Euro Bund Future September 2015
Trading Metrics calculated at close of trading on 26-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2015 |
26-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
151.32 |
151.03 |
-0.29 |
-0.2% |
151.75 |
High |
151.45 |
151.10 |
-0.35 |
-0.2% |
151.79 |
Low |
150.45 |
149.86 |
-0.59 |
-0.4% |
149.86 |
Close |
150.87 |
150.19 |
-0.68 |
-0.5% |
150.19 |
Range |
1.00 |
1.24 |
0.24 |
24.0% |
1.93 |
ATR |
1.24 |
1.24 |
0.00 |
0.0% |
0.00 |
Volume |
590,776 |
857,855 |
267,079 |
45.2% |
3,366,646 |
|
Daily Pivots for day following 26-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
154.10 |
153.39 |
150.87 |
|
R3 |
152.86 |
152.15 |
150.53 |
|
R2 |
151.62 |
151.62 |
150.42 |
|
R1 |
150.91 |
150.91 |
150.30 |
150.65 |
PP |
150.38 |
150.38 |
150.38 |
150.25 |
S1 |
149.67 |
149.67 |
150.08 |
149.41 |
S2 |
149.14 |
149.14 |
149.96 |
|
S3 |
147.90 |
148.43 |
149.85 |
|
S4 |
146.66 |
147.19 |
149.51 |
|
|
Weekly Pivots for week ending 26-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
156.40 |
155.23 |
151.25 |
|
R3 |
154.47 |
153.30 |
150.72 |
|
R2 |
152.54 |
152.54 |
150.54 |
|
R1 |
151.37 |
151.37 |
150.37 |
150.99 |
PP |
150.61 |
150.61 |
150.61 |
150.43 |
S1 |
149.44 |
149.44 |
150.01 |
149.06 |
S2 |
148.68 |
148.68 |
149.84 |
|
S3 |
146.75 |
147.51 |
149.66 |
|
S4 |
144.82 |
145.58 |
149.13 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
151.79 |
149.86 |
1.93 |
1.3% |
1.10 |
0.7% |
17% |
False |
True |
673,329 |
10 |
152.47 |
149.86 |
2.61 |
1.7% |
1.07 |
0.7% |
13% |
False |
True |
685,684 |
20 |
155.44 |
148.23 |
7.21 |
4.8% |
1.40 |
0.9% |
27% |
False |
False |
759,674 |
40 |
157.80 |
148.23 |
9.57 |
6.4% |
1.31 |
0.9% |
20% |
False |
False |
404,243 |
60 |
160.60 |
148.23 |
12.37 |
8.2% |
1.02 |
0.7% |
16% |
False |
False |
270,119 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
156.37 |
2.618 |
154.35 |
1.618 |
153.11 |
1.000 |
152.34 |
0.618 |
151.87 |
HIGH |
151.10 |
0.618 |
150.63 |
0.500 |
150.48 |
0.382 |
150.33 |
LOW |
149.86 |
0.618 |
149.09 |
1.000 |
148.62 |
1.618 |
147.85 |
2.618 |
146.61 |
4.250 |
144.59 |
|
|
Fisher Pivots for day following 26-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
150.48 |
150.72 |
PP |
150.38 |
150.54 |
S1 |
150.29 |
150.37 |
|