Euro Bund Future June 2015
Trading Metrics calculated at close of trading on 11-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2015 |
11-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
157.29 |
158.40 |
1.11 |
0.7% |
157.21 |
High |
158.49 |
158.79 |
0.30 |
0.2% |
157.42 |
Low |
157.26 |
158.14 |
0.88 |
0.6% |
155.81 |
Close |
158.33 |
158.64 |
0.31 |
0.2% |
156.16 |
Range |
1.23 |
0.65 |
-0.58 |
-47.2% |
1.61 |
ATR |
0.75 |
0.74 |
-0.01 |
-1.0% |
0.00 |
Volume |
770,215 |
753,518 |
-16,697 |
-2.2% |
4,533,068 |
|
Daily Pivots for day following 11-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
160.47 |
160.21 |
159.00 |
|
R3 |
159.82 |
159.56 |
158.82 |
|
R2 |
159.17 |
159.17 |
158.76 |
|
R1 |
158.91 |
158.91 |
158.70 |
159.04 |
PP |
158.52 |
158.52 |
158.52 |
158.59 |
S1 |
158.26 |
158.26 |
158.58 |
158.39 |
S2 |
157.87 |
157.87 |
158.52 |
|
S3 |
157.22 |
157.61 |
158.46 |
|
S4 |
156.57 |
156.96 |
158.28 |
|
|
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 |
158.79 |
155.81 |
2.98 |
1.9% |
1.12 |
0.7% |
95% |
True |
False |
735,806 |
10 |
158.79 |
155.81 |
2.98 |
1.9% |
0.83 |
0.5% |
95% |
True |
False |
716,415 |
20 |
158.79 |
155.81 |
2.98 |
1.9% |
0.71 |
0.4% |
95% |
True |
False |
371,569 |
40 |
158.79 |
153.90 |
4.89 |
3.1% |
0.67 |
0.4% |
97% |
True |
False |
187,366 |
60 |
158.79 |
152.03 |
6.76 |
4.3% |
0.57 |
0.4% |
98% |
True |
False |
124,952 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
161.55 |
2.618 |
160.49 |
1.618 |
159.84 |
1.000 |
159.44 |
0.618 |
159.19 |
HIGH |
158.79 |
0.618 |
158.54 |
0.500 |
158.47 |
0.382 |
158.39 |
LOW |
158.14 |
0.618 |
157.74 |
1.000 |
157.49 |
1.618 |
157.09 |
2.618 |
156.44 |
4.250 |
155.38 |
|
|
Fisher Pivots for day following 11-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
158.58 |
158.26 |
PP |
158.52 |
157.88 |
S1 |
158.47 |
157.50 |
|