Euro Bund Future September 2015
Trading Metrics calculated at close of trading on 10-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2015 |
10-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
150.67 |
149.41 |
-1.26 |
-0.8% |
155.09 |
High |
150.83 |
149.64 |
-1.19 |
-0.8% |
155.44 |
Low |
149.34 |
148.23 |
-1.11 |
-0.7% |
148.87 |
Close |
149.41 |
148.98 |
-0.43 |
-0.3% |
151.08 |
Range |
1.49 |
1.41 |
-0.08 |
-5.4% |
6.57 |
ATR |
1.32 |
1.33 |
0.01 |
0.5% |
0.00 |
Volume |
759,370 |
869,586 |
110,216 |
14.5% |
4,406,620 |
|
Daily Pivots for day following 10-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
153.18 |
152.49 |
149.76 |
|
R3 |
151.77 |
151.08 |
149.37 |
|
R2 |
150.36 |
150.36 |
149.24 |
|
R1 |
149.67 |
149.67 |
149.11 |
149.31 |
PP |
148.95 |
148.95 |
148.95 |
148.77 |
S1 |
148.26 |
148.26 |
148.85 |
147.90 |
S2 |
147.54 |
147.54 |
148.72 |
|
S3 |
146.13 |
146.85 |
148.59 |
|
S4 |
144.72 |
145.44 |
148.20 |
|
|
Weekly Pivots for week ending 05-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
171.51 |
167.86 |
154.69 |
|
R3 |
164.94 |
161.29 |
152.89 |
|
R2 |
158.37 |
158.37 |
152.28 |
|
R1 |
154.72 |
154.72 |
151.68 |
153.26 |
PP |
151.80 |
151.80 |
151.80 |
151.07 |
S1 |
148.15 |
148.15 |
150.48 |
146.69 |
S2 |
145.23 |
145.23 |
149.88 |
|
S3 |
138.66 |
141.58 |
149.27 |
|
S4 |
132.09 |
135.01 |
147.47 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
151.28 |
148.23 |
3.05 |
2.0% |
1.52 |
1.0% |
25% |
False |
True |
779,856 |
10 |
155.44 |
148.23 |
7.21 |
4.8% |
1.50 |
1.0% |
10% |
False |
True |
718,271 |
20 |
155.44 |
148.23 |
7.21 |
4.8% |
1.26 |
0.8% |
10% |
False |
True |
380,456 |
40 |
160.60 |
148.23 |
12.37 |
8.3% |
1.12 |
0.8% |
6% |
False |
True |
195,101 |
60 |
160.60 |
148.23 |
12.37 |
8.3% |
0.85 |
0.6% |
6% |
False |
True |
130,397 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
155.63 |
2.618 |
153.33 |
1.618 |
151.92 |
1.000 |
151.05 |
0.618 |
150.51 |
HIGH |
149.64 |
0.618 |
149.10 |
0.500 |
148.94 |
0.382 |
148.77 |
LOW |
148.23 |
0.618 |
147.36 |
1.000 |
146.82 |
1.618 |
145.95 |
2.618 |
144.54 |
4.250 |
142.24 |
|
|
Fisher Pivots for day following 10-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
148.97 |
149.74 |
PP |
148.95 |
149.48 |
S1 |
148.94 |
149.23 |
|