Euro Bund Future June 2015
Trading Metrics calculated at close of trading on 09-Apr-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2015 |
09-Apr-2015 |
Change |
Change % |
Previous Week |
Open |
158.95 |
159.15 |
0.20 |
0.1% |
158.52 |
High |
159.19 |
159.44 |
0.25 |
0.2% |
159.21 |
Low |
158.93 |
159.00 |
0.07 |
0.0% |
158.35 |
Close |
159.08 |
159.12 |
0.04 |
0.0% |
158.75 |
Range |
0.26 |
0.44 |
0.18 |
69.2% |
0.86 |
ATR |
0.62 |
0.60 |
-0.01 |
-2.0% |
0.00 |
Volume |
454,404 |
385,153 |
-69,251 |
-15.2% |
1,752,852 |
|
Daily Pivots for day following 09-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
160.51 |
160.25 |
159.36 |
|
R3 |
160.07 |
159.81 |
159.24 |
|
R2 |
159.63 |
159.63 |
159.20 |
|
R1 |
159.37 |
159.37 |
159.16 |
159.28 |
PP |
159.19 |
159.19 |
159.19 |
159.14 |
S1 |
158.93 |
158.93 |
159.08 |
158.84 |
S2 |
158.75 |
158.75 |
159.04 |
|
S3 |
158.31 |
158.49 |
159.00 |
|
S4 |
157.87 |
158.05 |
158.88 |
|
|
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 |
159.44 |
158.35 |
1.09 |
0.7% |
0.47 |
0.3% |
71% |
True |
False |
419,196 |
10 |
159.44 |
158.05 |
1.39 |
0.9% |
0.48 |
0.3% |
77% |
True |
False |
439,870 |
20 |
159.44 |
157.26 |
2.18 |
1.4% |
0.61 |
0.4% |
85% |
True |
False |
502,945 |
40 |
159.44 |
155.81 |
3.63 |
2.3% |
0.63 |
0.4% |
91% |
True |
False |
399,493 |
60 |
159.44 |
153.90 |
5.54 |
3.5% |
0.63 |
0.4% |
94% |
True |
False |
267,167 |
80 |
159.44 |
151.54 |
7.90 |
5.0% |
0.56 |
0.4% |
96% |
True |
False |
200,411 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
161.31 |
2.618 |
160.59 |
1.618 |
160.15 |
1.000 |
159.88 |
0.618 |
159.71 |
HIGH |
159.44 |
0.618 |
159.27 |
0.500 |
159.22 |
0.382 |
159.17 |
LOW |
159.00 |
0.618 |
158.73 |
1.000 |
158.56 |
1.618 |
158.29 |
2.618 |
157.85 |
4.250 |
157.13 |
|
|
Fisher Pivots for day following 09-Apr-2015 |
Pivot |
1 day |
3 day |
R1 |
159.22 |
159.09 |
PP |
159.19 |
159.06 |
S1 |
159.15 |
159.03 |
|