Euro Bund Future June 2015
Trading Metrics calculated at close of trading on 12-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2015 |
12-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
158.40 |
158.61 |
0.21 |
0.1% |
157.21 |
High |
158.79 |
158.83 |
0.04 |
0.0% |
157.42 |
Low |
158.14 |
157.90 |
-0.24 |
-0.2% |
155.81 |
Close |
158.64 |
157.96 |
-0.68 |
-0.4% |
156.16 |
Range |
0.65 |
0.93 |
0.28 |
43.1% |
1.61 |
ATR |
0.74 |
0.76 |
0.01 |
1.8% |
0.00 |
Volume |
753,518 |
593,095 |
-160,423 |
-21.3% |
4,533,068 |
|
Daily Pivots for day following 12-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
161.02 |
160.42 |
158.47 |
|
R3 |
160.09 |
159.49 |
158.22 |
|
R2 |
159.16 |
159.16 |
158.13 |
|
R1 |
158.56 |
158.56 |
158.05 |
158.40 |
PP |
158.23 |
158.23 |
158.23 |
158.15 |
S1 |
157.63 |
157.63 |
157.87 |
157.47 |
S2 |
157.30 |
157.30 |
157.79 |
|
S3 |
156.37 |
156.70 |
157.70 |
|
S4 |
155.44 |
155.77 |
157.45 |
|
|
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 |
158.83 |
156.12 |
2.71 |
1.7% |
1.00 |
0.6% |
68% |
True |
False |
700,382 |
10 |
158.83 |
155.81 |
3.02 |
1.9% |
0.87 |
0.6% |
71% |
True |
False |
762,310 |
20 |
158.83 |
155.81 |
3.02 |
1.9% |
0.72 |
0.5% |
71% |
True |
False |
400,832 |
40 |
158.83 |
153.90 |
4.93 |
3.1% |
0.68 |
0.4% |
82% |
True |
False |
202,189 |
60 |
158.83 |
152.46 |
6.37 |
4.0% |
0.58 |
0.4% |
86% |
True |
False |
134,836 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
162.78 |
2.618 |
161.26 |
1.618 |
160.33 |
1.000 |
159.76 |
0.618 |
159.40 |
HIGH |
158.83 |
0.618 |
158.47 |
0.500 |
158.37 |
0.382 |
158.26 |
LOW |
157.90 |
0.618 |
157.33 |
1.000 |
156.97 |
1.618 |
156.40 |
2.618 |
155.47 |
4.250 |
153.95 |
|
|
Fisher Pivots for day following 12-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
158.37 |
158.05 |
PP |
158.23 |
158.02 |
S1 |
158.10 |
157.99 |
|