.38 |
159.48 |
159.33 |
| S2 |
159.27 |
159.27 |
159.46 |
|
| S3 |
159.03 |
159.14 |
159.43 |
|
| S4 |
158.79 |
158.90 |
159.37 |
|
|
| Weekly Pivots for week ending 23-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
165.19 |
164.38 |
160.52 |
|
| R3 |
163.08 |
162.27 |
159.94 |
|
| R2 |
160.97 |
160.97 |
159.75 |
|
| R1 |
160.16 |
160.16 |
159.55 |
160.57 |
| PP |
158.86 |
158.86 |
158.86 |
159.06 |
| S1 |
158.05 |
158.05 |
159.17 |
158.46 |
| S2 |
156.75 |
156.75 |
158.97 |
|
| S3 |
154.64 |
155.94 |
158.78 |
|
| S4 |
152.53 |
153.83 |
158.20 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
159.66 |
157.55 |
2.11 |
1.3% |
0.76 |
0.5% |
92% |
False |
False |
1,166 |
| 10 |
159.66 |
157.55 |
2.11 |
1.3% |
0.61 |
0.4% |
92% |
False |
False |
826 |
| 20 |
159.66 |
157.55 |
2.11 |
1.3% |
0.62 |
0.4% |
92% |
False |
False |
693 |
| 40 |
161.71 |
154.54 |
7.17 |
4.5% |
0.72 |
0.5% |
69% |
False |
False |
603 |
| 60 |
161.71 |
154.54 |
7.17 |
4.5% |
0.60 |
0.4% |
69% |
False |
False |
406 |
| 80 |
161.71 |
151.90 |
9.81 |
6.2% |
0.53 |
0.3% |
77% |
False |
False |
315 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
160.65 |
|
2.618 |
160.26 |
|
1.618 |
160.02 |
|
1.000 |
159.87 |
|
0.618 |
159.78 |
|
HIGH |
159.63 |
|
0.618 |
159.54 |
|
0.500 |
159.51 |
|
0.382 |
159.48 |
|
LOW |
159.39 |
|
0.618 |
159.24 |
|
1.000 |
159.15 |
|
1.618 |
159.00 |
|
2.618 |
158.76 |
|
4.250 |
158.37 |
|
|
| Fisher Pivots for day following 26-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
159.51 |
159.38 |
| PP |
159.51 |
159.25 |
| S1 |
159.50 |
159.13 |
|