Euro Bund Future September 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 |
149.97 |
150.90 |
0.93 |
0.6% |
155.09 |
High |
151.28 |
151.12 |
-0.16 |
-0.1% |
155.44 |
Low |
148.87 |
149.83 |
0.96 |
0.6% |
148.87 |
Close |
150.90 |
151.08 |
0.18 |
0.1% |
151.08 |
Range |
2.41 |
1.29 |
-1.12 |
-46.5% |
6.57 |
ATR |
1.33 |
1.33 |
0.00 |
-0.2% |
0.00 |
Volume |
961,512 |
549,445 |
-412,067 |
-42.9% |
4,406,620 |
|
Daily Pivots for day following 05-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
154.55 |
154.10 |
151.79 |
|
R3 |
153.26 |
152.81 |
151.43 |
|
R2 |
151.97 |
151.97 |
151.32 |
|
R1 |
151.52 |
151.52 |
151.20 |
151.75 |
PP |
150.68 |
150.68 |
150.68 |
150.79 |
S1 |
150.23 |
150.23 |
150.96 |
150.46 |
S2 |
149.39 |
149.39 |
150.84 |
|
S3 |
148.10 |
148.94 |
150.73 |
|
S4 |
146.81 |
147.65 |
150.37 |
|
|
Weekly Pivots for week ending 05-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
171.51 |
167.86 |
154.69 |
|
R3 |
164.94 |
161.29 |
152.89 |
|
R2 |
158.37 |
158.37 |
152.28 |
|
R1 |
154.72 |
154.72 |
151.68 |
153.26 |
PP |
151.80 |
151.80 |
151.80 |
151.07 |
S1 |
148.15 |
148.15 |
150.48 |
146.69 |
S2 |
145.23 |
145.23 |
149.88 |
|
S3 |
138.66 |
141.58 |
149.27 |
|
S4 |
132.09 |
135.01 |
147.47 |
|
|
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 |
4.3% |
2.00 |
1.3% |
34% |
False |
False |
881,324 |
10 |
155.44 |
148.87 |
6.57 |
4.3% |
1.33 |
0.9% |
34% |
False |
False |
497,928 |
20 |
155.44 |
148.87 |
6.57 |
4.3% |
1.29 |
0.9% |
34% |
False |
False |
264,452 |
40 |
160.60 |
148.87 |
11.73 |
7.8% |
1.04 |
0.7% |
19% |
False |
False |
135,446 |
60 |
160.60 |
148.87 |
11.73 |
7.8% |
0.82 |
0.5% |
19% |
False |
False |
90,593 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
156.60 |
2.618 |
154.50 |
1.618 |
153.21 |
1.000 |
152.41 |
0.618 |
151.92 |
HIGH |
151.12 |
0.618 |
150.63 |
0.500 |
150.48 |
0.382 |
150.32 |
LOW |
149.83 |
0.618 |
149.03 |
1.000 |
148.54 |
1.618 |
147.74 |
2.618 |
146.45 |
4.250 |
144.35 |
|
|
Fisher Pivots for day following 05-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
150.88 |
150.97 |
PP |
150.68 |
150.86 |
S1 |
150.48 |
150.76 |
|