Euro Bund Future September 2015
Trading Metrics calculated at close of trading on 17-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2015 |
17-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
151.44 |
151.73 |
0.29 |
0.2% |
150.82 |
High |
152.21 |
151.94 |
-0.27 |
-0.2% |
151.30 |
Low |
151.28 |
151.26 |
-0.02 |
0.0% |
148.23 |
Close |
151.43 |
151.43 |
0.00 |
0.0% |
151.04 |
Range |
0.93 |
0.68 |
-0.25 |
-26.9% |
3.07 |
ATR |
1.31 |
1.27 |
-0.05 |
-3.4% |
0.00 |
Volume |
584,347 |
763,319 |
178,972 |
30.6% |
3,930,029 |
|
Daily Pivots for day following 17-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
153.58 |
153.19 |
151.80 |
|
R3 |
152.90 |
152.51 |
151.62 |
|
R2 |
152.22 |
152.22 |
151.55 |
|
R1 |
151.83 |
151.83 |
151.49 |
151.69 |
PP |
151.54 |
151.54 |
151.54 |
151.47 |
S1 |
151.15 |
151.15 |
151.37 |
151.01 |
S2 |
150.86 |
150.86 |
151.31 |
|
S3 |
150.18 |
150.47 |
151.24 |
|
S4 |
149.50 |
149.79 |
151.06 |
|
|
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 |
148.66 |
3.55 |
2.3% |
1.18 |
0.8% |
78% |
False |
False |
735,298 |
10 |
152.21 |
148.23 |
3.98 |
2.6% |
1.35 |
0.9% |
80% |
False |
False |
757,577 |
20 |
155.44 |
148.23 |
7.21 |
4.8% |
1.25 |
0.8% |
44% |
False |
False |
557,816 |
40 |
160.38 |
148.23 |
12.15 |
8.0% |
1.23 |
0.8% |
26% |
False |
False |
286,925 |
60 |
160.60 |
148.23 |
12.37 |
8.2% |
0.91 |
0.6% |
26% |
False |
False |
191,619 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
154.83 |
2.618 |
153.72 |
1.618 |
153.04 |
1.000 |
152.62 |
0.618 |
152.36 |
HIGH |
151.94 |
0.618 |
151.68 |
0.500 |
151.60 |
0.382 |
151.52 |
LOW |
151.26 |
0.618 |
150.84 |
1.000 |
150.58 |
1.618 |
150.16 |
2.618 |
149.48 |
4.250 |
148.37 |
|
|
Fisher Pivots for day following 17-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
151.60 |
151.61 |
PP |
151.54 |
151.55 |
S1 |
151.49 |
151.49 |
|