Euro Bund Future June 2015
Trading Metrics calculated at close of trading on 10-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2015 |
10-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
156.23 |
157.29 |
1.06 |
0.7% |
157.21 |
High |
157.37 |
158.49 |
1.12 |
0.7% |
157.42 |
Low |
156.20 |
157.26 |
1.06 |
0.7% |
155.81 |
Close |
157.28 |
158.33 |
1.05 |
0.7% |
156.16 |
Range |
1.17 |
1.23 |
0.06 |
5.1% |
1.61 |
ATR |
0.71 |
0.75 |
0.04 |
5.2% |
0.00 |
Volume |
692,541 |
770,215 |
77,674 |
11.2% |
4,533,068 |
|
Daily Pivots for day following 10-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
161.72 |
161.25 |
159.01 |
|
R3 |
160.49 |
160.02 |
158.67 |
|
R2 |
159.26 |
159.26 |
158.56 |
|
R1 |
158.79 |
158.79 |
158.44 |
159.03 |
PP |
158.03 |
158.03 |
158.03 |
158.14 |
S1 |
157.56 |
157.56 |
158.22 |
157.80 |
S2 |
156.80 |
156.80 |
158.10 |
|
S3 |
155.57 |
156.33 |
157.99 |
|
S4 |
154.34 |
155.10 |
157.65 |
|
|
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 |
158.49 |
155.81 |
2.68 |
1.7% |
1.08 |
0.7% |
94% |
True |
False |
856,751 |
10 |
158.49 |
155.81 |
2.68 |
1.7% |
0.83 |
0.5% |
94% |
True |
False |
648,504 |
20 |
158.49 |
155.81 |
2.68 |
1.7% |
0.69 |
0.4% |
94% |
True |
False |
334,067 |
40 |
158.49 |
153.90 |
4.59 |
2.9% |
0.66 |
0.4% |
97% |
True |
False |
168,530 |
60 |
158.49 |
151.91 |
6.58 |
4.2% |
0.56 |
0.4% |
98% |
True |
False |
112,394 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
163.72 |
2.618 |
161.71 |
1.618 |
160.48 |
1.000 |
159.72 |
0.618 |
159.25 |
HIGH |
158.49 |
0.618 |
158.02 |
0.500 |
157.88 |
0.382 |
157.73 |
LOW |
157.26 |
0.618 |
156.50 |
1.000 |
156.03 |
1.618 |
155.27 |
2.618 |
154.04 |
4.250 |
152.03 |
|
|
Fisher Pivots for day following 10-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
158.18 |
157.99 |
PP |
158.03 |
157.65 |
S1 |
157.88 |
157.31 |
|