Euro Bund Future September 2015
Trading Metrics calculated at close of trading on 10-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2015 |
10-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
153.19 |
152.09 |
-1.10 |
-0.7% |
153.18 |
High |
153.40 |
152.09 |
-1.31 |
-0.9% |
154.24 |
Low |
152.29 |
150.34 |
-1.95 |
-1.3% |
150.34 |
Close |
152.65 |
150.70 |
-1.95 |
-1.3% |
150.70 |
Range |
1.11 |
1.75 |
0.64 |
57.7% |
3.90 |
ATR |
1.36 |
1.43 |
0.07 |
5.0% |
0.00 |
Volume |
845,961 |
720,193 |
-125,768 |
-14.9% |
3,729,659 |
|
Daily Pivots for day following 10-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
156.29 |
155.25 |
151.66 |
|
R3 |
154.54 |
153.50 |
151.18 |
|
R2 |
152.79 |
152.79 |
151.02 |
|
R1 |
151.75 |
151.75 |
150.86 |
151.40 |
PP |
151.04 |
151.04 |
151.04 |
150.87 |
S1 |
150.00 |
150.00 |
150.54 |
149.65 |
S2 |
149.29 |
149.29 |
150.38 |
|
S3 |
147.54 |
148.25 |
150.22 |
|
S4 |
145.79 |
146.50 |
149.74 |
|
|
Weekly Pivots for week ending 10-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
163.46 |
160.98 |
152.85 |
|
R3 |
159.56 |
157.08 |
151.77 |
|
R2 |
155.66 |
155.66 |
151.42 |
|
R1 |
153.18 |
153.18 |
151.06 |
152.47 |
PP |
151.76 |
151.76 |
151.76 |
151.41 |
S1 |
149.28 |
149.28 |
150.34 |
148.57 |
S2 |
147.86 |
147.86 |
149.99 |
|
S3 |
143.96 |
145.38 |
149.63 |
|
S4 |
140.06 |
141.48 |
148.56 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
154.24 |
150.34 |
3.90 |
2.6% |
1.42 |
0.9% |
9% |
False |
True |
745,931 |
10 |
154.24 |
149.86 |
4.38 |
2.9% |
1.32 |
0.9% |
19% |
False |
False |
722,149 |
20 |
154.24 |
149.86 |
4.38 |
2.9% |
1.20 |
0.8% |
19% |
False |
False |
694,630 |
40 |
155.44 |
148.23 |
7.21 |
4.8% |
1.23 |
0.8% |
34% |
False |
False |
558,296 |
60 |
160.60 |
148.23 |
12.37 |
8.2% |
1.18 |
0.8% |
20% |
False |
False |
376,090 |
80 |
160.60 |
148.23 |
12.37 |
8.2% |
0.96 |
0.6% |
20% |
False |
False |
282,325 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
159.53 |
2.618 |
156.67 |
1.618 |
154.92 |
1.000 |
153.84 |
0.618 |
153.17 |
HIGH |
152.09 |
0.618 |
151.42 |
0.500 |
151.22 |
0.382 |
151.01 |
LOW |
150.34 |
0.618 |
149.26 |
1.000 |
148.59 |
1.618 |
147.51 |
2.618 |
145.76 |
4.250 |
142.90 |
|
|
Fisher Pivots for day following 10-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
151.22 |
152.29 |
PP |
151.04 |
151.76 |
S1 |
150.87 |
151.23 |
|