Euro Bund Future June 2015
Trading Metrics calculated at close of trading on 13-Apr-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2015 |
13-Apr-2015 |
Change |
Change % |
Previous Week |
Open |
159.04 |
159.21 |
0.17 |
0.1% |
158.95 |
High |
159.37 |
159.40 |
0.03 |
0.0% |
159.44 |
Low |
159.01 |
159.03 |
0.02 |
0.0% |
158.93 |
Close |
159.19 |
159.20 |
0.01 |
0.0% |
159.19 |
Range |
0.36 |
0.37 |
0.01 |
2.8% |
0.51 |
ATR |
0.59 |
0.57 |
-0.02 |
-2.6% |
0.00 |
Volume |
385,582 |
455,024 |
69,442 |
18.0% |
1,225,139 |
|
Daily Pivots for day following 13-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
160.32 |
160.13 |
159.40 |
|
R3 |
159.95 |
159.76 |
159.30 |
|
R2 |
159.58 |
159.58 |
159.27 |
|
R1 |
159.39 |
159.39 |
159.23 |
159.30 |
PP |
159.21 |
159.21 |
159.21 |
159.17 |
S1 |
159.02 |
159.02 |
159.17 |
158.93 |
S2 |
158.84 |
158.84 |
159.13 |
|
S3 |
158.47 |
158.65 |
159.10 |
|
S4 |
158.10 |
158.28 |
159.00 |
|
|
Weekly Pivots for week ending 10-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
160.72 |
160.46 |
159.47 |
|
R3 |
160.21 |
159.95 |
159.33 |
|
R2 |
159.70 |
159.70 |
159.28 |
|
R1 |
159.44 |
159.44 |
159.24 |
159.57 |
PP |
159.19 |
159.19 |
159.19 |
159.25 |
S1 |
158.93 |
158.93 |
159.14 |
159.06 |
S2 |
158.68 |
158.68 |
159.10 |
|
S3 |
158.17 |
158.42 |
159.05 |
|
S4 |
157.66 |
157.91 |
158.91 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
159.44 |
158.62 |
0.82 |
0.5% |
0.38 |
0.2% |
71% |
False |
False |
393,023 |
10 |
159.44 |
158.05 |
1.39 |
0.9% |
0.45 |
0.3% |
83% |
False |
False |
435,826 |
20 |
159.44 |
157.46 |
1.98 |
1.2% |
0.56 |
0.3% |
88% |
False |
False |
468,789 |
40 |
159.44 |
155.81 |
3.63 |
2.3% |
0.63 |
0.4% |
93% |
False |
False |
420,179 |
60 |
159.44 |
153.90 |
5.54 |
3.5% |
0.63 |
0.4% |
96% |
False |
False |
281,174 |
80 |
159.44 |
152.03 |
7.41 |
4.7% |
0.57 |
0.4% |
97% |
False |
False |
210,911 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
160.97 |
2.618 |
160.37 |
1.618 |
160.00 |
1.000 |
159.77 |
0.618 |
159.63 |
HIGH |
159.40 |
0.618 |
159.26 |
0.500 |
159.22 |
0.382 |
159.17 |
LOW |
159.03 |
0.618 |
158.80 |
1.000 |
158.66 |
1.618 |
158.43 |
2.618 |
158.06 |
4.250 |
157.46 |
|
|
Fisher Pivots for day following 13-Apr-2015 |
Pivot |
1 day |
3 day |
R1 |
159.22 |
159.22 |
PP |
159.21 |
159.21 |
S1 |
159.21 |
159.21 |
|