Euro Bund Future September 2015
Trading Metrics calculated at close of trading on 06-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2015 |
06-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
151.28 |
153.18 |
1.90 |
1.3% |
152.53 |
High |
151.29 |
153.35 |
2.06 |
1.4% |
152.91 |
Low |
150.46 |
152.03 |
1.57 |
1.0% |
150.46 |
Close |
151.04 |
152.17 |
1.13 |
0.7% |
151.04 |
Range |
0.83 |
1.32 |
0.49 |
59.0% |
2.45 |
ATR |
1.29 |
1.37 |
0.07 |
5.6% |
0.00 |
Volume |
405,978 |
814,823 |
408,845 |
100.7% |
2,633,982 |
|
Daily Pivots for day following 06-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
156.48 |
155.64 |
152.90 |
|
R3 |
155.16 |
154.32 |
152.53 |
|
R2 |
153.84 |
153.84 |
152.41 |
|
R1 |
153.00 |
153.00 |
152.29 |
152.76 |
PP |
152.52 |
152.52 |
152.52 |
152.40 |
S1 |
151.68 |
151.68 |
152.05 |
151.44 |
S2 |
151.20 |
151.20 |
151.93 |
|
S3 |
149.88 |
150.36 |
151.81 |
|
S4 |
148.56 |
149.04 |
151.44 |
|
|
Weekly Pivots for week ending 03-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
158.82 |
157.38 |
152.39 |
|
R3 |
156.37 |
154.93 |
151.71 |
|
R2 |
153.92 |
153.92 |
151.49 |
|
R1 |
152.48 |
152.48 |
151.26 |
151.98 |
PP |
151.47 |
151.47 |
151.47 |
151.22 |
S1 |
150.03 |
150.03 |
150.82 |
149.53 |
S2 |
149.02 |
149.02 |
150.59 |
|
S3 |
146.57 |
147.58 |
150.37 |
|
S4 |
144.12 |
145.13 |
149.69 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
153.35 |
150.46 |
2.89 |
1.9% |
1.23 |
0.8% |
59% |
True |
False |
689,761 |
10 |
153.35 |
149.86 |
3.49 |
2.3% |
1.17 |
0.8% |
66% |
True |
False |
681,545 |
20 |
153.35 |
148.23 |
5.12 |
3.4% |
1.21 |
0.8% |
77% |
True |
False |
711,784 |
40 |
155.44 |
148.23 |
7.21 |
4.7% |
1.25 |
0.8% |
55% |
False |
False |
488,118 |
60 |
160.60 |
148.23 |
12.37 |
8.1% |
1.10 |
0.7% |
32% |
False |
False |
327,558 |
80 |
160.60 |
148.23 |
12.37 |
8.1% |
0.92 |
0.6% |
32% |
False |
False |
245,891 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
158.96 |
2.618 |
156.81 |
1.618 |
155.49 |
1.000 |
154.67 |
0.618 |
154.17 |
HIGH |
153.35 |
0.618 |
152.85 |
0.500 |
152.69 |
0.382 |
152.53 |
LOW |
152.03 |
0.618 |
151.21 |
1.000 |
150.71 |
1.618 |
149.89 |
2.618 |
148.57 |
4.250 |
146.42 |
|
|
Fisher Pivots for day following 06-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
152.69 |
152.08 |
PP |
152.52 |
151.99 |
S1 |
152.34 |
151.91 |
|