Euro Bund Future September 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 |
154.52 |
152.37 |
-2.15 |
-1.4% |
153.90 |
High |
154.57 |
152.64 |
-1.93 |
-1.2% |
155.36 |
Low |
152.24 |
149.91 |
-2.33 |
-1.5% |
153.72 |
Close |
152.65 |
150.52 |
-2.13 |
-1.4% |
155.09 |
Range |
2.33 |
2.73 |
0.40 |
17.2% |
1.64 |
ATR |
1.14 |
1.25 |
0.11 |
10.1% |
0.00 |
Volume |
1,013,275 |
1,132,534 |
119,259 |
11.8% |
540,003 |
|
Daily Pivots for day following 03-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
159.21 |
157.60 |
152.02 |
|
R3 |
156.48 |
154.87 |
151.27 |
|
R2 |
153.75 |
153.75 |
151.02 |
|
R1 |
152.14 |
152.14 |
150.77 |
151.58 |
PP |
151.02 |
151.02 |
151.02 |
150.75 |
S1 |
149.41 |
149.41 |
150.27 |
148.85 |
S2 |
148.29 |
148.29 |
150.02 |
|
S3 |
145.56 |
146.68 |
149.77 |
|
S4 |
142.83 |
143.95 |
149.02 |
|
|
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 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
155.44 |
149.91 |
5.53 |
3.7% |
1.47 |
1.0% |
11% |
False |
True |
656,687 |
10 |
155.44 |
149.91 |
5.53 |
3.7% |
1.15 |
0.8% |
11% |
False |
True |
358,055 |
20 |
155.44 |
149.91 |
5.53 |
3.7% |
1.32 |
0.9% |
11% |
False |
True |
191,359 |
40 |
160.60 |
149.91 |
10.69 |
7.1% |
0.96 |
0.6% |
6% |
False |
True |
97,684 |
60 |
160.60 |
149.91 |
10.69 |
7.1% |
0.78 |
0.5% |
6% |
False |
True |
65,417 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
164.24 |
2.618 |
159.79 |
1.618 |
157.06 |
1.000 |
155.37 |
0.618 |
154.33 |
HIGH |
152.64 |
0.618 |
151.60 |
0.500 |
151.28 |
0.382 |
150.95 |
LOW |
149.91 |
0.618 |
148.22 |
1.000 |
147.18 |
1.618 |
145.49 |
2.618 |
142.76 |
4.250 |
138.31 |
|
|
Fisher Pivots for day following 03-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
151.28 |
152.68 |
PP |
151.02 |
151.96 |
S1 |
150.77 |
151.24 |
|