Euro Bund Future June 2015
Trading Metrics calculated at close of trading on 25-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2015 |
25-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
158.39 |
158.33 |
-0.06 |
0.0% |
158.02 |
High |
158.67 |
158.56 |
-0.11 |
-0.1% |
159.13 |
Low |
158.10 |
158.13 |
0.03 |
0.0% |
157.46 |
Close |
158.13 |
158.33 |
0.20 |
0.1% |
158.76 |
Range |
0.57 |
0.43 |
-0.14 |
-24.6% |
1.67 |
ATR |
0.71 |
0.69 |
-0.02 |
-2.8% |
0.00 |
Volume |
446,184 |
434,863 |
-11,321 |
-2.5% |
2,539,925 |
|
Daily Pivots for day following 25-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
159.63 |
159.41 |
158.57 |
|
R3 |
159.20 |
158.98 |
158.45 |
|
R2 |
158.77 |
158.77 |
158.41 |
|
R1 |
158.55 |
158.55 |
158.37 |
158.55 |
PP |
158.34 |
158.34 |
158.34 |
158.34 |
S1 |
158.12 |
158.12 |
158.29 |
158.12 |
S2 |
157.91 |
157.91 |
158.25 |
|
S3 |
157.48 |
157.69 |
158.21 |
|
S4 |
157.05 |
157.26 |
158.09 |
|
|
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 |
159.00 |
158.10 |
0.90 |
0.6% |
0.53 |
0.3% |
26% |
False |
False |
434,602 |
10 |
159.13 |
157.46 |
1.67 |
1.1% |
0.66 |
0.4% |
52% |
False |
False |
501,752 |
20 |
159.13 |
155.81 |
3.32 |
2.1% |
0.75 |
0.5% |
76% |
False |
False |
609,083 |
40 |
159.13 |
155.81 |
3.32 |
2.1% |
0.64 |
0.4% |
76% |
False |
False |
312,508 |
60 |
159.13 |
153.70 |
5.43 |
3.4% |
0.63 |
0.4% |
85% |
False |
False |
208,571 |
80 |
159.13 |
151.01 |
8.12 |
5.1% |
0.54 |
0.3% |
90% |
False |
False |
156,441 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
160.39 |
2.618 |
159.69 |
1.618 |
159.26 |
1.000 |
158.99 |
0.618 |
158.83 |
HIGH |
158.56 |
0.618 |
158.40 |
0.500 |
158.35 |
0.382 |
158.29 |
LOW |
158.13 |
0.618 |
157.86 |
1.000 |
157.70 |
1.618 |
157.43 |
2.618 |
157.00 |
4.250 |
156.30 |
|
|
Fisher Pivots for day following 25-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
158.35 |
158.53 |
PP |
158.34 |
158.46 |
S1 |
158.34 |
158.40 |
|