Euro Bund Future March 2016
| Trading Metrics calculated at close of trading on 28-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2015 |
28-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
159.60 |
160.27 |
0.67 |
0.4% |
158.72 |
| High |
160.36 |
160.62 |
0.26 |
0.2% |
159.66 |
| Low |
159.55 |
159.94 |
0.39 |
0.2% |
157.55 |
| Close |
160.34 |
160.34 |
0.00 |
0.0% |
159.36 |
| Range |
0.81 |
0.68 |
-0.13 |
-16.0% |
2.11 |
| ATR |
0.73 |
0.73 |
0.00 |
-0.5% |
0.00 |
| Volume |
7,145 |
0 |
-7,145 |
-100.0% |
2,809 |
|
| Daily Pivots for day following 28-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
162.34 |
162.02 |
160.71 |
|
| R3 |
161.66 |
161.34 |
160.53 |
|
| R2 |
160.98 |
160.98 |
160.46 |
|
| R1 |
160.66 |
160.66 |
160.40 |
160.82 |
| PP |
160.30 |
160.30 |
160.30 |
160.38 |
| S1 |
159.98 |
159.98 |
160.28 |
160.14 |
| S2 |
159.62 |
159.62 |
160.22 |
|
| S3 |
158.94 |
159.30 |
160.15 |
|
| S4 |
158.26 |
158.62 |
159.97 |
|
|
| 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 |
160.62 |
158.60 |
2.02 |
1.3% |
0.65 |
0.4% |
86% |
True |
False |
2,404 |
| 10 |
160.62 |
157.55 |
3.07 |
1.9% |
0.65 |
0.4% |
91% |
True |
False |
1,481 |
| 20 |
160.62 |
157.55 |
3.07 |
1.9% |
0.66 |
0.4% |
91% |
True |
False |
973 |
| 40 |
161.71 |
155.00 |
6.71 |
4.2% |
0.75 |
0.5% |
80% |
False |
False |
781 |
| 60 |
161.71 |
154.54 |
7.17 |
4.5% |
0.62 |
0.4% |
81% |
False |
False |
525 |
| 80 |
161.71 |
151.90 |
9.81 |
6.1% |
0.53 |
0.3% |
86% |
False |
False |
404 |
| 100 |
161.76 |
141.73 |
20.03 |
12.5% |
0.68 |
0.4% |
93% |
False |
False |
323 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
163.51 |
|
2.618 |
162.40 |
|
1.618 |
161.72 |
|
1.000 |
161.30 |
|
0.618 |
161.04 |
|
HIGH |
160.62 |
|
0.618 |
160.36 |
|
0.500 |
160.28 |
|
0.382 |
160.20 |
|
LOW |
159.94 |
|
0.618 |
159.52 |
|
1.000 |
159.26 |
|
1.618 |
158.84 |
|
2.618 |
158.16 |
|
4.250 |
157.05 |
|
|
| Fisher Pivots for day following 28-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
160.32 |
160.23 |
| PP |
160.30 |
160.12 |
| S1 |
160.28 |
160.01 |
|