Euro Bund Future June 2015
Trading Metrics calculated at close of trading on 31-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2015 |
31-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
158.52 |
158.54 |
0.02 |
0.0% |
158.88 |
High |
158.89 |
158.88 |
-0.01 |
0.0% |
158.95 |
Low |
158.39 |
158.35 |
-0.04 |
0.0% |
158.05 |
Close |
158.48 |
158.76 |
0.28 |
0.2% |
158.54 |
Range |
0.50 |
0.53 |
0.03 |
6.0% |
0.90 |
ATR |
0.65 |
0.64 |
-0.01 |
-1.3% |
0.00 |
Volume |
496,429 |
572,243 |
75,814 |
15.3% |
2,298,398 |
|
Daily Pivots for day following 31-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
160.25 |
160.04 |
159.05 |
|
R3 |
159.72 |
159.51 |
158.91 |
|
R2 |
159.19 |
159.19 |
158.86 |
|
R1 |
158.98 |
158.98 |
158.81 |
159.09 |
PP |
158.66 |
158.66 |
158.66 |
158.72 |
S1 |
158.45 |
158.45 |
158.71 |
158.56 |
S2 |
158.13 |
158.13 |
158.66 |
|
S3 |
157.60 |
157.92 |
158.61 |
|
S4 |
157.07 |
157.39 |
158.47 |
|
|
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% |
0.48 |
0.3% |
85% |
False |
False |
485,757 |
10 |
159.13 |
157.62 |
1.51 |
1.0% |
0.61 |
0.4% |
75% |
False |
False |
469,428 |
20 |
159.13 |
155.81 |
3.32 |
2.1% |
0.73 |
0.5% |
89% |
False |
False |
602,436 |
40 |
159.13 |
155.81 |
3.32 |
2.1% |
0.64 |
0.4% |
89% |
False |
False |
362,234 |
60 |
159.13 |
153.90 |
5.23 |
3.3% |
0.63 |
0.4% |
93% |
False |
False |
241,791 |
80 |
159.13 |
151.01 |
8.12 |
5.1% |
0.55 |
0.3% |
95% |
False |
False |
181,365 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
161.13 |
2.618 |
160.27 |
1.618 |
159.74 |
1.000 |
159.41 |
0.618 |
159.21 |
HIGH |
158.88 |
0.618 |
158.68 |
0.500 |
158.62 |
0.382 |
158.55 |
LOW |
158.35 |
0.618 |
158.02 |
1.000 |
157.82 |
1.618 |
157.49 |
2.618 |
156.96 |
4.250 |
156.10 |
|
|
Fisher Pivots for day following 31-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
158.71 |
158.66 |
PP |
158.66 |
158.57 |
S1 |
158.62 |
158.47 |
|