Euro Bund Future September 2015
Trading Metrics calculated at close of trading on 22-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2015 |
22-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
151.43 |
151.75 |
0.32 |
0.2% |
151.38 |
High |
152.22 |
151.79 |
-0.43 |
-0.3% |
152.47 |
Low |
151.38 |
150.29 |
-1.09 |
-0.7% |
150.60 |
Close |
152.04 |
150.36 |
-1.68 |
-1.1% |
152.04 |
Range |
0.84 |
1.50 |
0.66 |
78.6% |
1.87 |
ATR |
1.28 |
1.31 |
0.03 |
2.6% |
0.00 |
Volume |
814,018 |
669,460 |
-144,558 |
-17.8% |
3,490,202 |
|
Daily Pivots for day following 22-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
155.31 |
154.34 |
151.19 |
|
R3 |
153.81 |
152.84 |
150.77 |
|
R2 |
152.31 |
152.31 |
150.64 |
|
R1 |
151.34 |
151.34 |
150.50 |
151.08 |
PP |
150.81 |
150.81 |
150.81 |
150.68 |
S1 |
149.84 |
149.84 |
150.22 |
149.58 |
S2 |
149.31 |
149.31 |
150.09 |
|
S3 |
147.81 |
148.34 |
149.95 |
|
S4 |
146.31 |
146.84 |
149.54 |
|
|
Weekly Pivots for week ending 19-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
157.31 |
156.55 |
153.07 |
|
R3 |
155.44 |
154.68 |
152.55 |
|
R2 |
153.57 |
153.57 |
152.38 |
|
R1 |
152.81 |
152.81 |
152.21 |
153.19 |
PP |
151.70 |
151.70 |
151.70 |
151.90 |
S1 |
150.94 |
150.94 |
151.87 |
151.32 |
S2 |
149.83 |
149.83 |
151.70 |
|
S3 |
147.96 |
149.07 |
151.53 |
|
S4 |
146.09 |
147.20 |
151.01 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
152.47 |
150.29 |
2.18 |
1.4% |
1.16 |
0.8% |
3% |
False |
True |
674,508 |
10 |
152.47 |
148.23 |
4.24 |
2.8% |
1.30 |
0.9% |
50% |
False |
False |
733,032 |
20 |
155.44 |
148.23 |
7.21 |
4.8% |
1.34 |
0.9% |
30% |
False |
False |
651,815 |
40 |
159.50 |
148.23 |
11.27 |
7.5% |
1.28 |
0.9% |
19% |
False |
False |
337,122 |
60 |
160.60 |
148.23 |
12.37 |
8.2% |
0.97 |
0.6% |
17% |
False |
False |
225,283 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
158.17 |
2.618 |
155.72 |
1.618 |
154.22 |
1.000 |
153.29 |
0.618 |
152.72 |
HIGH |
151.79 |
0.618 |
151.22 |
0.500 |
151.04 |
0.382 |
150.86 |
LOW |
150.29 |
0.618 |
149.36 |
1.000 |
148.79 |
1.618 |
147.86 |
2.618 |
146.36 |
4.250 |
143.92 |
|
|
Fisher Pivots for day following 22-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
151.04 |
151.38 |
PP |
150.81 |
151.04 |
S1 |
150.59 |
150.70 |
|