Euro Bund Future September 2015
Trading Metrics calculated at close of trading on 09-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2015 |
09-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
150.82 |
150.67 |
-0.15 |
-0.1% |
155.09 |
High |
151.24 |
150.83 |
-0.41 |
-0.3% |
155.44 |
Low |
150.24 |
149.34 |
-0.90 |
-0.6% |
148.87 |
Close |
150.43 |
149.41 |
-1.02 |
-0.7% |
151.08 |
Range |
1.00 |
1.49 |
0.49 |
49.0% |
6.57 |
ATR |
1.31 |
1.32 |
0.01 |
1.0% |
0.00 |
Volume |
759,370 |
759,370 |
0 |
0.0% |
4,406,620 |
|
Daily Pivots for day following 09-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
154.33 |
153.36 |
150.23 |
|
R3 |
152.84 |
151.87 |
149.82 |
|
R2 |
151.35 |
151.35 |
149.68 |
|
R1 |
150.38 |
150.38 |
149.55 |
150.12 |
PP |
149.86 |
149.86 |
149.86 |
149.73 |
S1 |
148.89 |
148.89 |
149.27 |
148.63 |
S2 |
148.37 |
148.37 |
149.14 |
|
S3 |
146.88 |
147.40 |
149.00 |
|
S4 |
145.39 |
145.91 |
148.59 |
|
|
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 |
152.64 |
148.87 |
3.77 |
2.5% |
1.78 |
1.2% |
14% |
False |
False |
832,446 |
10 |
155.44 |
148.87 |
6.57 |
4.4% |
1.43 |
1.0% |
8% |
False |
False |
637,598 |
20 |
155.44 |
148.87 |
6.57 |
4.4% |
1.25 |
0.8% |
8% |
False |
False |
338,559 |
40 |
160.60 |
148.87 |
11.73 |
7.9% |
1.10 |
0.7% |
5% |
False |
False |
173,369 |
60 |
160.60 |
148.87 |
11.73 |
7.9% |
0.84 |
0.6% |
5% |
False |
False |
115,904 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
157.16 |
2.618 |
154.73 |
1.618 |
153.24 |
1.000 |
152.32 |
0.618 |
151.75 |
HIGH |
150.83 |
0.618 |
150.26 |
0.500 |
150.09 |
0.382 |
149.91 |
LOW |
149.34 |
0.618 |
148.42 |
1.000 |
147.85 |
1.618 |
146.93 |
2.618 |
145.44 |
4.250 |
143.01 |
|
|
Fisher Pivots for day following 09-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
150.09 |
150.29 |
PP |
149.86 |
150.00 |
S1 |
149.64 |
149.70 |
|