Euro Bund Future June 2015
Trading Metrics calculated at close of trading on 23-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2015 |
23-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
158.79 |
158.88 |
0.09 |
0.1% |
158.02 |
High |
158.98 |
158.95 |
-0.03 |
0.0% |
159.13 |
Low |
158.59 |
158.24 |
-0.35 |
-0.2% |
157.46 |
Close |
158.76 |
158.37 |
-0.39 |
-0.2% |
158.76 |
Range |
0.39 |
0.71 |
0.32 |
82.1% |
1.67 |
ATR |
0.72 |
0.72 |
0.00 |
-0.1% |
0.00 |
Volume |
430,619 |
492,100 |
61,481 |
14.3% |
2,539,925 |
|
Daily Pivots for day following 23-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
160.65 |
160.22 |
158.76 |
|
R3 |
159.94 |
159.51 |
158.57 |
|
R2 |
159.23 |
159.23 |
158.50 |
|
R1 |
158.80 |
158.80 |
158.44 |
158.66 |
PP |
158.52 |
158.52 |
158.52 |
158.45 |
S1 |
158.09 |
158.09 |
158.30 |
157.95 |
S2 |
157.81 |
157.81 |
158.24 |
|
S3 |
157.10 |
157.38 |
158.17 |
|
S4 |
156.39 |
156.67 |
157.98 |
|
|
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 |
157.50 |
1.63 |
1.0% |
0.70 |
0.4% |
53% |
False |
False |
510,828 |
10 |
159.13 |
157.26 |
1.87 |
1.2% |
0.75 |
0.5% |
59% |
False |
False |
566,021 |
20 |
159.13 |
155.81 |
3.32 |
2.1% |
0.75 |
0.5% |
77% |
False |
False |
571,495 |
40 |
159.13 |
155.69 |
3.44 |
2.2% |
0.66 |
0.4% |
78% |
False |
False |
290,628 |
60 |
159.13 |
153.04 |
6.09 |
3.8% |
0.62 |
0.4% |
88% |
False |
False |
193,887 |
80 |
159.13 |
151.01 |
8.12 |
5.1% |
0.53 |
0.3% |
91% |
False |
False |
145,428 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
161.97 |
2.618 |
160.81 |
1.618 |
160.10 |
1.000 |
159.66 |
0.618 |
159.39 |
HIGH |
158.95 |
0.618 |
158.68 |
0.500 |
158.60 |
0.382 |
158.51 |
LOW |
158.24 |
0.618 |
157.80 |
1.000 |
157.53 |
1.618 |
157.09 |
2.618 |
156.38 |
4.250 |
155.22 |
|
|
Fisher Pivots for day following 23-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
158.60 |
158.62 |
PP |
158.52 |
158.54 |
S1 |
158.45 |
158.45 |
|