Euro Bund Future June 2015
Trading Metrics calculated at close of trading on 02-Apr-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2015 |
02-Apr-2015 |
Change |
Change % |
Previous Week |
Open |
158.72 |
158.92 |
0.20 |
0.1% |
158.88 |
High |
159.21 |
159.07 |
-0.14 |
-0.1% |
158.95 |
Low |
158.56 |
158.62 |
0.06 |
0.0% |
158.05 |
Close |
158.94 |
158.75 |
-0.19 |
-0.1% |
158.54 |
Range |
0.65 |
0.45 |
-0.20 |
-30.8% |
0.90 |
ATR |
0.64 |
0.63 |
-0.01 |
-2.1% |
0.00 |
Volume |
399,227 |
284,953 |
-114,274 |
-28.6% |
2,298,398 |
|
Daily Pivots for day following 02-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
160.16 |
159.91 |
159.00 |
|
R3 |
159.71 |
159.46 |
158.87 |
|
R2 |
159.26 |
159.26 |
158.83 |
|
R1 |
159.01 |
159.01 |
158.79 |
158.91 |
PP |
158.81 |
158.81 |
158.81 |
158.77 |
S1 |
158.56 |
158.56 |
158.71 |
158.46 |
S2 |
158.36 |
158.36 |
158.67 |
|
S3 |
157.91 |
158.11 |
158.63 |
|
S4 |
157.46 |
157.66 |
158.50 |
|
|
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% |
0.54 |
0.3% |
60% |
False |
False |
429,573 |
10 |
159.21 |
158.05 |
1.16 |
0.7% |
0.52 |
0.3% |
60% |
False |
False |
448,186 |
20 |
159.21 |
156.12 |
3.09 |
1.9% |
0.69 |
0.4% |
85% |
False |
False |
530,222 |
40 |
159.21 |
155.81 |
3.40 |
2.1% |
0.64 |
0.4% |
86% |
False |
False |
378,907 |
60 |
159.21 |
153.90 |
5.31 |
3.3% |
0.64 |
0.4% |
91% |
False |
False |
253,178 |
80 |
159.21 |
151.09 |
8.12 |
5.1% |
0.56 |
0.4% |
94% |
False |
False |
189,917 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
160.98 |
2.618 |
160.25 |
1.618 |
159.80 |
1.000 |
159.52 |
0.618 |
159.35 |
HIGH |
159.07 |
0.618 |
158.90 |
0.500 |
158.85 |
0.382 |
158.79 |
LOW |
158.62 |
0.618 |
158.34 |
1.000 |
158.17 |
1.618 |
157.89 |
2.618 |
157.44 |
4.250 |
156.71 |
|
|
Fisher Pivots for day following 02-Apr-2015 |
Pivot |
1 day |
3 day |
R1 |
158.85 |
158.78 |
PP |
158.81 |
158.77 |
S1 |
158.78 |
158.76 |
|