Euro Bund Future June 2015
Trading Metrics calculated at close of trading on 15-Apr-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2015 |
15-Apr-2015 |
Change |
Change % |
Previous Week |
Open |
159.35 |
159.47 |
0.12 |
0.1% |
158.95 |
High |
159.62 |
160.05 |
0.43 |
0.3% |
159.44 |
Low |
159.24 |
159.44 |
0.20 |
0.1% |
158.93 |
Close |
159.54 |
159.96 |
0.42 |
0.3% |
159.19 |
Range |
0.38 |
0.61 |
0.23 |
60.5% |
0.51 |
ATR |
0.56 |
0.56 |
0.00 |
0.6% |
0.00 |
Volume |
491,173 |
609,389 |
118,216 |
24.1% |
1,225,139 |
|
Daily Pivots for day following 15-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
161.65 |
161.41 |
160.30 |
|
R3 |
161.04 |
160.80 |
160.13 |
|
R2 |
160.43 |
160.43 |
160.07 |
|
R1 |
160.19 |
160.19 |
160.02 |
160.31 |
PP |
159.82 |
159.82 |
159.82 |
159.88 |
S1 |
159.58 |
159.58 |
159.90 |
159.70 |
S2 |
159.21 |
159.21 |
159.85 |
|
S3 |
158.60 |
158.97 |
159.79 |
|
S4 |
157.99 |
158.36 |
159.62 |
|
|
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 |
160.05 |
159.00 |
1.05 |
0.7% |
0.43 |
0.3% |
91% |
True |
False |
465,264 |
10 |
160.05 |
158.35 |
1.70 |
1.1% |
0.46 |
0.3% |
95% |
True |
False |
453,357 |
20 |
160.05 |
157.46 |
2.59 |
1.6% |
0.53 |
0.3% |
97% |
True |
False |
468,595 |
40 |
160.05 |
155.81 |
4.24 |
2.7% |
0.63 |
0.4% |
98% |
True |
False |
447,439 |
60 |
160.05 |
153.90 |
6.15 |
3.8% |
0.63 |
0.4% |
99% |
True |
False |
299,488 |
80 |
160.05 |
152.53 |
7.52 |
4.7% |
0.57 |
0.4% |
99% |
True |
False |
224,665 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
162.64 |
2.618 |
161.65 |
1.618 |
161.04 |
1.000 |
160.66 |
0.618 |
160.43 |
HIGH |
160.05 |
0.618 |
159.82 |
0.500 |
159.75 |
0.382 |
159.67 |
LOW |
159.44 |
0.618 |
159.06 |
1.000 |
158.83 |
1.618 |
158.45 |
2.618 |
157.84 |
4.250 |
156.85 |
|
|
Fisher Pivots for day following 15-Apr-2015 |
Pivot |
1 day |
3 day |
R1 |
159.89 |
159.82 |
PP |
159.82 |
159.68 |
S1 |
159.75 |
159.54 |
|