Euro Bund Future June 2015
Trading Metrics calculated at close of trading on 09-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2015 |
09-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
157.15 |
156.23 |
-0.92 |
-0.6% |
157.21 |
High |
157.16 |
157.37 |
0.21 |
0.1% |
157.42 |
Low |
156.12 |
156.20 |
0.08 |
0.1% |
155.81 |
Close |
156.16 |
157.28 |
1.12 |
0.7% |
156.16 |
Range |
1.04 |
1.17 |
0.13 |
12.5% |
1.61 |
ATR |
0.68 |
0.71 |
0.04 |
5.6% |
0.00 |
Volume |
692,541 |
692,541 |
0 |
0.0% |
4,533,068 |
|
Daily Pivots for day following 09-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
160.46 |
160.04 |
157.92 |
|
R3 |
159.29 |
158.87 |
157.60 |
|
R2 |
158.12 |
158.12 |
157.49 |
|
R1 |
157.70 |
157.70 |
157.39 |
157.91 |
PP |
156.95 |
156.95 |
156.95 |
157.06 |
S1 |
156.53 |
156.53 |
157.17 |
156.74 |
S2 |
155.78 |
155.78 |
157.07 |
|
S3 |
154.61 |
155.36 |
156.96 |
|
S4 |
153.44 |
154.19 |
156.64 |
|
|
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 |
157.37 |
155.81 |
1.56 |
1.0% |
0.94 |
0.6% |
94% |
True |
False |
886,288 |
10 |
157.77 |
155.81 |
1.96 |
1.2% |
0.75 |
0.5% |
75% |
False |
False |
576,969 |
20 |
157.77 |
155.81 |
1.96 |
1.2% |
0.65 |
0.4% |
75% |
False |
False |
296,040 |
40 |
157.77 |
153.90 |
3.87 |
2.5% |
0.64 |
0.4% |
87% |
False |
False |
149,278 |
60 |
157.77 |
151.54 |
6.23 |
4.0% |
0.55 |
0.3% |
92% |
False |
False |
99,566 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
162.34 |
2.618 |
160.43 |
1.618 |
159.26 |
1.000 |
158.54 |
0.618 |
158.09 |
HIGH |
157.37 |
0.618 |
156.92 |
0.500 |
156.79 |
0.382 |
156.65 |
LOW |
156.20 |
0.618 |
155.48 |
1.000 |
155.03 |
1.618 |
154.31 |
2.618 |
153.14 |
4.250 |
151.23 |
|
|
Fisher Pivots for day following 09-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
157.12 |
157.05 |
PP |
156.95 |
156.82 |
S1 |
156.79 |
156.59 |
|