Euro Bund Future September 2015
Trading Metrics calculated at close of trading on 07-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2015 |
07-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
153.18 |
152.50 |
-0.68 |
-0.4% |
152.53 |
High |
153.35 |
154.05 |
0.70 |
0.5% |
152.91 |
Low |
152.03 |
152.27 |
0.24 |
0.2% |
150.46 |
Close |
152.17 |
153.90 |
1.73 |
1.1% |
151.04 |
Range |
1.32 |
1.78 |
0.46 |
34.8% |
2.45 |
ATR |
1.37 |
1.40 |
0.04 |
2.7% |
0.00 |
Volume |
814,823 |
814,823 |
0 |
0.0% |
2,633,982 |
|
Daily Pivots for day following 07-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
158.75 |
158.10 |
154.88 |
|
R3 |
156.97 |
156.32 |
154.39 |
|
R2 |
155.19 |
155.19 |
154.23 |
|
R1 |
154.54 |
154.54 |
154.06 |
154.87 |
PP |
153.41 |
153.41 |
153.41 |
153.57 |
S1 |
152.76 |
152.76 |
153.74 |
153.09 |
S2 |
151.63 |
151.63 |
153.57 |
|
S3 |
149.85 |
150.98 |
153.41 |
|
S4 |
148.07 |
149.20 |
152.92 |
|
|
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 |
154.05 |
150.46 |
3.59 |
2.3% |
1.23 |
0.8% |
96% |
True |
False |
689,540 |
10 |
154.05 |
149.86 |
4.19 |
2.7% |
1.19 |
0.8% |
96% |
True |
False |
696,081 |
20 |
154.05 |
148.23 |
5.82 |
3.8% |
1.25 |
0.8% |
97% |
True |
False |
714,556 |
40 |
155.44 |
148.23 |
7.21 |
4.7% |
1.26 |
0.8% |
79% |
False |
False |
507,971 |
60 |
160.60 |
148.23 |
12.37 |
8.0% |
1.12 |
0.7% |
46% |
False |
False |
341,133 |
80 |
160.60 |
148.23 |
12.37 |
8.0% |
0.93 |
0.6% |
46% |
False |
False |
256,075 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
161.62 |
2.618 |
158.71 |
1.618 |
156.93 |
1.000 |
155.83 |
0.618 |
155.15 |
HIGH |
154.05 |
0.618 |
153.37 |
0.500 |
153.16 |
0.382 |
152.95 |
LOW |
152.27 |
0.618 |
151.17 |
1.000 |
150.49 |
1.618 |
149.39 |
2.618 |
147.61 |
4.250 |
144.71 |
|
|
Fisher Pivots for day following 07-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
153.65 |
153.35 |
PP |
153.41 |
152.80 |
S1 |
153.16 |
152.26 |
|