Euro Bund Future September 2015
Trading Metrics calculated at close of trading on 08-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2015 |
08-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
152.50 |
153.45 |
0.95 |
0.6% |
152.53 |
High |
154.05 |
154.24 |
0.19 |
0.1% |
152.91 |
Low |
152.27 |
153.10 |
0.83 |
0.5% |
150.46 |
Close |
153.90 |
153.22 |
-0.68 |
-0.4% |
151.04 |
Range |
1.78 |
1.14 |
-0.64 |
-36.0% |
2.45 |
ATR |
1.40 |
1.38 |
-0.02 |
-1.3% |
0.00 |
Volume |
814,823 |
533,859 |
-280,964 |
-34.5% |
2,633,982 |
|
Daily Pivots for day following 08-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
156.94 |
156.22 |
153.85 |
|
R3 |
155.80 |
155.08 |
153.53 |
|
R2 |
154.66 |
154.66 |
153.43 |
|
R1 |
153.94 |
153.94 |
153.32 |
153.73 |
PP |
153.52 |
153.52 |
153.52 |
153.42 |
S1 |
152.80 |
152.80 |
153.12 |
152.59 |
S2 |
152.38 |
152.38 |
153.01 |
|
S3 |
151.24 |
151.66 |
152.91 |
|
S4 |
150.10 |
150.52 |
152.59 |
|
|
Weekly Pivots for week ending 03-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
158.82 |
157.38 |
152.39 |
|
R3 |
156.37 |
154.93 |
151.71 |
|
R2 |
153.92 |
153.92 |
151.49 |
|
R1 |
152.48 |
152.48 |
151.26 |
151.98 |
PP |
151.47 |
151.47 |
151.47 |
151.22 |
S1 |
150.03 |
150.03 |
150.82 |
149.53 |
S2 |
149.02 |
149.02 |
150.59 |
|
S3 |
146.57 |
147.58 |
150.37 |
|
S4 |
144.12 |
145.13 |
149.69 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
154.24 |
150.46 |
3.78 |
2.5% |
1.24 |
0.8% |
73% |
True |
False |
652,100 |
10 |
154.24 |
149.86 |
4.38 |
2.9% |
1.22 |
0.8% |
77% |
True |
False |
689,624 |
20 |
154.24 |
148.23 |
6.01 |
3.9% |
1.23 |
0.8% |
83% |
True |
False |
703,281 |
40 |
155.44 |
148.23 |
7.21 |
4.7% |
1.24 |
0.8% |
69% |
False |
False |
520,920 |
60 |
160.60 |
148.23 |
12.37 |
8.1% |
1.14 |
0.7% |
40% |
False |
False |
350,006 |
80 |
160.60 |
148.23 |
12.37 |
8.1% |
0.94 |
0.6% |
40% |
False |
False |
262,748 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
159.09 |
2.618 |
157.22 |
1.618 |
156.08 |
1.000 |
155.38 |
0.618 |
154.94 |
HIGH |
154.24 |
0.618 |
153.80 |
0.500 |
153.67 |
0.382 |
153.54 |
LOW |
153.10 |
0.618 |
152.40 |
1.000 |
151.96 |
1.618 |
151.26 |
2.618 |
150.12 |
4.250 |
148.26 |
|
|
Fisher Pivots for day following 08-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
153.67 |
153.19 |
PP |
153.52 |
153.16 |
S1 |
153.37 |
153.14 |
|