Euro Bund Future June 2015
Trading Metrics calculated at close of trading on 26-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2015 |
26-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
158.33 |
158.29 |
-0.04 |
0.0% |
158.02 |
High |
158.56 |
158.56 |
0.00 |
0.0% |
159.13 |
Low |
158.13 |
158.17 |
0.04 |
0.0% |
157.46 |
Close |
158.33 |
158.41 |
0.08 |
0.1% |
158.76 |
Range |
0.43 |
0.39 |
-0.04 |
-9.3% |
1.67 |
ATR |
0.69 |
0.67 |
-0.02 |
-3.1% |
0.00 |
Volume |
434,863 |
530,238 |
95,375 |
21.9% |
2,539,925 |
|
Daily Pivots for day following 26-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
159.55 |
159.37 |
158.62 |
|
R3 |
159.16 |
158.98 |
158.52 |
|
R2 |
158.77 |
158.77 |
158.48 |
|
R1 |
158.59 |
158.59 |
158.45 |
158.68 |
PP |
158.38 |
158.38 |
158.38 |
158.43 |
S1 |
158.20 |
158.20 |
158.37 |
158.29 |
S2 |
157.99 |
157.99 |
158.34 |
|
S3 |
157.60 |
157.81 |
158.30 |
|
S4 |
157.21 |
157.42 |
158.20 |
|
|
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 |
158.98 |
158.10 |
0.88 |
0.6% |
0.50 |
0.3% |
35% |
False |
False |
466,800 |
10 |
159.13 |
157.46 |
1.67 |
1.1% |
0.61 |
0.4% |
57% |
False |
False |
495,466 |
20 |
159.13 |
155.81 |
3.32 |
2.1% |
0.74 |
0.5% |
78% |
False |
False |
628,888 |
40 |
159.13 |
155.81 |
3.32 |
2.1% |
0.64 |
0.4% |
78% |
False |
False |
325,749 |
60 |
159.13 |
153.73 |
5.40 |
3.4% |
0.63 |
0.4% |
87% |
False |
False |
217,407 |
80 |
159.13 |
151.01 |
8.12 |
5.1% |
0.54 |
0.3% |
91% |
False |
False |
163,069 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
160.22 |
2.618 |
159.58 |
1.618 |
159.19 |
1.000 |
158.95 |
0.618 |
158.80 |
HIGH |
158.56 |
0.618 |
158.41 |
0.500 |
158.37 |
0.382 |
158.32 |
LOW |
158.17 |
0.618 |
157.93 |
1.000 |
157.78 |
1.618 |
157.54 |
2.618 |
157.15 |
4.250 |
156.51 |
|
|
Fisher Pivots for day following 26-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
158.40 |
158.40 |
PP |
158.38 |
158.39 |
S1 |
158.37 |
158.39 |
|