Euro Bund Future June 2015
Trading Metrics calculated at close of trading on 05-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2015 |
05-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
150.71 |
151.54 |
0.83 |
0.6% |
155.47 |
High |
151.90 |
151.75 |
-0.15 |
-0.1% |
155.79 |
Low |
149.60 |
150.49 |
0.89 |
0.6% |
149.60 |
Close |
151.54 |
151.65 |
0.11 |
0.1% |
151.65 |
Range |
2.30 |
1.26 |
-1.04 |
-45.2% |
6.19 |
ATR |
1.31 |
1.31 |
0.00 |
-0.3% |
0.00 |
Volume |
293,302 |
18,668 |
-274,634 |
-93.6% |
5,002,379 |
|
Daily Pivots for day following 05-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
155.08 |
154.62 |
152.34 |
|
R3 |
153.82 |
153.36 |
152.00 |
|
R2 |
152.56 |
152.56 |
151.88 |
|
R1 |
152.10 |
152.10 |
151.77 |
152.33 |
PP |
151.30 |
151.30 |
151.30 |
151.41 |
S1 |
150.84 |
150.84 |
151.53 |
151.07 |
S2 |
150.04 |
150.04 |
151.42 |
|
S3 |
148.78 |
149.58 |
151.30 |
|
S4 |
147.52 |
148.32 |
150.96 |
|
|
Weekly Pivots for week ending 05-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
170.92 |
167.47 |
155.05 |
|
R3 |
164.73 |
161.28 |
153.35 |
|
R2 |
158.54 |
158.54 |
152.78 |
|
R1 |
155.09 |
155.09 |
152.22 |
153.72 |
PP |
152.35 |
152.35 |
152.35 |
151.66 |
S1 |
148.90 |
148.90 |
151.08 |
147.53 |
S2 |
146.16 |
146.16 |
150.52 |
|
S3 |
139.97 |
142.71 |
149.95 |
|
S4 |
133.78 |
136.52 |
148.25 |
|
|
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% |
1.92 |
1.3% |
33% |
False |
False |
1,000,475 |
10 |
155.79 |
149.60 |
6.19 |
4.1% |
1.30 |
0.9% |
33% |
False |
False |
835,007 |
20 |
155.79 |
149.60 |
6.19 |
4.1% |
1.27 |
0.8% |
33% |
False |
False |
831,065 |
40 |
160.69 |
149.60 |
11.09 |
7.3% |
1.07 |
0.7% |
18% |
False |
False |
801,249 |
60 |
160.69 |
149.60 |
11.09 |
7.3% |
0.93 |
0.6% |
18% |
False |
False |
706,937 |
80 |
160.69 |
149.60 |
11.09 |
7.3% |
0.85 |
0.6% |
18% |
False |
False |
595,647 |
100 |
160.69 |
149.60 |
11.09 |
7.3% |
0.81 |
0.5% |
18% |
False |
False |
476,950 |
120 |
160.69 |
149.60 |
11.09 |
7.3% |
0.73 |
0.5% |
18% |
False |
False |
397,481 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
157.11 |
2.618 |
155.05 |
1.618 |
153.79 |
1.000 |
153.01 |
0.618 |
152.53 |
HIGH |
151.75 |
0.618 |
151.27 |
0.500 |
151.12 |
0.382 |
150.97 |
LOW |
150.49 |
0.618 |
149.71 |
1.000 |
149.23 |
1.618 |
148.45 |
2.618 |
147.19 |
4.250 |
145.14 |
|
|
Fisher Pivots for day following 05-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
151.47 |
151.57 |
PP |
151.30 |
151.48 |
S1 |
151.12 |
151.40 |
|