Euro Bund Future September 2015
| Trading Metrics calculated at close of trading on 27-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2015 |
27-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
158.20 |
158.24 |
0.04 |
0.0% |
158.55 |
| High |
158.24 |
158.44 |
0.20 |
0.1% |
158.71 |
| Low |
158.10 |
158.05 |
-0.05 |
0.0% |
158.05 |
| Close |
158.23 |
158.39 |
0.16 |
0.1% |
158.39 |
| Range |
0.14 |
0.39 |
0.25 |
178.6% |
0.66 |
| ATR |
0.64 |
0.63 |
-0.02 |
-2.8% |
0.00 |
| Volume |
1,406 |
2,638 |
1,232 |
87.6% |
10,731 |
|
| Daily Pivots for day following 27-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
159.46 |
159.32 |
158.60 |
|
| R3 |
159.07 |
158.93 |
158.50 |
|
| R2 |
158.68 |
158.68 |
158.46 |
|
| R1 |
158.54 |
158.54 |
158.43 |
158.61 |
| PP |
158.29 |
158.29 |
158.29 |
158.33 |
| S1 |
158.15 |
158.15 |
158.35 |
158.22 |
| S2 |
157.90 |
157.90 |
158.32 |
|
| S3 |
157.51 |
157.76 |
158.28 |
|
| S4 |
157.12 |
157.37 |
158.18 |
|
|
| Weekly Pivots for week ending 27-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
160.36 |
160.04 |
158.75 |
|
| R3 |
159.70 |
159.38 |
158.57 |
|
| R2 |
159.04 |
159.04 |
158.51 |
|
| R1 |
158.72 |
158.72 |
158.45 |
158.55 |
| PP |
158.38 |
158.38 |
158.38 |
158.30 |
| S1 |
158.06 |
158.06 |
158.33 |
157.89 |
| S2 |
157.72 |
157.72 |
158.27 |
|
| S3 |
157.06 |
157.40 |
158.21 |
|
| S4 |
156.40 |
156.74 |
158.03 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
160.10 |
|
2.618 |
159.46 |
|
1.618 |
159.07 |
|
1.000 |
158.83 |
|
0.618 |
158.68 |
|
HIGH |
158.44 |
|
0.618 |
158.29 |
|
0.500 |
158.25 |
|
0.382 |
158.20 |
|
LOW |
158.05 |
|
0.618 |
157.81 |
|
1.000 |
157.66 |
|
1.618 |
157.42 |
|
2.618 |
157.03 |
|
4.250 |
156.39 |
|
|
| Fisher Pivots for day following 27-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
158.34 |
158.34 |
| PP |
158.29 |
158.29 |
| S1 |
158.25 |
158.25 |
|