Euro Bund Future June 2015
Trading Metrics calculated at close of trading on 24-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2015 |
24-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
158.88 |
158.39 |
-0.49 |
-0.3% |
158.02 |
High |
158.95 |
158.67 |
-0.28 |
-0.2% |
159.13 |
Low |
158.24 |
158.10 |
-0.14 |
-0.1% |
157.46 |
Close |
158.37 |
158.13 |
-0.24 |
-0.2% |
158.76 |
Range |
0.71 |
0.57 |
-0.14 |
-19.7% |
1.67 |
ATR |
0.72 |
0.71 |
-0.01 |
-1.5% |
0.00 |
Volume |
492,100 |
446,184 |
-45,916 |
-9.3% |
2,539,925 |
|
Daily Pivots for day following 24-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
160.01 |
159.64 |
158.44 |
|
R3 |
159.44 |
159.07 |
158.29 |
|
R2 |
158.87 |
158.87 |
158.23 |
|
R1 |
158.50 |
158.50 |
158.18 |
158.40 |
PP |
158.30 |
158.30 |
158.30 |
158.25 |
S1 |
157.93 |
157.93 |
158.08 |
157.83 |
S2 |
157.73 |
157.73 |
158.03 |
|
S3 |
157.16 |
157.36 |
157.97 |
|
S4 |
156.59 |
156.79 |
157.82 |
|
|
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 |
157.62 |
1.51 |
1.0% |
0.75 |
0.5% |
34% |
False |
False |
453,099 |
10 |
159.13 |
157.46 |
1.67 |
1.1% |
0.68 |
0.4% |
40% |
False |
False |
533,617 |
20 |
159.13 |
155.81 |
3.32 |
2.1% |
0.76 |
0.5% |
70% |
False |
False |
591,061 |
40 |
159.13 |
155.69 |
3.44 |
2.2% |
0.66 |
0.4% |
71% |
False |
False |
301,697 |
60 |
159.13 |
153.31 |
5.82 |
3.7% |
0.63 |
0.4% |
83% |
False |
False |
201,324 |
80 |
159.13 |
151.01 |
8.12 |
5.1% |
0.53 |
0.3% |
88% |
False |
False |
151,005 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
161.09 |
2.618 |
160.16 |
1.618 |
159.59 |
1.000 |
159.24 |
0.618 |
159.02 |
HIGH |
158.67 |
0.618 |
158.45 |
0.500 |
158.39 |
0.382 |
158.32 |
LOW |
158.10 |
0.618 |
157.75 |
1.000 |
157.53 |
1.618 |
157.18 |
2.618 |
156.61 |
4.250 |
155.68 |
|
|
Fisher Pivots for day following 24-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
158.39 |
158.54 |
PP |
158.30 |
158.40 |
S1 |
158.22 |
158.27 |
|