Euro Bund Future June 2015
Trading Metrics calculated at close of trading on 01-Apr-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2015 |
01-Apr-2015 |
Change |
Change % |
Previous Week |
Open |
158.54 |
158.72 |
0.18 |
0.1% |
158.88 |
High |
158.88 |
159.21 |
0.33 |
0.2% |
158.95 |
Low |
158.35 |
158.56 |
0.21 |
0.1% |
158.05 |
Close |
158.76 |
158.94 |
0.18 |
0.1% |
158.54 |
Range |
0.53 |
0.65 |
0.12 |
22.6% |
0.90 |
ATR |
0.64 |
0.64 |
0.00 |
0.1% |
0.00 |
Volume |
572,243 |
399,227 |
-173,016 |
-30.2% |
2,298,398 |
|
Daily Pivots for day following 01-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
160.85 |
160.55 |
159.30 |
|
R3 |
160.20 |
159.90 |
159.12 |
|
R2 |
159.55 |
159.55 |
159.06 |
|
R1 |
159.25 |
159.25 |
159.00 |
159.40 |
PP |
158.90 |
158.90 |
158.90 |
158.98 |
S1 |
158.60 |
158.60 |
158.88 |
158.75 |
S2 |
158.25 |
158.25 |
158.82 |
|
S3 |
157.60 |
157.95 |
158.76 |
|
S4 |
156.95 |
157.30 |
158.58 |
|
|
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 |
159.21 |
158.05 |
1.16 |
0.7% |
0.52 |
0.3% |
77% |
True |
False |
478,630 |
10 |
159.21 |
158.05 |
1.16 |
0.7% |
0.53 |
0.3% |
77% |
True |
False |
456,616 |
20 |
159.21 |
155.81 |
3.40 |
2.1% |
0.74 |
0.5% |
92% |
True |
False |
554,485 |
40 |
159.21 |
155.81 |
3.40 |
2.1% |
0.65 |
0.4% |
92% |
True |
False |
371,824 |
60 |
159.21 |
153.90 |
5.31 |
3.3% |
0.63 |
0.4% |
95% |
True |
False |
248,436 |
80 |
159.21 |
151.01 |
8.20 |
5.2% |
0.56 |
0.4% |
97% |
True |
False |
186,355 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
161.97 |
2.618 |
160.91 |
1.618 |
160.26 |
1.000 |
159.86 |
0.618 |
159.61 |
HIGH |
159.21 |
0.618 |
158.96 |
0.500 |
158.89 |
0.382 |
158.81 |
LOW |
158.56 |
0.618 |
158.16 |
1.000 |
157.91 |
1.618 |
157.51 |
2.618 |
156.86 |
4.250 |
155.80 |
|
|
Fisher Pivots for day following 01-Apr-2015 |
Pivot |
1 day |
3 day |
R1 |
158.92 |
158.89 |
PP |
158.90 |
158.83 |
S1 |
158.89 |
158.78 |
|