Euro Bund Future June 2015
Trading Metrics calculated at close of trading on 17-Apr-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2015 |
17-Apr-2015 |
Change |
Change % |
Previous Week |
Open |
159.92 |
160.32 |
0.40 |
0.3% |
159.21 |
High |
160.40 |
160.69 |
0.29 |
0.2% |
160.69 |
Low |
159.90 |
160.21 |
0.31 |
0.2% |
159.03 |
Close |
160.18 |
160.29 |
0.11 |
0.1% |
160.29 |
Range |
0.50 |
0.48 |
-0.02 |
-4.0% |
1.66 |
ATR |
0.56 |
0.56 |
0.00 |
-0.6% |
0.00 |
Volume |
486,837 |
353,245 |
-133,592 |
-27.4% |
2,395,668 |
|
Daily Pivots for day following 17-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
161.84 |
161.54 |
160.55 |
|
R3 |
161.36 |
161.06 |
160.42 |
|
R2 |
160.88 |
160.88 |
160.38 |
|
R1 |
160.58 |
160.58 |
160.33 |
160.49 |
PP |
160.40 |
160.40 |
160.40 |
160.35 |
S1 |
160.10 |
160.10 |
160.25 |
160.01 |
S2 |
159.92 |
159.92 |
160.20 |
|
S3 |
159.44 |
159.62 |
160.16 |
|
S4 |
158.96 |
159.14 |
160.03 |
|
|
Weekly Pivots for week ending 17-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
164.98 |
164.30 |
161.20 |
|
R3 |
163.32 |
162.64 |
160.75 |
|
R2 |
161.66 |
161.66 |
160.59 |
|
R1 |
160.98 |
160.98 |
160.44 |
161.32 |
PP |
160.00 |
160.00 |
160.00 |
160.18 |
S1 |
159.32 |
159.32 |
160.14 |
159.66 |
S2 |
158.34 |
158.34 |
159.99 |
|
S3 |
156.68 |
157.66 |
159.83 |
|
S4 |
155.02 |
156.00 |
159.38 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
160.69 |
159.03 |
1.66 |
1.0% |
0.47 |
0.3% |
76% |
True |
False |
479,133 |
10 |
160.69 |
158.56 |
2.13 |
1.3% |
0.45 |
0.3% |
81% |
True |
False |
430,498 |
20 |
160.69 |
157.62 |
3.07 |
1.9% |
0.53 |
0.3% |
87% |
True |
False |
449,963 |
40 |
160.69 |
155.81 |
4.88 |
3.0% |
0.62 |
0.4% |
92% |
True |
False |
467,493 |
60 |
160.69 |
153.90 |
6.79 |
4.2% |
0.64 |
0.4% |
94% |
True |
False |
313,481 |
80 |
160.69 |
152.64 |
8.05 |
5.0% |
0.58 |
0.4% |
95% |
True |
False |
235,166 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
162.73 |
2.618 |
161.95 |
1.618 |
161.47 |
1.000 |
161.17 |
0.618 |
160.99 |
HIGH |
160.69 |
0.618 |
160.51 |
0.500 |
160.45 |
0.382 |
160.39 |
LOW |
160.21 |
0.618 |
159.91 |
1.000 |
159.73 |
1.618 |
159.43 |
2.618 |
158.95 |
4.250 |
158.17 |
|
|
Fisher Pivots for day following 17-Apr-2015 |
Pivot |
1 day |
3 day |
R1 |
160.45 |
160.22 |
PP |
160.40 |
160.14 |
S1 |
160.34 |
160.07 |
|