Euro Bund Future June 2015
Trading Metrics calculated at close of trading on 20-Apr-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2015 |
20-Apr-2015 |
Change |
Change % |
Previous Week |
Open |
160.32 |
160.34 |
0.02 |
0.0% |
159.21 |
High |
160.69 |
160.51 |
-0.18 |
-0.1% |
160.69 |
Low |
160.21 |
160.24 |
0.03 |
0.0% |
159.03 |
Close |
160.29 |
160.36 |
0.07 |
0.0% |
160.29 |
Range |
0.48 |
0.27 |
-0.21 |
-43.8% |
1.66 |
ATR |
0.56 |
0.53 |
-0.02 |
-3.7% |
0.00 |
Volume |
353,245 |
507,052 |
153,807 |
43.5% |
2,395,668 |
|
Daily Pivots for day following 20-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
161.18 |
161.04 |
160.51 |
|
R3 |
160.91 |
160.77 |
160.43 |
|
R2 |
160.64 |
160.64 |
160.41 |
|
R1 |
160.50 |
160.50 |
160.38 |
160.57 |
PP |
160.37 |
160.37 |
160.37 |
160.41 |
S1 |
160.23 |
160.23 |
160.34 |
160.30 |
S2 |
160.10 |
160.10 |
160.31 |
|
S3 |
159.83 |
159.96 |
160.29 |
|
S4 |
159.56 |
159.69 |
160.21 |
|
|
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 |
159.24 |
1.45 |
0.9% |
0.45 |
0.3% |
77% |
False |
False |
489,539 |
10 |
160.69 |
158.62 |
2.07 |
1.3% |
0.41 |
0.3% |
84% |
False |
False |
441,281 |
20 |
160.69 |
158.05 |
2.64 |
1.6% |
0.47 |
0.3% |
88% |
False |
False |
448,948 |
40 |
160.69 |
155.81 |
4.88 |
3.0% |
0.62 |
0.4% |
93% |
False |
False |
480,074 |
60 |
160.69 |
153.90 |
6.79 |
4.2% |
0.63 |
0.4% |
95% |
False |
False |
321,927 |
80 |
160.69 |
152.64 |
8.05 |
5.0% |
0.57 |
0.4% |
96% |
False |
False |
241,504 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
161.66 |
2.618 |
161.22 |
1.618 |
160.95 |
1.000 |
160.78 |
0.618 |
160.68 |
HIGH |
160.51 |
0.618 |
160.41 |
0.500 |
160.38 |
0.382 |
160.34 |
LOW |
160.24 |
0.618 |
160.07 |
1.000 |
159.97 |
1.618 |
159.80 |
2.618 |
159.53 |
4.250 |
159.09 |
|
|
Fisher Pivots for day following 20-Apr-2015 |
Pivot |
1 day |
3 day |
R1 |
160.38 |
160.34 |
PP |
160.37 |
160.32 |
S1 |
160.37 |
160.30 |
|