Euro Bund Future June 2015
Trading Metrics calculated at close of trading on 06-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2015 |
06-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
156.47 |
157.15 |
0.68 |
0.4% |
157.21 |
High |
157.33 |
157.16 |
-0.17 |
-0.1% |
157.42 |
Low |
155.81 |
156.12 |
0.31 |
0.2% |
155.81 |
Close |
156.79 |
156.16 |
-0.63 |
-0.4% |
156.16 |
Range |
1.52 |
1.04 |
-0.48 |
-31.6% |
1.61 |
ATR |
0.65 |
0.68 |
0.03 |
4.3% |
0.00 |
Volume |
770,217 |
692,541 |
-77,676 |
-10.1% |
4,533,068 |
|
Daily Pivots for day following 06-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
159.60 |
158.92 |
156.73 |
|
R3 |
158.56 |
157.88 |
156.45 |
|
R2 |
157.52 |
157.52 |
156.35 |
|
R1 |
156.84 |
156.84 |
156.26 |
156.66 |
PP |
156.48 |
156.48 |
156.48 |
156.39 |
S1 |
155.80 |
155.80 |
156.06 |
155.62 |
S2 |
155.44 |
155.44 |
155.97 |
|
S3 |
154.40 |
154.76 |
155.87 |
|
S4 |
153.36 |
153.72 |
155.59 |
|
|
Weekly Pivots for week ending 06-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
161.29 |
160.34 |
157.05 |
|
R3 |
159.68 |
158.73 |
156.60 |
|
R2 |
158.07 |
158.07 |
156.46 |
|
R1 |
157.12 |
157.12 |
156.31 |
156.79 |
PP |
156.46 |
156.46 |
156.46 |
156.30 |
S1 |
155.51 |
155.51 |
156.01 |
155.18 |
S2 |
154.85 |
154.85 |
155.86 |
|
S3 |
153.24 |
153.90 |
155.72 |
|
S4 |
151.63 |
152.29 |
155.27 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
157.42 |
155.81 |
1.61 |
1.0% |
0.83 |
0.5% |
22% |
False |
False |
906,613 |
10 |
157.77 |
155.81 |
1.96 |
1.3% |
0.68 |
0.4% |
18% |
False |
False |
509,384 |
20 |
157.77 |
155.81 |
1.96 |
1.3% |
0.62 |
0.4% |
18% |
False |
False |
261,778 |
40 |
157.77 |
153.90 |
3.87 |
2.5% |
0.62 |
0.4% |
58% |
False |
False |
131,969 |
60 |
157.77 |
151.21 |
6.56 |
4.2% |
0.53 |
0.3% |
75% |
False |
False |
88,024 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
161.58 |
2.618 |
159.88 |
1.618 |
158.84 |
1.000 |
158.20 |
0.618 |
157.80 |
HIGH |
157.16 |
0.618 |
156.76 |
0.500 |
156.64 |
0.382 |
156.52 |
LOW |
156.12 |
0.618 |
155.48 |
1.000 |
155.08 |
1.618 |
154.44 |
2.618 |
153.40 |
4.250 |
151.70 |
|
|
Fisher Pivots for day following 06-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
156.64 |
156.57 |
PP |
156.48 |
156.43 |
S1 |
156.32 |
156.30 |
|