Euro Bund Future September 2015
Trading Metrics calculated at close of trading on 29-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2015 |
29-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
151.03 |
152.53 |
1.50 |
1.0% |
151.75 |
High |
151.10 |
152.91 |
1.81 |
1.2% |
151.79 |
Low |
149.86 |
151.13 |
1.27 |
0.8% |
149.86 |
Close |
150.19 |
151.77 |
1.58 |
1.1% |
150.19 |
Range |
1.24 |
1.78 |
0.54 |
43.5% |
1.93 |
ATR |
1.24 |
1.34 |
0.11 |
8.6% |
0.00 |
Volume |
857,855 |
815,924 |
-41,931 |
-4.9% |
3,366,646 |
|
Daily Pivots for day following 29-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
157.28 |
156.30 |
152.75 |
|
R3 |
155.50 |
154.52 |
152.26 |
|
R2 |
153.72 |
153.72 |
152.10 |
|
R1 |
152.74 |
152.74 |
151.93 |
152.34 |
PP |
151.94 |
151.94 |
151.94 |
151.74 |
S1 |
150.96 |
150.96 |
151.61 |
150.56 |
S2 |
150.16 |
150.16 |
151.44 |
|
S3 |
148.38 |
149.18 |
151.28 |
|
S4 |
146.60 |
147.40 |
150.79 |
|
|
Weekly Pivots for week ending 26-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
156.40 |
155.23 |
151.25 |
|
R3 |
154.47 |
153.30 |
150.72 |
|
R2 |
152.54 |
152.54 |
150.54 |
|
R1 |
151.37 |
151.37 |
150.37 |
150.99 |
PP |
150.61 |
150.61 |
150.61 |
150.43 |
S1 |
149.44 |
149.44 |
150.01 |
149.06 |
S2 |
148.68 |
148.68 |
149.84 |
|
S3 |
146.75 |
147.51 |
149.66 |
|
S4 |
144.82 |
145.58 |
149.13 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
152.91 |
149.86 |
3.05 |
2.0% |
1.16 |
0.8% |
63% |
True |
False |
702,622 |
10 |
152.91 |
149.86 |
3.05 |
2.0% |
1.16 |
0.8% |
63% |
True |
False |
688,565 |
20 |
154.57 |
148.23 |
6.34 |
4.2% |
1.43 |
0.9% |
56% |
False |
False |
762,978 |
40 |
156.60 |
148.23 |
8.37 |
5.5% |
1.32 |
0.9% |
42% |
False |
False |
424,383 |
60 |
160.60 |
148.23 |
12.37 |
8.2% |
1.05 |
0.7% |
29% |
False |
False |
283,708 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
160.48 |
2.618 |
157.57 |
1.618 |
155.79 |
1.000 |
154.69 |
0.618 |
154.01 |
HIGH |
152.91 |
0.618 |
152.23 |
0.500 |
152.02 |
0.382 |
151.81 |
LOW |
151.13 |
0.618 |
150.03 |
1.000 |
149.35 |
1.618 |
148.25 |
2.618 |
146.47 |
4.250 |
143.57 |
|
|
Fisher Pivots for day following 29-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
152.02 |
151.64 |
PP |
151.94 |
151.51 |
S1 |
151.85 |
151.39 |
|