Euro Bund Future September 2015
Trading Metrics calculated at close of trading on 30-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2015 |
30-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
152.53 |
152.40 |
-0.13 |
-0.1% |
151.75 |
High |
152.91 |
152.56 |
-0.35 |
-0.2% |
151.79 |
Low |
151.13 |
151.48 |
0.35 |
0.2% |
149.86 |
Close |
151.77 |
152.00 |
0.23 |
0.2% |
150.19 |
Range |
1.78 |
1.08 |
-0.70 |
-39.3% |
1.93 |
ATR |
1.34 |
1.32 |
-0.02 |
-1.4% |
0.00 |
Volume |
815,924 |
721,060 |
-94,864 |
-11.6% |
3,366,646 |
|
Daily Pivots for day following 30-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
155.25 |
154.71 |
152.59 |
|
R3 |
154.17 |
153.63 |
152.30 |
|
R2 |
153.09 |
153.09 |
152.20 |
|
R1 |
152.55 |
152.55 |
152.10 |
152.28 |
PP |
152.01 |
152.01 |
152.01 |
151.88 |
S1 |
151.47 |
151.47 |
151.90 |
151.20 |
S2 |
150.93 |
150.93 |
151.80 |
|
S3 |
149.85 |
150.39 |
151.70 |
|
S4 |
148.77 |
149.31 |
151.41 |
|
|
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 |
152.91 |
149.86 |
3.05 |
2.0% |
1.21 |
0.8% |
70% |
False |
False |
727,149 |
10 |
152.91 |
149.86 |
3.05 |
2.0% |
1.18 |
0.8% |
70% |
False |
False |
702,236 |
20 |
152.91 |
148.23 |
4.68 |
3.1% |
1.37 |
0.9% |
81% |
False |
False |
748,367 |
40 |
156.02 |
148.23 |
7.79 |
5.1% |
1.32 |
0.9% |
48% |
False |
False |
442,082 |
60 |
160.60 |
148.23 |
12.37 |
8.1% |
1.06 |
0.7% |
30% |
False |
False |
295,709 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
157.15 |
2.618 |
155.39 |
1.618 |
154.31 |
1.000 |
153.64 |
0.618 |
153.23 |
HIGH |
152.56 |
0.618 |
152.15 |
0.500 |
152.02 |
0.382 |
151.89 |
LOW |
151.48 |
0.618 |
150.81 |
1.000 |
150.40 |
1.618 |
149.73 |
2.618 |
148.65 |
4.250 |
146.89 |
|
|
Fisher Pivots for day following 30-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
152.02 |
151.80 |
PP |
152.01 |
151.59 |
S1 |
152.01 |
151.39 |
|