Euro Bund Future June 2015
Trading Metrics calculated at close of trading on 17-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2015 |
17-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
158.02 |
157.78 |
-0.24 |
-0.2% |
156.23 |
High |
158.06 |
157.83 |
-0.23 |
-0.1% |
158.83 |
Low |
157.46 |
157.50 |
0.04 |
0.0% |
156.20 |
Close |
157.70 |
157.59 |
-0.11 |
-0.1% |
157.99 |
Range |
0.60 |
0.33 |
-0.27 |
-45.0% |
2.63 |
ATR |
0.74 |
0.71 |
-0.03 |
-3.9% |
0.00 |
Volume |
477,883 |
734,829 |
256,946 |
53.8% |
3,320,726 |
|
Daily Pivots for day following 17-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
158.63 |
158.44 |
157.77 |
|
R3 |
158.30 |
158.11 |
157.68 |
|
R2 |
157.97 |
157.97 |
157.65 |
|
R1 |
157.78 |
157.78 |
157.62 |
157.71 |
PP |
157.64 |
157.64 |
157.64 |
157.61 |
S1 |
157.45 |
157.45 |
157.56 |
157.38 |
S2 |
157.31 |
157.31 |
157.53 |
|
S3 |
156.98 |
157.12 |
157.50 |
|
S4 |
156.65 |
156.79 |
157.41 |
|
|
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 |
157.46 |
1.37 |
0.9% |
0.62 |
0.4% |
9% |
False |
False |
614,136 |
10 |
158.83 |
155.81 |
3.02 |
1.9% |
0.85 |
0.5% |
59% |
False |
False |
735,443 |
20 |
158.83 |
155.81 |
3.02 |
1.9% |
0.71 |
0.5% |
59% |
False |
False |
485,023 |
40 |
158.83 |
153.90 |
4.93 |
3.1% |
0.69 |
0.4% |
75% |
False |
False |
245,241 |
60 |
158.83 |
152.64 |
6.19 |
3.9% |
0.59 |
0.4% |
80% |
False |
False |
163,567 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
159.23 |
2.618 |
158.69 |
1.618 |
158.36 |
1.000 |
158.16 |
0.618 |
158.03 |
HIGH |
157.83 |
0.618 |
157.70 |
0.500 |
157.67 |
0.382 |
157.63 |
LOW |
157.50 |
0.618 |
157.30 |
1.000 |
157.17 |
1.618 |
156.97 |
2.618 |
156.64 |
4.250 |
156.10 |
|
|
Fisher Pivots for day following 17-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
157.67 |
157.82 |
PP |
157.64 |
157.74 |
S1 |
157.62 |
157.67 |
|