Euro Bund Future September 2015
Trading Metrics calculated at close of trading on 11-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2015 |
11-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
149.41 |
149.04 |
-0.37 |
-0.2% |
155.09 |
High |
149.64 |
150.76 |
1.12 |
0.7% |
155.44 |
Low |
148.23 |
148.66 |
0.43 |
0.3% |
148.87 |
Close |
148.98 |
150.39 |
1.41 |
0.9% |
151.08 |
Range |
1.41 |
2.10 |
0.69 |
48.9% |
6.57 |
ATR |
1.33 |
1.38 |
0.06 |
4.2% |
0.00 |
Volume |
869,586 |
869,586 |
0 |
0.0% |
4,406,620 |
|
Daily Pivots for day following 11-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
156.24 |
155.41 |
151.55 |
|
R3 |
154.14 |
153.31 |
150.97 |
|
R2 |
152.04 |
152.04 |
150.78 |
|
R1 |
151.21 |
151.21 |
150.58 |
151.63 |
PP |
149.94 |
149.94 |
149.94 |
150.14 |
S1 |
149.11 |
149.11 |
150.20 |
149.53 |
S2 |
147.84 |
147.84 |
150.01 |
|
S3 |
145.74 |
147.01 |
149.81 |
|
S4 |
143.64 |
144.91 |
149.24 |
|
|
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 |
151.24 |
148.23 |
3.01 |
2.0% |
1.46 |
1.0% |
72% |
False |
False |
761,471 |
10 |
155.44 |
148.23 |
7.21 |
4.8% |
1.66 |
1.1% |
30% |
False |
False |
798,944 |
20 |
155.44 |
148.23 |
7.21 |
4.8% |
1.25 |
0.8% |
30% |
False |
False |
421,962 |
40 |
160.60 |
148.23 |
12.37 |
8.2% |
1.17 |
0.8% |
17% |
False |
False |
216,820 |
60 |
160.60 |
148.23 |
12.37 |
8.2% |
0.88 |
0.6% |
17% |
False |
False |
144,890 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
159.69 |
2.618 |
156.26 |
1.618 |
154.16 |
1.000 |
152.86 |
0.618 |
152.06 |
HIGH |
150.76 |
0.618 |
149.96 |
0.500 |
149.71 |
0.382 |
149.46 |
LOW |
148.66 |
0.618 |
147.36 |
1.000 |
146.56 |
1.618 |
145.26 |
2.618 |
143.16 |
4.250 |
139.74 |
|
|
Fisher Pivots for day following 11-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
150.16 |
150.10 |
PP |
149.94 |
149.82 |
S1 |
149.71 |
149.53 |
|