Euro Bund Future September 2015
Trading Metrics calculated at close of trading on 24-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2015 |
24-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
150.36 |
150.67 |
0.31 |
0.2% |
151.38 |
High |
150.85 |
151.57 |
0.72 |
0.5% |
152.47 |
Low |
150.02 |
150.62 |
0.60 |
0.4% |
150.60 |
Close |
150.69 |
151.08 |
0.39 |
0.3% |
152.04 |
Range |
0.83 |
0.95 |
0.12 |
14.5% |
1.87 |
ATR |
1.28 |
1.25 |
-0.02 |
-1.8% |
0.00 |
Volume |
598,425 |
650,130 |
51,705 |
8.6% |
3,490,202 |
|
Daily Pivots for day following 24-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
153.94 |
153.46 |
151.60 |
|
R3 |
152.99 |
152.51 |
151.34 |
|
R2 |
152.04 |
152.04 |
151.25 |
|
R1 |
151.56 |
151.56 |
151.17 |
151.80 |
PP |
151.09 |
151.09 |
151.09 |
151.21 |
S1 |
150.61 |
150.61 |
150.99 |
150.85 |
S2 |
150.14 |
150.14 |
150.91 |
|
S3 |
149.19 |
149.66 |
150.82 |
|
S4 |
148.24 |
148.71 |
150.56 |
|
|
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 |
150.02 |
2.45 |
1.6% |
1.20 |
0.8% |
43% |
False |
False |
654,686 |
10 |
152.47 |
148.66 |
3.81 |
2.5% |
1.19 |
0.8% |
64% |
False |
False |
694,992 |
20 |
155.44 |
148.23 |
7.21 |
4.8% |
1.34 |
0.9% |
40% |
False |
False |
706,631 |
40 |
159.43 |
148.23 |
11.20 |
7.4% |
1.31 |
0.9% |
25% |
False |
False |
368,260 |
60 |
160.60 |
148.23 |
12.37 |
8.2% |
1.00 |
0.7% |
23% |
False |
False |
246,041 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
155.61 |
2.618 |
154.06 |
1.618 |
153.11 |
1.000 |
152.52 |
0.618 |
152.16 |
HIGH |
151.57 |
0.618 |
151.21 |
0.500 |
151.10 |
0.382 |
150.98 |
LOW |
150.62 |
0.618 |
150.03 |
1.000 |
149.67 |
1.618 |
149.08 |
2.618 |
148.13 |
4.250 |
146.58 |
|
|
Fisher Pivots for day following 24-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
151.10 |
151.02 |
PP |
151.09 |
150.96 |
S1 |
151.09 |
150.91 |
|