Euro Bund Future September 2015
Trading Metrics calculated at close of trading on 01-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2015 |
01-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
152.40 |
152.01 |
-0.39 |
-0.3% |
151.75 |
High |
152.56 |
152.22 |
-0.34 |
-0.2% |
151.79 |
Low |
151.48 |
151.10 |
-0.38 |
-0.3% |
149.86 |
Close |
152.00 |
151.56 |
-0.44 |
-0.3% |
150.19 |
Range |
1.08 |
1.12 |
0.04 |
3.7% |
1.93 |
ATR |
1.32 |
1.31 |
-0.01 |
-1.1% |
0.00 |
Volume |
721,060 |
691,020 |
-30,040 |
-4.2% |
3,366,646 |
|
Daily Pivots for day following 01-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
154.99 |
154.39 |
152.18 |
|
R3 |
153.87 |
153.27 |
151.87 |
|
R2 |
152.75 |
152.75 |
151.77 |
|
R1 |
152.15 |
152.15 |
151.66 |
151.89 |
PP |
151.63 |
151.63 |
151.63 |
151.50 |
S1 |
151.03 |
151.03 |
151.46 |
150.77 |
S2 |
150.51 |
150.51 |
151.35 |
|
S3 |
149.39 |
149.91 |
151.25 |
|
S4 |
148.27 |
148.79 |
150.94 |
|
|
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% |
1.24 |
0.8% |
56% |
False |
False |
735,327 |
10 |
152.91 |
149.86 |
3.05 |
2.0% |
1.22 |
0.8% |
56% |
False |
False |
695,006 |
20 |
152.91 |
148.23 |
4.68 |
3.1% |
1.29 |
0.8% |
71% |
False |
False |
726,291 |
40 |
155.44 |
148.23 |
7.21 |
4.8% |
1.30 |
0.9% |
46% |
False |
False |
458,825 |
60 |
160.60 |
148.23 |
12.37 |
8.2% |
1.07 |
0.7% |
27% |
False |
False |
307,220 |
80 |
160.60 |
148.23 |
12.37 |
8.2% |
0.91 |
0.6% |
27% |
False |
False |
230,635 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
156.98 |
2.618 |
155.15 |
1.618 |
154.03 |
1.000 |
153.34 |
0.618 |
152.91 |
HIGH |
152.22 |
0.618 |
151.79 |
0.500 |
151.66 |
0.382 |
151.53 |
LOW |
151.10 |
0.618 |
150.41 |
1.000 |
149.98 |
1.618 |
149.29 |
2.618 |
148.17 |
4.250 |
146.34 |
|
|
Fisher Pivots for day following 01-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
151.66 |
152.01 |
PP |
151.63 |
151.86 |
S1 |
151.59 |
151.71 |
|