Euro Bund Future September 2015
Trading Metrics calculated at close of trading on 19-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2015 |
19-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
152.06 |
151.43 |
-0.63 |
-0.4% |
151.38 |
High |
152.47 |
152.22 |
-0.25 |
-0.2% |
152.47 |
Low |
150.60 |
151.38 |
0.78 |
0.5% |
150.60 |
Close |
151.47 |
152.04 |
0.57 |
0.4% |
152.04 |
Range |
1.87 |
0.84 |
-1.03 |
-55.1% |
1.87 |
ATR |
1.31 |
1.28 |
-0.03 |
-2.6% |
0.00 |
Volume |
541,397 |
814,018 |
272,621 |
50.4% |
3,490,202 |
|
Daily Pivots for day following 19-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
154.40 |
154.06 |
152.50 |
|
R3 |
153.56 |
153.22 |
152.27 |
|
R2 |
152.72 |
152.72 |
152.19 |
|
R1 |
152.38 |
152.38 |
152.12 |
152.55 |
PP |
151.88 |
151.88 |
151.88 |
151.97 |
S1 |
151.54 |
151.54 |
151.96 |
151.71 |
S2 |
151.04 |
151.04 |
151.89 |
|
S3 |
150.20 |
150.70 |
151.81 |
|
S4 |
149.36 |
149.86 |
151.58 |
|
|
Weekly Pivots for week ending 19-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
157.31 |
156.55 |
153.07 |
|
R3 |
155.44 |
154.68 |
152.55 |
|
R2 |
153.57 |
153.57 |
152.38 |
|
R1 |
152.81 |
152.81 |
152.21 |
153.19 |
PP |
151.70 |
151.70 |
151.70 |
151.90 |
S1 |
150.94 |
150.94 |
151.87 |
151.32 |
S2 |
149.83 |
149.83 |
151.70 |
|
S3 |
147.96 |
149.07 |
151.53 |
|
S4 |
146.09 |
147.20 |
151.01 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
152.47 |
150.60 |
1.87 |
1.2% |
1.03 |
0.7% |
77% |
False |
False |
698,040 |
10 |
152.47 |
148.23 |
4.24 |
2.8% |
1.25 |
0.8% |
90% |
False |
False |
742,023 |
20 |
155.44 |
148.23 |
7.21 |
4.7% |
1.29 |
0.9% |
53% |
False |
False |
619,975 |
40 |
159.54 |
148.23 |
11.31 |
7.4% |
1.26 |
0.8% |
34% |
False |
False |
320,614 |
60 |
160.60 |
148.23 |
12.37 |
8.1% |
0.95 |
0.6% |
31% |
False |
False |
214,146 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
155.79 |
2.618 |
154.42 |
1.618 |
153.58 |
1.000 |
153.06 |
0.618 |
152.74 |
HIGH |
152.22 |
0.618 |
151.90 |
0.500 |
151.80 |
0.382 |
151.70 |
LOW |
151.38 |
0.618 |
150.86 |
1.000 |
150.54 |
1.618 |
150.02 |
2.618 |
149.18 |
4.250 |
147.81 |
|
|
Fisher Pivots for day following 19-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
151.96 |
151.87 |
PP |
151.88 |
151.70 |
S1 |
151.80 |
151.54 |
|