Euro Bund Future June 2015
Trading Metrics calculated at close of trading on 19-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2015 |
19-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
157.67 |
158.93 |
1.26 |
0.8% |
156.23 |
High |
159.13 |
159.00 |
-0.13 |
-0.1% |
158.83 |
Low |
157.62 |
158.45 |
0.83 |
0.5% |
156.20 |
Close |
158.65 |
158.69 |
0.04 |
0.0% |
157.99 |
Range |
1.51 |
0.55 |
-0.96 |
-63.6% |
2.63 |
ATR |
0.77 |
0.75 |
-0.02 |
-2.0% |
0.00 |
Volume |
527,346 |
369,248 |
-158,098 |
-30.0% |
3,320,726 |
|
Daily Pivots for day following 19-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
160.36 |
160.08 |
158.99 |
|
R3 |
159.81 |
159.53 |
158.84 |
|
R2 |
159.26 |
159.26 |
158.79 |
|
R1 |
158.98 |
158.98 |
158.74 |
158.85 |
PP |
158.71 |
158.71 |
158.71 |
158.65 |
S1 |
158.43 |
158.43 |
158.64 |
158.30 |
S2 |
158.16 |
158.16 |
158.59 |
|
S3 |
157.61 |
157.88 |
158.54 |
|
S4 |
157.06 |
157.33 |
158.39 |
|
|
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% |
0.72 |
0.5% |
74% |
False |
False |
524,132 |
10 |
159.13 |
156.12 |
3.01 |
1.9% |
0.86 |
0.5% |
85% |
False |
False |
612,257 |
20 |
159.13 |
155.81 |
3.32 |
2.1% |
0.77 |
0.5% |
87% |
False |
False |
528,634 |
40 |
159.13 |
155.69 |
3.44 |
2.2% |
0.67 |
0.4% |
87% |
False |
False |
267,612 |
60 |
159.13 |
152.75 |
6.38 |
4.0% |
0.61 |
0.4% |
93% |
False |
False |
178,510 |
80 |
159.13 |
151.00 |
8.13 |
5.1% |
0.52 |
0.3% |
95% |
False |
False |
133,894 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
161.34 |
2.618 |
160.44 |
1.618 |
159.89 |
1.000 |
159.55 |
0.618 |
159.34 |
HIGH |
159.00 |
0.618 |
158.79 |
0.500 |
158.73 |
0.382 |
158.66 |
LOW |
158.45 |
0.618 |
158.11 |
1.000 |
157.90 |
1.618 |
157.56 |
2.618 |
157.01 |
4.250 |
156.11 |
|
|
Fisher Pivots for day following 19-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
158.73 |
158.57 |
PP |
158.71 |
158.44 |
S1 |
158.70 |
158.32 |
|