Euro Bund Future June 2015
Trading Metrics calculated at close of trading on 08-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2015 |
08-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
151.54 |
151.45 |
-0.09 |
-0.1% |
155.47 |
High |
151.75 |
151.82 |
0.07 |
0.0% |
155.79 |
Low |
150.49 |
150.89 |
0.40 |
0.3% |
149.60 |
Close |
151.65 |
151.50 |
-0.15 |
-0.1% |
151.65 |
Range |
1.26 |
0.93 |
-0.33 |
-26.2% |
6.19 |
ATR |
1.31 |
1.28 |
-0.03 |
-2.1% |
0.00 |
Volume |
18,668 |
18,668 |
0 |
0.0% |
5,002,379 |
|
Daily Pivots for day following 08-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
154.19 |
153.78 |
152.01 |
|
R3 |
153.26 |
152.85 |
151.76 |
|
R2 |
152.33 |
152.33 |
151.67 |
|
R1 |
151.92 |
151.92 |
151.59 |
152.13 |
PP |
151.40 |
151.40 |
151.40 |
151.51 |
S1 |
150.99 |
150.99 |
151.41 |
151.20 |
S2 |
150.47 |
150.47 |
151.33 |
|
S3 |
149.54 |
150.06 |
151.24 |
|
S4 |
148.61 |
149.13 |
150.99 |
|
|
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 |
154.97 |
149.60 |
5.37 |
3.5% |
1.86 |
1.2% |
35% |
False |
False |
668,289 |
10 |
155.79 |
149.60 |
6.19 |
4.1% |
1.33 |
0.9% |
31% |
False |
False |
773,375 |
20 |
155.79 |
149.60 |
6.19 |
4.1% |
1.25 |
0.8% |
31% |
False |
False |
796,007 |
40 |
160.69 |
149.60 |
11.09 |
7.3% |
1.08 |
0.7% |
17% |
False |
False |
792,087 |
60 |
160.69 |
149.60 |
11.09 |
7.3% |
0.92 |
0.6% |
17% |
False |
False |
695,706 |
80 |
160.69 |
149.60 |
11.09 |
7.3% |
0.86 |
0.6% |
17% |
False |
False |
595,790 |
100 |
160.69 |
149.60 |
11.09 |
7.3% |
0.81 |
0.5% |
17% |
False |
False |
477,135 |
120 |
160.69 |
149.60 |
11.09 |
7.3% |
0.74 |
0.5% |
17% |
False |
False |
397,636 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
155.77 |
2.618 |
154.25 |
1.618 |
153.32 |
1.000 |
152.75 |
0.618 |
152.39 |
HIGH |
151.82 |
0.618 |
151.46 |
0.500 |
151.36 |
0.382 |
151.25 |
LOW |
150.89 |
0.618 |
150.32 |
1.000 |
149.96 |
1.618 |
149.39 |
2.618 |
148.46 |
4.250 |
146.94 |
|
|
Fisher Pivots for day following 08-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
151.45 |
151.25 |
PP |
151.40 |
151.00 |
S1 |
151.36 |
150.75 |
|