Euro Bund Future June 2015
Trading Metrics calculated at close of trading on 16-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2015 |
16-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
157.93 |
158.02 |
0.09 |
0.1% |
156.23 |
High |
158.18 |
158.06 |
-0.12 |
-0.1% |
158.83 |
Low |
157.58 |
157.46 |
-0.12 |
-0.1% |
156.20 |
Close |
157.99 |
157.70 |
-0.29 |
-0.2% |
157.99 |
Range |
0.60 |
0.60 |
0.00 |
0.0% |
2.63 |
ATR |
0.75 |
0.74 |
-0.01 |
-1.4% |
0.00 |
Volume |
511,357 |
477,883 |
-33,474 |
-6.5% |
3,320,726 |
|
Daily Pivots for day following 16-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
159.54 |
159.22 |
158.03 |
|
R3 |
158.94 |
158.62 |
157.87 |
|
R2 |
158.34 |
158.34 |
157.81 |
|
R1 |
158.02 |
158.02 |
157.76 |
157.88 |
PP |
157.74 |
157.74 |
157.74 |
157.67 |
S1 |
157.42 |
157.42 |
157.65 |
157.28 |
S2 |
157.14 |
157.14 |
157.59 |
|
S3 |
156.54 |
156.82 |
157.54 |
|
S4 |
155.94 |
156.22 |
157.37 |
|
|
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 |
157.26 |
1.57 |
1.0% |
0.80 |
0.5% |
28% |
False |
False |
621,213 |
10 |
158.83 |
155.81 |
3.02 |
1.9% |
0.87 |
0.6% |
63% |
False |
False |
753,751 |
20 |
158.83 |
155.81 |
3.02 |
1.9% |
0.74 |
0.5% |
63% |
False |
False |
448,889 |
40 |
158.83 |
153.90 |
4.93 |
3.1% |
0.69 |
0.4% |
77% |
False |
False |
226,873 |
60 |
158.83 |
152.63 |
6.20 |
3.9% |
0.60 |
0.4% |
82% |
False |
False |
151,320 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
160.61 |
2.618 |
159.63 |
1.618 |
159.03 |
1.000 |
158.66 |
0.618 |
158.43 |
HIGH |
158.06 |
0.618 |
157.83 |
0.500 |
157.76 |
0.382 |
157.69 |
LOW |
157.46 |
0.618 |
157.09 |
1.000 |
156.86 |
1.618 |
156.49 |
2.618 |
155.89 |
4.250 |
154.91 |
|
|
Fisher Pivots for day following 16-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
157.76 |
158.15 |
PP |
157.74 |
158.00 |
S1 |
157.72 |
157.85 |
|