Euro Bund Future September 2015
Trading Metrics calculated at close of trading on 09-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2015 |
09-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
153.45 |
153.19 |
-0.26 |
-0.2% |
152.53 |
High |
154.24 |
153.40 |
-0.84 |
-0.5% |
152.91 |
Low |
153.10 |
152.29 |
-0.81 |
-0.5% |
150.46 |
Close |
153.22 |
152.65 |
-0.57 |
-0.4% |
151.04 |
Range |
1.14 |
1.11 |
-0.03 |
-2.6% |
2.45 |
ATR |
1.38 |
1.36 |
-0.02 |
-1.4% |
0.00 |
Volume |
533,859 |
845,961 |
312,102 |
58.5% |
2,633,982 |
|
Daily Pivots for day following 09-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
156.11 |
155.49 |
153.26 |
|
R3 |
155.00 |
154.38 |
152.96 |
|
R2 |
153.89 |
153.89 |
152.85 |
|
R1 |
153.27 |
153.27 |
152.75 |
153.03 |
PP |
152.78 |
152.78 |
152.78 |
152.66 |
S1 |
152.16 |
152.16 |
152.55 |
151.92 |
S2 |
151.67 |
151.67 |
152.45 |
|
S3 |
150.56 |
151.05 |
152.34 |
|
S4 |
149.45 |
149.94 |
152.04 |
|
|
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 |
154.24 |
150.46 |
3.78 |
2.5% |
1.24 |
0.8% |
58% |
False |
False |
683,088 |
10 |
154.24 |
149.86 |
4.38 |
2.9% |
1.24 |
0.8% |
64% |
False |
False |
709,207 |
20 |
154.24 |
148.66 |
5.58 |
3.7% |
1.22 |
0.8% |
72% |
False |
False |
702,099 |
40 |
155.44 |
148.23 |
7.21 |
4.7% |
1.24 |
0.8% |
61% |
False |
False |
541,278 |
60 |
160.60 |
148.23 |
12.37 |
8.1% |
1.15 |
0.8% |
36% |
False |
False |
364,101 |
80 |
160.60 |
148.23 |
12.37 |
8.1% |
0.94 |
0.6% |
36% |
False |
False |
273,323 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
158.12 |
2.618 |
156.31 |
1.618 |
155.20 |
1.000 |
154.51 |
0.618 |
154.09 |
HIGH |
153.40 |
0.618 |
152.98 |
0.500 |
152.85 |
0.382 |
152.71 |
LOW |
152.29 |
0.618 |
151.60 |
1.000 |
151.18 |
1.618 |
150.49 |
2.618 |
149.38 |
4.250 |
147.57 |
|
|
Fisher Pivots for day following 09-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
152.85 |
153.26 |
PP |
152.78 |
153.05 |
S1 |
152.72 |
152.85 |
|