Euro Bund Future September 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 |
152.37 |
149.97 |
-2.40 |
-1.6% |
153.90 |
High |
152.64 |
151.28 |
-1.36 |
-0.9% |
155.36 |
Low |
149.91 |
148.87 |
-1.04 |
-0.7% |
153.72 |
Close |
150.52 |
150.90 |
0.38 |
0.3% |
155.09 |
Range |
2.73 |
2.41 |
-0.32 |
-11.7% |
1.64 |
ATR |
1.25 |
1.33 |
0.08 |
6.6% |
0.00 |
Volume |
1,132,534 |
961,512 |
-171,022 |
-15.1% |
540,003 |
|
Daily Pivots for day following 04-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
157.58 |
156.65 |
152.23 |
|
R3 |
155.17 |
154.24 |
151.56 |
|
R2 |
152.76 |
152.76 |
151.34 |
|
R1 |
151.83 |
151.83 |
151.12 |
152.30 |
PP |
150.35 |
150.35 |
150.35 |
150.58 |
S1 |
149.42 |
149.42 |
150.68 |
149.89 |
S2 |
147.94 |
147.94 |
150.46 |
|
S3 |
145.53 |
147.01 |
150.24 |
|
S4 |
143.12 |
144.60 |
149.57 |
|
|
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 |
148.87 |
6.57 |
4.4% |
1.87 |
1.2% |
31% |
False |
True |
836,418 |
10 |
155.44 |
148.87 |
6.57 |
4.4% |
1.31 |
0.9% |
31% |
False |
True |
448,924 |
20 |
155.44 |
148.87 |
6.57 |
4.4% |
1.38 |
0.9% |
31% |
False |
True |
238,586 |
40 |
160.60 |
148.87 |
11.73 |
7.8% |
1.02 |
0.7% |
17% |
False |
True |
121,715 |
60 |
160.60 |
148.87 |
11.73 |
7.8% |
0.81 |
0.5% |
17% |
False |
True |
81,442 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
161.52 |
2.618 |
157.59 |
1.618 |
155.18 |
1.000 |
153.69 |
0.618 |
152.77 |
HIGH |
151.28 |
0.618 |
150.36 |
0.500 |
150.08 |
0.382 |
149.79 |
LOW |
148.87 |
0.618 |
147.38 |
1.000 |
146.46 |
1.618 |
144.97 |
2.618 |
142.56 |
4.250 |
138.63 |
|
|
Fisher Pivots for day following 04-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
150.63 |
151.72 |
PP |
150.35 |
151.45 |
S1 |
150.08 |
151.17 |
|