Euro Bund Future June 2015
Trading Metrics calculated at close of trading on 01-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2015 |
01-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
155.27 |
155.47 |
0.20 |
0.1% |
154.26 |
High |
155.70 |
155.79 |
0.09 |
0.1% |
155.70 |
Low |
155.06 |
154.58 |
-0.48 |
-0.3% |
154.04 |
Close |
155.43 |
155.25 |
-0.18 |
-0.1% |
155.43 |
Range |
0.64 |
1.21 |
0.57 |
89.1% |
1.66 |
ATR |
1.01 |
1.03 |
0.01 |
1.4% |
0.00 |
Volume |
866,354 |
1,679,602 |
813,248 |
93.9% |
2,712,710 |
|
Daily Pivots for day following 01-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
158.84 |
158.25 |
155.92 |
|
R3 |
157.63 |
157.04 |
155.58 |
|
R2 |
156.42 |
156.42 |
155.47 |
|
R1 |
155.83 |
155.83 |
155.36 |
155.52 |
PP |
155.21 |
155.21 |
155.21 |
155.05 |
S1 |
154.62 |
154.62 |
155.14 |
154.31 |
S2 |
154.00 |
154.00 |
155.03 |
|
S3 |
152.79 |
153.41 |
154.92 |
|
S4 |
151.58 |
152.20 |
154.58 |
|
|
Weekly Pivots for week ending 29-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
160.04 |
159.39 |
156.34 |
|
R3 |
158.38 |
157.73 |
155.89 |
|
R2 |
156.72 |
156.72 |
155.73 |
|
R1 |
156.07 |
156.07 |
155.58 |
156.40 |
PP |
155.06 |
155.06 |
155.06 |
155.22 |
S1 |
154.41 |
154.41 |
155.28 |
154.74 |
S2 |
153.40 |
153.40 |
155.13 |
|
S3 |
151.74 |
152.75 |
154.97 |
|
S4 |
150.08 |
151.09 |
154.52 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
155.79 |
154.04 |
1.75 |
1.1% |
0.80 |
0.5% |
69% |
True |
False |
878,462 |
10 |
155.79 |
153.00 |
2.79 |
1.8% |
0.84 |
0.5% |
81% |
True |
False |
813,296 |
20 |
156.75 |
151.44 |
5.31 |
3.4% |
1.21 |
0.8% |
72% |
False |
False |
963,557 |
40 |
160.69 |
151.44 |
9.25 |
6.0% |
0.90 |
0.6% |
41% |
False |
False |
760,950 |
60 |
160.69 |
151.44 |
9.25 |
6.0% |
0.85 |
0.5% |
41% |
False |
False |
713,873 |
80 |
160.69 |
151.44 |
9.25 |
6.0% |
0.77 |
0.5% |
41% |
False |
False |
554,456 |
100 |
160.69 |
151.44 |
9.25 |
6.0% |
0.74 |
0.5% |
41% |
False |
False |
443,736 |
120 |
160.69 |
151.01 |
9.68 |
6.2% |
0.67 |
0.4% |
44% |
False |
False |
369,791 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
160.93 |
2.618 |
158.96 |
1.618 |
157.75 |
1.000 |
157.00 |
0.618 |
156.54 |
HIGH |
155.79 |
0.618 |
155.33 |
0.500 |
155.19 |
0.382 |
155.04 |
LOW |
154.58 |
0.618 |
153.83 |
1.000 |
153.37 |
1.618 |
152.62 |
2.618 |
151.41 |
4.250 |
149.44 |
|
|
Fisher Pivots for day following 01-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
155.23 |
155.23 |
PP |
155.21 |
155.21 |
S1 |
155.19 |
155.19 |
|