Euro Bund Future June 2015
Trading Metrics calculated at close of trading on 04-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2015 |
04-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
152.90 |
150.71 |
-2.19 |
-1.4% |
154.26 |
High |
153.19 |
151.90 |
-1.29 |
-0.8% |
155.70 |
Low |
150.61 |
149.60 |
-1.01 |
-0.7% |
154.04 |
Close |
151.18 |
151.54 |
0.36 |
0.2% |
155.43 |
Range |
2.58 |
2.30 |
-0.28 |
-10.9% |
1.66 |
ATR |
1.24 |
1.31 |
0.08 |
6.1% |
0.00 |
Volume |
1,309,193 |
293,302 |
-1,015,891 |
-77.6% |
2,712,710 |
|
Daily Pivots for day following 04-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
157.91 |
157.03 |
152.81 |
|
R3 |
155.61 |
154.73 |
152.17 |
|
R2 |
153.31 |
153.31 |
151.96 |
|
R1 |
152.43 |
152.43 |
151.75 |
152.87 |
PP |
151.01 |
151.01 |
151.01 |
151.24 |
S1 |
150.13 |
150.13 |
151.33 |
150.57 |
S2 |
148.71 |
148.71 |
151.12 |
|
S3 |
146.41 |
147.83 |
150.91 |
|
S4 |
144.11 |
145.53 |
150.28 |
|
|
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 |
149.60 |
6.19 |
4.1% |
1.79 |
1.2% |
31% |
False |
True |
1,170,013 |
10 |
155.79 |
149.60 |
6.19 |
4.1% |
1.28 |
0.8% |
31% |
False |
True |
890,832 |
20 |
155.79 |
149.60 |
6.19 |
4.1% |
1.36 |
0.9% |
31% |
False |
True |
916,384 |
40 |
160.69 |
149.60 |
11.09 |
7.3% |
1.04 |
0.7% |
17% |
False |
True |
812,142 |
60 |
160.69 |
149.60 |
11.09 |
7.3% |
0.92 |
0.6% |
17% |
False |
True |
718,169 |
80 |
160.69 |
149.60 |
11.09 |
7.3% |
0.84 |
0.6% |
17% |
False |
True |
595,525 |
100 |
160.69 |
149.60 |
11.09 |
7.3% |
0.80 |
0.5% |
17% |
False |
True |
476,764 |
120 |
160.69 |
149.60 |
11.09 |
7.3% |
0.72 |
0.5% |
17% |
False |
True |
397,325 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
161.68 |
2.618 |
157.92 |
1.618 |
155.62 |
1.000 |
154.20 |
0.618 |
153.32 |
HIGH |
151.90 |
0.618 |
151.02 |
0.500 |
150.75 |
0.382 |
150.48 |
LOW |
149.60 |
0.618 |
148.18 |
1.000 |
147.30 |
1.618 |
145.88 |
2.618 |
143.58 |
4.250 |
139.83 |
|
|
Fisher Pivots for day following 04-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
151.28 |
152.29 |
PP |
151.01 |
152.04 |
S1 |
150.75 |
151.79 |
|