Euro Bund Future June 2015
Trading Metrics calculated at close of trading on 18-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2015 |
18-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
157.78 |
157.67 |
-0.11 |
-0.1% |
156.23 |
High |
157.83 |
159.13 |
1.30 |
0.8% |
158.83 |
Low |
157.50 |
157.62 |
0.12 |
0.1% |
156.20 |
Close |
157.59 |
158.65 |
1.06 |
0.7% |
157.99 |
Range |
0.33 |
1.51 |
1.18 |
357.6% |
2.63 |
ATR |
0.71 |
0.77 |
0.06 |
8.4% |
0.00 |
Volume |
734,829 |
527,346 |
-207,483 |
-28.2% |
3,320,726 |
|
Daily Pivots for day following 18-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
163.00 |
162.33 |
159.48 |
|
R3 |
161.49 |
160.82 |
159.07 |
|
R2 |
159.98 |
159.98 |
158.93 |
|
R1 |
159.31 |
159.31 |
158.79 |
159.65 |
PP |
158.47 |
158.47 |
158.47 |
158.63 |
S1 |
157.80 |
157.80 |
158.51 |
158.14 |
S2 |
156.96 |
156.96 |
158.37 |
|
S3 |
155.45 |
156.29 |
158.23 |
|
S4 |
153.94 |
154.78 |
157.82 |
|
|
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 |
159.13 |
157.46 |
1.67 |
1.1% |
0.79 |
0.5% |
71% |
True |
False |
568,902 |
10 |
159.13 |
155.81 |
3.32 |
2.1% |
0.96 |
0.6% |
86% |
True |
False |
652,354 |
20 |
159.13 |
155.81 |
3.32 |
2.1% |
0.76 |
0.5% |
86% |
True |
False |
511,200 |
40 |
159.13 |
153.90 |
5.23 |
3.3% |
0.71 |
0.4% |
91% |
True |
False |
258,417 |
60 |
159.13 |
152.64 |
6.49 |
4.1% |
0.61 |
0.4% |
93% |
True |
False |
172,356 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
165.55 |
2.618 |
163.08 |
1.618 |
161.57 |
1.000 |
160.64 |
0.618 |
160.06 |
HIGH |
159.13 |
0.618 |
158.55 |
0.500 |
158.38 |
0.382 |
158.20 |
LOW |
157.62 |
0.618 |
156.69 |
1.000 |
156.11 |
1.618 |
155.18 |
2.618 |
153.67 |
4.250 |
151.20 |
|
|
Fisher Pivots for day following 18-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
158.56 |
158.53 |
PP |
158.47 |
158.41 |
S1 |
158.38 |
158.30 |
|