Euro Bund Future June 2015
Trading Metrics calculated at close of trading on 13-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2015 |
13-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
158.61 |
157.93 |
-0.68 |
-0.4% |
156.23 |
High |
158.83 |
158.18 |
-0.65 |
-0.4% |
158.83 |
Low |
157.90 |
157.58 |
-0.32 |
-0.2% |
156.20 |
Close |
157.96 |
157.99 |
0.03 |
0.0% |
157.99 |
Range |
0.93 |
0.60 |
-0.33 |
-35.5% |
2.63 |
ATR |
0.76 |
0.75 |
-0.01 |
-1.5% |
0.00 |
Volume |
593,095 |
511,357 |
-81,738 |
-13.8% |
3,320,726 |
|
Daily Pivots for day following 13-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
159.72 |
159.45 |
158.32 |
|
R3 |
159.12 |
158.85 |
158.16 |
|
R2 |
158.52 |
158.52 |
158.10 |
|
R1 |
158.25 |
158.25 |
158.05 |
158.39 |
PP |
157.92 |
157.92 |
157.92 |
157.98 |
S1 |
157.65 |
157.65 |
157.94 |
157.79 |
S2 |
157.32 |
157.32 |
157.88 |
|
S3 |
156.72 |
157.05 |
157.83 |
|
S4 |
156.12 |
156.45 |
157.66 |
|
|
Weekly Pivots for week ending 13-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
165.56 |
164.41 |
159.44 |
|
R3 |
162.93 |
161.78 |
158.71 |
|
R2 |
160.30 |
160.30 |
158.47 |
|
R1 |
159.15 |
159.15 |
158.23 |
159.73 |
PP |
157.67 |
157.67 |
157.67 |
157.96 |
S1 |
156.52 |
156.52 |
157.75 |
157.10 |
S2 |
155.04 |
155.04 |
157.51 |
|
S3 |
152.41 |
153.89 |
157.27 |
|
S4 |
149.78 |
151.26 |
156.54 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
158.83 |
156.20 |
2.63 |
1.7% |
0.92 |
0.6% |
68% |
False |
False |
664,145 |
10 |
158.83 |
155.81 |
3.02 |
1.9% |
0.87 |
0.6% |
72% |
False |
False |
785,379 |
20 |
158.83 |
155.81 |
3.02 |
1.9% |
0.74 |
0.5% |
72% |
False |
False |
426,284 |
40 |
158.83 |
153.90 |
4.93 |
3.1% |
0.68 |
0.4% |
83% |
False |
False |
214,935 |
60 |
158.83 |
152.53 |
6.30 |
4.0% |
0.59 |
0.4% |
87% |
False |
False |
143,356 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
160.73 |
2.618 |
159.75 |
1.618 |
159.15 |
1.000 |
158.78 |
0.618 |
158.55 |
HIGH |
158.18 |
0.618 |
157.95 |
0.500 |
157.88 |
0.382 |
157.81 |
LOW |
157.58 |
0.618 |
157.21 |
1.000 |
156.98 |
1.618 |
156.61 |
2.618 |
156.01 |
4.250 |
155.03 |
|
|
Fisher Pivots for day following 13-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
157.95 |
158.21 |
PP |
157.92 |
158.13 |
S1 |
157.88 |
158.06 |
|