Euro Bund Future September 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 |
155.09 |
154.52 |
-0.57 |
-0.4% |
153.90 |
High |
155.44 |
154.57 |
-0.87 |
-0.6% |
155.36 |
Low |
154.22 |
152.24 |
-1.98 |
-1.3% |
153.72 |
Close |
154.90 |
152.65 |
-2.25 |
-1.5% |
155.09 |
Range |
1.22 |
2.33 |
1.11 |
91.0% |
1.64 |
ATR |
1.02 |
1.14 |
0.12 |
11.5% |
0.00 |
Volume |
749,854 |
1,013,275 |
263,421 |
35.1% |
540,003 |
|
Daily Pivots for day following 02-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
160.14 |
158.73 |
153.93 |
|
R3 |
157.81 |
156.40 |
153.29 |
|
R2 |
155.48 |
155.48 |
153.08 |
|
R1 |
154.07 |
154.07 |
152.86 |
153.61 |
PP |
153.15 |
153.15 |
153.15 |
152.93 |
S1 |
151.74 |
151.74 |
152.44 |
151.28 |
S2 |
150.82 |
150.82 |
152.22 |
|
S3 |
148.49 |
149.41 |
152.01 |
|
S4 |
146.16 |
147.08 |
151.37 |
|
|
Weekly Pivots for week ending 29-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
159.64 |
159.01 |
155.99 |
|
R3 |
158.00 |
157.37 |
155.54 |
|
R2 |
156.36 |
156.36 |
155.39 |
|
R1 |
155.73 |
155.73 |
155.24 |
156.05 |
PP |
154.72 |
154.72 |
154.72 |
154.88 |
S1 |
154.09 |
154.09 |
154.94 |
154.41 |
S2 |
153.08 |
153.08 |
154.79 |
|
S3 |
151.44 |
152.45 |
154.64 |
|
S4 |
149.80 |
150.81 |
154.19 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
164.47 |
2.618 |
160.67 |
1.618 |
158.34 |
1.000 |
156.90 |
0.618 |
156.01 |
HIGH |
154.57 |
0.618 |
153.68 |
0.500 |
153.41 |
0.382 |
153.13 |
LOW |
152.24 |
0.618 |
150.80 |
1.000 |
149.91 |
1.618 |
148.47 |
2.618 |
146.14 |
4.250 |
142.34 |
|
|
Fisher Pivots for day following 02-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
153.41 |
153.84 |
PP |
153.15 |
153.44 |
S1 |
152.90 |
153.05 |
|