Euro Bund Future June 2015
Trading Metrics calculated at close of trading on 20-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2015 |
20-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
158.93 |
158.79 |
-0.14 |
-0.1% |
158.02 |
High |
159.00 |
158.98 |
-0.02 |
0.0% |
159.13 |
Low |
158.45 |
158.59 |
0.14 |
0.1% |
157.46 |
Close |
158.69 |
158.76 |
0.07 |
0.0% |
158.76 |
Range |
0.55 |
0.39 |
-0.16 |
-29.1% |
1.67 |
ATR |
0.75 |
0.72 |
-0.03 |
-3.4% |
0.00 |
Volume |
369,248 |
430,619 |
61,371 |
16.6% |
2,539,925 |
|
Daily Pivots for day following 20-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
159.95 |
159.74 |
158.97 |
|
R3 |
159.56 |
159.35 |
158.87 |
|
R2 |
159.17 |
159.17 |
158.83 |
|
R1 |
158.96 |
158.96 |
158.80 |
158.87 |
PP |
158.78 |
158.78 |
158.78 |
158.73 |
S1 |
158.57 |
158.57 |
158.72 |
158.48 |
S2 |
158.39 |
158.39 |
158.69 |
|
S3 |
158.00 |
158.18 |
158.65 |
|
S4 |
157.61 |
157.79 |
158.55 |
|
|
Weekly Pivots for week ending 20-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
163.46 |
162.78 |
159.68 |
|
R3 |
161.79 |
161.11 |
159.22 |
|
R2 |
160.12 |
160.12 |
159.07 |
|
R1 |
159.44 |
159.44 |
158.91 |
159.78 |
PP |
158.45 |
158.45 |
158.45 |
158.62 |
S1 |
157.77 |
157.77 |
158.61 |
158.11 |
S2 |
156.78 |
156.78 |
158.45 |
|
S3 |
155.11 |
156.10 |
158.30 |
|
S4 |
153.44 |
154.43 |
157.84 |
|
|
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% |
0.68 |
0.4% |
78% |
False |
False |
507,985 |
10 |
159.13 |
156.20 |
2.93 |
1.8% |
0.80 |
0.5% |
87% |
False |
False |
586,065 |
20 |
159.13 |
155.81 |
3.32 |
2.1% |
0.74 |
0.5% |
89% |
False |
False |
547,724 |
40 |
159.13 |
155.69 |
3.44 |
2.2% |
0.66 |
0.4% |
89% |
False |
False |
278,367 |
60 |
159.13 |
152.97 |
6.16 |
3.9% |
0.61 |
0.4% |
94% |
False |
False |
185,686 |
80 |
159.13 |
151.00 |
8.13 |
5.1% |
0.53 |
0.3% |
95% |
False |
False |
139,277 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
160.64 |
2.618 |
160.00 |
1.618 |
159.61 |
1.000 |
159.37 |
0.618 |
159.22 |
HIGH |
158.98 |
0.618 |
158.83 |
0.500 |
158.79 |
0.382 |
158.74 |
LOW |
158.59 |
0.618 |
158.35 |
1.000 |
158.20 |
1.618 |
157.96 |
2.618 |
157.57 |
4.250 |
156.93 |
|
|
Fisher Pivots for day following 20-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
158.79 |
158.63 |
PP |
158.78 |
158.50 |
S1 |
158.77 |
158.38 |
|