Euro Bund Future June 2015
Trading Metrics calculated at close of trading on 16-Apr-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2015 |
16-Apr-2015 |
Change |
Change % |
Previous Week |
Open |
159.47 |
159.92 |
0.45 |
0.3% |
158.95 |
High |
160.05 |
160.40 |
0.35 |
0.2% |
159.44 |
Low |
159.44 |
159.90 |
0.46 |
0.3% |
158.93 |
Close |
159.96 |
160.18 |
0.22 |
0.1% |
159.19 |
Range |
0.61 |
0.50 |
-0.11 |
-18.0% |
0.51 |
ATR |
0.56 |
0.56 |
0.00 |
-0.8% |
0.00 |
Volume |
609,389 |
486,837 |
-122,552 |
-20.1% |
1,225,139 |
|
Daily Pivots for day following 16-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
161.66 |
161.42 |
160.46 |
|
R3 |
161.16 |
160.92 |
160.32 |
|
R2 |
160.66 |
160.66 |
160.27 |
|
R1 |
160.42 |
160.42 |
160.23 |
160.54 |
PP |
160.16 |
160.16 |
160.16 |
160.22 |
S1 |
159.92 |
159.92 |
160.13 |
160.04 |
S2 |
159.66 |
159.66 |
160.09 |
|
S3 |
159.16 |
159.42 |
160.04 |
|
S4 |
158.66 |
158.92 |
159.91 |
|
|
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 |
160.40 |
159.01 |
1.39 |
0.9% |
0.44 |
0.3% |
84% |
True |
False |
485,601 |
10 |
160.40 |
158.35 |
2.05 |
1.3% |
0.46 |
0.3% |
89% |
True |
False |
452,398 |
20 |
160.40 |
157.50 |
2.90 |
1.8% |
0.52 |
0.3% |
92% |
True |
False |
469,042 |
40 |
160.40 |
155.81 |
4.59 |
2.9% |
0.63 |
0.4% |
95% |
True |
False |
458,966 |
60 |
160.40 |
153.90 |
6.50 |
4.1% |
0.63 |
0.4% |
97% |
True |
False |
307,596 |
80 |
160.40 |
152.63 |
7.77 |
4.9% |
0.58 |
0.4% |
97% |
True |
False |
230,751 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
162.53 |
2.618 |
161.71 |
1.618 |
161.21 |
1.000 |
160.90 |
0.618 |
160.71 |
HIGH |
160.40 |
0.618 |
160.21 |
0.500 |
160.15 |
0.382 |
160.09 |
LOW |
159.90 |
0.618 |
159.59 |
1.000 |
159.40 |
1.618 |
159.09 |
2.618 |
158.59 |
4.250 |
157.78 |
|
|
Fisher Pivots for day following 16-Apr-2015 |
Pivot |
1 day |
3 day |
R1 |
160.17 |
160.06 |
PP |
160.16 |
159.94 |
S1 |
160.15 |
159.82 |
|