Euro Bund Future September 2015
Trading Metrics calculated at close of trading on 16-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2015 |
16-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
151.38 |
151.44 |
0.06 |
0.0% |
150.82 |
High |
151.83 |
152.21 |
0.38 |
0.3% |
151.30 |
Low |
151.00 |
151.28 |
0.28 |
0.2% |
148.23 |
Close |
151.27 |
151.43 |
0.16 |
0.1% |
151.04 |
Range |
0.83 |
0.93 |
0.10 |
12.0% |
3.07 |
ATR |
1.34 |
1.31 |
-0.03 |
-2.1% |
0.00 |
Volume |
787,121 |
584,347 |
-202,774 |
-25.8% |
3,930,029 |
|
Daily Pivots for day following 16-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
154.43 |
153.86 |
151.94 |
|
R3 |
153.50 |
152.93 |
151.69 |
|
R2 |
152.57 |
152.57 |
151.60 |
|
R1 |
152.00 |
152.00 |
151.52 |
151.82 |
PP |
151.64 |
151.64 |
151.64 |
151.55 |
S1 |
151.07 |
151.07 |
151.34 |
150.89 |
S2 |
150.71 |
150.71 |
151.26 |
|
S3 |
149.78 |
150.14 |
151.17 |
|
S4 |
148.85 |
149.21 |
150.92 |
|
|
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 |
152.21 |
148.23 |
3.98 |
2.6% |
1.33 |
0.9% |
80% |
True |
False |
756,551 |
10 |
152.64 |
148.23 |
4.41 |
2.9% |
1.56 |
1.0% |
73% |
False |
False |
794,498 |
20 |
155.44 |
148.23 |
7.21 |
4.8% |
1.28 |
0.8% |
44% |
False |
False |
521,874 |
40 |
160.40 |
148.23 |
12.17 |
8.0% |
1.22 |
0.8% |
26% |
False |
False |
267,852 |
60 |
160.60 |
148.23 |
12.37 |
8.2% |
0.91 |
0.6% |
26% |
False |
False |
178,907 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
156.16 |
2.618 |
154.64 |
1.618 |
153.71 |
1.000 |
153.14 |
0.618 |
152.78 |
HIGH |
152.21 |
0.618 |
151.85 |
0.500 |
151.75 |
0.382 |
151.64 |
LOW |
151.28 |
0.618 |
150.71 |
1.000 |
150.35 |
1.618 |
149.78 |
2.618 |
148.85 |
4.250 |
147.33 |
|
|
Fisher Pivots for day following 16-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
151.75 |
151.31 |
PP |
151.64 |
151.19 |
S1 |
151.54 |
151.07 |
|