Euro Bund Future September 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 |
150.90 |
150.82 |
-0.08 |
-0.1% |
155.09 |
High |
151.12 |
151.24 |
0.12 |
0.1% |
155.44 |
Low |
149.83 |
150.24 |
0.41 |
0.3% |
148.87 |
Close |
151.08 |
150.43 |
-0.65 |
-0.4% |
151.08 |
Range |
1.29 |
1.00 |
-0.29 |
-22.5% |
6.57 |
ATR |
1.33 |
1.31 |
-0.02 |
-1.8% |
0.00 |
Volume |
549,445 |
759,370 |
209,925 |
38.2% |
4,406,620 |
|
Daily Pivots for day following 08-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
153.64 |
153.03 |
150.98 |
|
R3 |
152.64 |
152.03 |
150.71 |
|
R2 |
151.64 |
151.64 |
150.61 |
|
R1 |
151.03 |
151.03 |
150.52 |
150.84 |
PP |
150.64 |
150.64 |
150.64 |
150.54 |
S1 |
150.03 |
150.03 |
150.34 |
149.84 |
S2 |
149.64 |
149.64 |
150.25 |
|
S3 |
148.64 |
149.03 |
150.16 |
|
S4 |
147.64 |
148.03 |
149.88 |
|
|
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 |
154.57 |
148.87 |
5.70 |
3.8% |
1.95 |
1.3% |
27% |
False |
False |
883,227 |
10 |
155.44 |
148.87 |
6.57 |
4.4% |
1.37 |
0.9% |
24% |
False |
False |
570,599 |
20 |
155.44 |
148.87 |
6.57 |
4.4% |
1.26 |
0.8% |
24% |
False |
False |
301,386 |
40 |
160.60 |
148.87 |
11.73 |
7.8% |
1.06 |
0.7% |
13% |
False |
False |
154,421 |
60 |
160.60 |
148.87 |
11.73 |
7.8% |
0.82 |
0.5% |
13% |
False |
False |
103,248 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
155.49 |
2.618 |
153.86 |
1.618 |
152.86 |
1.000 |
152.24 |
0.618 |
151.86 |
HIGH |
151.24 |
0.618 |
150.86 |
0.500 |
150.74 |
0.382 |
150.62 |
LOW |
150.24 |
0.618 |
149.62 |
1.000 |
149.24 |
1.618 |
148.62 |
2.618 |
147.62 |
4.250 |
145.99 |
|
|
Fisher Pivots for day following 08-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
150.74 |
150.31 |
PP |
150.64 |
150.19 |
S1 |
150.53 |
150.08 |
|