Euro Bund Future September 2015
Trading Metrics calculated at close of trading on 18-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2015 |
18-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
151.73 |
152.06 |
0.33 |
0.2% |
150.82 |
High |
151.94 |
152.47 |
0.53 |
0.3% |
151.30 |
Low |
151.26 |
150.60 |
-0.66 |
-0.4% |
148.23 |
Close |
151.43 |
151.47 |
0.04 |
0.0% |
151.04 |
Range |
0.68 |
1.87 |
1.19 |
175.0% |
3.07 |
ATR |
1.27 |
1.31 |
0.04 |
3.4% |
0.00 |
Volume |
763,319 |
541,397 |
-221,922 |
-29.1% |
3,930,029 |
|
Daily Pivots for day following 18-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
157.12 |
156.17 |
152.50 |
|
R3 |
155.25 |
154.30 |
151.98 |
|
R2 |
153.38 |
153.38 |
151.81 |
|
R1 |
152.43 |
152.43 |
151.64 |
151.97 |
PP |
151.51 |
151.51 |
151.51 |
151.29 |
S1 |
150.56 |
150.56 |
151.30 |
150.10 |
S2 |
149.64 |
149.64 |
151.13 |
|
S3 |
147.77 |
148.69 |
150.96 |
|
S4 |
145.90 |
146.82 |
150.44 |
|
|
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 |
152.47 |
149.93 |
2.54 |
1.7% |
1.14 |
0.7% |
61% |
True |
False |
669,660 |
10 |
152.47 |
148.23 |
4.24 |
2.8% |
1.30 |
0.9% |
76% |
True |
False |
715,565 |
20 |
155.44 |
148.23 |
7.21 |
4.8% |
1.30 |
0.9% |
45% |
False |
False |
582,245 |
40 |
160.13 |
148.23 |
11.90 |
7.9% |
1.26 |
0.8% |
27% |
False |
False |
300,392 |
60 |
160.60 |
148.23 |
12.37 |
8.2% |
0.94 |
0.6% |
26% |
False |
False |
200,642 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
160.42 |
2.618 |
157.37 |
1.618 |
155.50 |
1.000 |
154.34 |
0.618 |
153.63 |
HIGH |
152.47 |
0.618 |
151.76 |
0.500 |
151.54 |
0.382 |
151.31 |
LOW |
150.60 |
0.618 |
149.44 |
1.000 |
148.73 |
1.618 |
147.57 |
2.618 |
145.70 |
4.250 |
142.65 |
|
|
Fisher Pivots for day following 18-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
151.54 |
151.54 |
PP |
151.51 |
151.51 |
S1 |
151.49 |
151.49 |
|