Euro Bund Future June 2015
Trading Metrics calculated at close of trading on 08-Apr-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2015 |
08-Apr-2015 |
Change |
Change % |
Previous Week |
Open |
158.92 |
158.95 |
0.03 |
0.0% |
158.52 |
High |
159.07 |
159.19 |
0.12 |
0.1% |
159.21 |
Low |
158.62 |
158.93 |
0.31 |
0.2% |
158.35 |
Close |
158.75 |
159.08 |
0.33 |
0.2% |
158.75 |
Range |
0.45 |
0.26 |
-0.19 |
-42.2% |
0.86 |
ATR |
0.63 |
0.62 |
-0.01 |
-2.1% |
0.00 |
Volume |
284,953 |
454,404 |
169,451 |
59.5% |
1,752,852 |
|
Daily Pivots for day following 08-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
159.85 |
159.72 |
159.22 |
|
R3 |
159.59 |
159.46 |
159.15 |
|
R2 |
159.33 |
159.33 |
159.13 |
|
R1 |
159.20 |
159.20 |
159.10 |
159.27 |
PP |
159.07 |
159.07 |
159.07 |
159.10 |
S1 |
158.94 |
158.94 |
159.06 |
159.01 |
S2 |
158.81 |
158.81 |
159.03 |
|
S3 |
158.55 |
158.68 |
159.01 |
|
S4 |
158.29 |
158.42 |
158.94 |
|
|
Weekly Pivots for week ending 03-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
161.35 |
160.91 |
159.22 |
|
R3 |
160.49 |
160.05 |
158.99 |
|
R2 |
159.63 |
159.63 |
158.91 |
|
R1 |
159.19 |
159.19 |
158.83 |
159.41 |
PP |
158.77 |
158.77 |
158.77 |
158.88 |
S1 |
158.33 |
158.33 |
158.67 |
158.55 |
S2 |
157.91 |
157.91 |
158.59 |
|
S3 |
157.05 |
157.47 |
158.51 |
|
S4 |
156.19 |
156.61 |
158.28 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
159.21 |
158.35 |
0.86 |
0.5% |
0.48 |
0.3% |
85% |
False |
False |
441,451 |
10 |
159.21 |
158.05 |
1.16 |
0.7% |
0.50 |
0.3% |
89% |
False |
False |
450,565 |
20 |
159.21 |
156.20 |
3.01 |
1.9% |
0.65 |
0.4% |
96% |
False |
False |
518,315 |
40 |
159.21 |
155.81 |
3.40 |
2.1% |
0.63 |
0.4% |
96% |
False |
False |
390,046 |
60 |
159.21 |
153.90 |
5.31 |
3.3% |
0.63 |
0.4% |
98% |
False |
False |
260,751 |
80 |
159.21 |
151.21 |
8.00 |
5.0% |
0.56 |
0.4% |
98% |
False |
False |
195,597 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
160.30 |
2.618 |
159.87 |
1.618 |
159.61 |
1.000 |
159.45 |
0.618 |
159.35 |
HIGH |
159.19 |
0.618 |
159.09 |
0.500 |
159.06 |
0.382 |
159.03 |
LOW |
158.93 |
0.618 |
158.77 |
1.000 |
158.67 |
1.618 |
158.51 |
2.618 |
158.25 |
4.250 |
157.83 |
|
|
Fisher Pivots for day following 08-Apr-2015 |
Pivot |
1 day |
3 day |
R1 |
159.07 |
159.02 |
PP |
159.07 |
158.95 |
S1 |
159.06 |
158.89 |
|