Euro Bund Future June 2015
Trading Metrics calculated at close of trading on 30-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2015 |
30-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
158.44 |
158.52 |
0.08 |
0.1% |
158.88 |
High |
158.60 |
158.89 |
0.29 |
0.2% |
158.95 |
Low |
158.05 |
158.39 |
0.34 |
0.2% |
158.05 |
Close |
158.54 |
158.48 |
-0.06 |
0.0% |
158.54 |
Range |
0.55 |
0.50 |
-0.05 |
-9.1% |
0.90 |
ATR |
0.66 |
0.65 |
-0.01 |
-1.8% |
0.00 |
Volume |
395,013 |
496,429 |
101,416 |
25.7% |
2,298,398 |
|
Daily Pivots for day following 30-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
160.09 |
159.78 |
158.76 |
|
R3 |
159.59 |
159.28 |
158.62 |
|
R2 |
159.09 |
159.09 |
158.57 |
|
R1 |
158.78 |
158.78 |
158.53 |
158.69 |
PP |
158.59 |
158.59 |
158.59 |
158.54 |
S1 |
158.28 |
158.28 |
158.43 |
158.19 |
S2 |
158.09 |
158.09 |
158.39 |
|
S3 |
157.59 |
157.78 |
158.34 |
|
S4 |
157.09 |
157.28 |
158.21 |
|
|
Weekly Pivots for week ending 27-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
161.21 |
160.78 |
159.04 |
|
R3 |
160.31 |
159.88 |
158.79 |
|
R2 |
159.41 |
159.41 |
158.71 |
|
R1 |
158.98 |
158.98 |
158.62 |
158.75 |
PP |
158.51 |
158.51 |
158.51 |
158.40 |
S1 |
158.08 |
158.08 |
158.46 |
157.85 |
S2 |
157.61 |
157.61 |
158.38 |
|
S3 |
156.71 |
157.18 |
158.29 |
|
S4 |
155.81 |
156.28 |
158.05 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
158.89 |
158.05 |
0.84 |
0.5% |
0.49 |
0.3% |
51% |
True |
False |
460,545 |
10 |
159.13 |
157.50 |
1.63 |
1.0% |
0.59 |
0.4% |
60% |
False |
False |
485,686 |
20 |
159.13 |
155.81 |
3.32 |
2.1% |
0.73 |
0.5% |
80% |
False |
False |
619,719 |
40 |
159.13 |
155.81 |
3.32 |
2.1% |
0.64 |
0.4% |
80% |
False |
False |
347,962 |
60 |
159.13 |
153.90 |
5.23 |
3.3% |
0.63 |
0.4% |
88% |
False |
False |
232,259 |
80 |
159.13 |
151.01 |
8.12 |
5.1% |
0.55 |
0.3% |
92% |
False |
False |
174,212 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
161.02 |
2.618 |
160.20 |
1.618 |
159.70 |
1.000 |
159.39 |
0.618 |
159.20 |
HIGH |
158.89 |
0.618 |
158.70 |
0.500 |
158.64 |
0.382 |
158.58 |
LOW |
158.39 |
0.618 |
158.08 |
1.000 |
157.89 |
1.618 |
157.58 |
2.618 |
157.08 |
4.250 |
156.27 |
|
|
Fisher Pivots for day following 30-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
158.64 |
158.48 |
PP |
158.59 |
158.47 |
S1 |
158.53 |
158.47 |
|