Euro Bund Future June 2015
Trading Metrics calculated at close of trading on 03-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2015 |
03-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
154.85 |
152.90 |
-1.95 |
-1.3% |
154.26 |
High |
154.97 |
153.19 |
-1.78 |
-1.1% |
155.70 |
Low |
152.73 |
150.61 |
-2.12 |
-1.4% |
154.04 |
Close |
153.13 |
151.18 |
-1.95 |
-1.3% |
155.43 |
Range |
2.24 |
2.58 |
0.34 |
15.2% |
1.66 |
ATR |
1.13 |
1.24 |
0.10 |
9.1% |
0.00 |
Volume |
1,701,614 |
1,309,193 |
-392,421 |
-23.1% |
2,712,710 |
|
Daily Pivots for day following 03-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
159.40 |
157.87 |
152.60 |
|
R3 |
156.82 |
155.29 |
151.89 |
|
R2 |
154.24 |
154.24 |
151.65 |
|
R1 |
152.71 |
152.71 |
151.42 |
152.19 |
PP |
151.66 |
151.66 |
151.66 |
151.40 |
S1 |
150.13 |
150.13 |
150.94 |
149.61 |
S2 |
149.08 |
149.08 |
150.71 |
|
S3 |
146.50 |
147.55 |
150.47 |
|
S4 |
143.92 |
144.97 |
149.76 |
|
|
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 |
150.61 |
5.18 |
3.4% |
1.42 |
0.9% |
11% |
False |
True |
1,224,696 |
10 |
155.79 |
150.61 |
5.18 |
3.4% |
1.14 |
0.8% |
11% |
False |
True |
947,285 |
20 |
155.79 |
150.61 |
5.18 |
3.4% |
1.30 |
0.9% |
11% |
False |
True |
987,972 |
40 |
160.69 |
150.61 |
10.08 |
6.7% |
1.00 |
0.7% |
6% |
False |
True |
811,933 |
60 |
160.69 |
150.61 |
10.08 |
6.7% |
0.91 |
0.6% |
6% |
False |
True |
726,117 |
80 |
160.69 |
150.61 |
10.08 |
6.7% |
0.82 |
0.5% |
6% |
False |
True |
591,878 |
100 |
160.69 |
150.61 |
10.08 |
6.7% |
0.78 |
0.5% |
6% |
False |
True |
473,835 |
120 |
160.69 |
150.61 |
10.08 |
6.7% |
0.70 |
0.5% |
6% |
False |
True |
394,881 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
164.16 |
2.618 |
159.94 |
1.618 |
157.36 |
1.000 |
155.77 |
0.618 |
154.78 |
HIGH |
153.19 |
0.618 |
152.20 |
0.500 |
151.90 |
0.382 |
151.60 |
LOW |
150.61 |
0.618 |
149.02 |
1.000 |
148.03 |
1.618 |
146.44 |
2.618 |
143.86 |
4.250 |
139.65 |
|
|
Fisher Pivots for day following 03-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
151.90 |
153.20 |
PP |
151.66 |
152.53 |
S1 |
151.42 |
151.85 |
|