Euro Bund Future June 2015
Trading Metrics calculated at close of trading on 02-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2015 |
02-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
155.47 |
154.85 |
-0.62 |
-0.4% |
154.26 |
High |
155.79 |
154.97 |
-0.82 |
-0.5% |
155.70 |
Low |
154.58 |
152.73 |
-1.85 |
-1.2% |
154.04 |
Close |
155.25 |
153.13 |
-2.12 |
-1.4% |
155.43 |
Range |
1.21 |
2.24 |
1.03 |
85.1% |
1.66 |
ATR |
1.03 |
1.13 |
0.11 |
10.4% |
0.00 |
Volume |
1,679,602 |
1,701,614 |
22,012 |
1.3% |
2,712,710 |
|
Daily Pivots for day following 02-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
160.33 |
158.97 |
154.36 |
|
R3 |
158.09 |
156.73 |
153.75 |
|
R2 |
155.85 |
155.85 |
153.54 |
|
R1 |
154.49 |
154.49 |
153.34 |
154.05 |
PP |
153.61 |
153.61 |
153.61 |
153.39 |
S1 |
152.25 |
152.25 |
152.92 |
151.81 |
S2 |
151.37 |
151.37 |
152.72 |
|
S3 |
149.13 |
150.01 |
152.51 |
|
S4 |
146.89 |
147.77 |
151.90 |
|
|
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 |
152.73 |
3.06 |
2.0% |
1.07 |
0.7% |
13% |
False |
True |
1,076,202 |
10 |
155.79 |
152.73 |
3.06 |
2.0% |
1.01 |
0.7% |
13% |
False |
True |
884,561 |
20 |
156.22 |
151.44 |
4.78 |
3.1% |
1.26 |
0.8% |
35% |
False |
False |
987,571 |
40 |
160.69 |
151.44 |
9.25 |
6.0% |
0.95 |
0.6% |
18% |
False |
False |
789,184 |
60 |
160.69 |
151.44 |
9.25 |
6.0% |
0.88 |
0.6% |
18% |
False |
False |
726,935 |
80 |
160.69 |
151.44 |
9.25 |
6.0% |
0.79 |
0.5% |
18% |
False |
False |
575,709 |
100 |
160.69 |
151.44 |
9.25 |
6.0% |
0.76 |
0.5% |
18% |
False |
False |
460,748 |
120 |
160.69 |
151.01 |
9.68 |
6.3% |
0.68 |
0.4% |
22% |
False |
False |
383,971 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
164.49 |
2.618 |
160.83 |
1.618 |
158.59 |
1.000 |
157.21 |
0.618 |
156.35 |
HIGH |
154.97 |
0.618 |
154.11 |
0.500 |
153.85 |
0.382 |
153.59 |
LOW |
152.73 |
0.618 |
151.35 |
1.000 |
150.49 |
1.618 |
149.11 |
2.618 |
146.87 |
4.250 |
143.21 |
|
|
Fisher Pivots for day following 02-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
153.85 |
154.26 |
PP |
153.61 |
153.88 |
S1 |
153.37 |
153.51 |
|