Euro Bund Future September 2015
Trading Metrics calculated at close of trading on 15-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2015 |
15-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
150.91 |
151.38 |
0.47 |
0.3% |
150.82 |
High |
151.30 |
151.83 |
0.53 |
0.4% |
151.30 |
Low |
149.93 |
151.00 |
1.07 |
0.7% |
148.23 |
Close |
151.04 |
151.27 |
0.23 |
0.2% |
151.04 |
Range |
1.37 |
0.83 |
-0.54 |
-39.4% |
3.07 |
ATR |
1.38 |
1.34 |
-0.04 |
-2.8% |
0.00 |
Volume |
672,117 |
787,121 |
115,004 |
17.1% |
3,930,029 |
|
Daily Pivots for day following 15-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
153.86 |
153.39 |
151.73 |
|
R3 |
153.03 |
152.56 |
151.50 |
|
R2 |
152.20 |
152.20 |
151.42 |
|
R1 |
151.73 |
151.73 |
151.35 |
151.55 |
PP |
151.37 |
151.37 |
151.37 |
151.28 |
S1 |
150.90 |
150.90 |
151.19 |
150.72 |
S2 |
150.54 |
150.54 |
151.12 |
|
S3 |
149.71 |
150.07 |
151.04 |
|
S4 |
148.88 |
149.24 |
150.81 |
|
|
Weekly Pivots for week ending 12-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
159.40 |
158.29 |
152.73 |
|
R3 |
156.33 |
155.22 |
151.88 |
|
R2 |
153.26 |
153.26 |
151.60 |
|
R1 |
152.15 |
152.15 |
151.32 |
152.71 |
PP |
150.19 |
150.19 |
150.19 |
150.47 |
S1 |
149.08 |
149.08 |
150.76 |
149.64 |
S2 |
147.12 |
147.12 |
150.48 |
|
S3 |
144.05 |
146.01 |
150.20 |
|
S4 |
140.98 |
142.94 |
149.35 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
151.83 |
148.23 |
3.60 |
2.4% |
1.44 |
1.0% |
84% |
True |
False |
791,556 |
10 |
154.57 |
148.23 |
6.34 |
4.2% |
1.70 |
1.1% |
48% |
False |
False |
837,391 |
20 |
155.44 |
148.23 |
7.21 |
4.8% |
1.26 |
0.8% |
42% |
False |
False |
493,603 |
40 |
160.60 |
148.23 |
12.37 |
8.2% |
1.21 |
0.8% |
25% |
False |
False |
253,252 |
60 |
160.60 |
148.23 |
12.37 |
8.2% |
0.91 |
0.6% |
25% |
False |
False |
169,207 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
155.36 |
2.618 |
154.00 |
1.618 |
153.17 |
1.000 |
152.66 |
0.618 |
152.34 |
HIGH |
151.83 |
0.618 |
151.51 |
0.500 |
151.42 |
0.382 |
151.32 |
LOW |
151.00 |
0.618 |
150.49 |
1.000 |
150.17 |
1.618 |
149.66 |
2.618 |
148.83 |
4.250 |
147.47 |
|
|
Fisher Pivots for day following 15-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
151.42 |
150.93 |
PP |
151.37 |
150.59 |
S1 |
151.32 |
150.25 |
|