Euro Bund Future June 2015
Trading Metrics calculated at close of trading on 21-Apr-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2015 |
21-Apr-2015 |
Change |
Change % |
Previous Week |
Open |
160.34 |
160.36 |
0.02 |
0.0% |
159.21 |
High |
160.51 |
160.44 |
-0.07 |
0.0% |
160.69 |
Low |
160.24 |
159.82 |
-0.42 |
-0.3% |
159.03 |
Close |
160.36 |
160.00 |
-0.36 |
-0.2% |
160.29 |
Range |
0.27 |
0.62 |
0.35 |
129.6% |
1.66 |
ATR |
0.53 |
0.54 |
0.01 |
1.1% |
0.00 |
Volume |
507,052 |
717,074 |
210,022 |
41.4% |
2,395,668 |
|
Daily Pivots for day following 21-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
161.95 |
161.59 |
160.34 |
|
R3 |
161.33 |
160.97 |
160.17 |
|
R2 |
160.71 |
160.71 |
160.11 |
|
R1 |
160.35 |
160.35 |
160.06 |
160.22 |
PP |
160.09 |
160.09 |
160.09 |
160.02 |
S1 |
159.73 |
159.73 |
159.94 |
159.60 |
S2 |
159.47 |
159.47 |
159.89 |
|
S3 |
158.85 |
159.11 |
159.83 |
|
S4 |
158.23 |
158.49 |
159.66 |
|
|
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 |
159.44 |
1.25 |
0.8% |
0.50 |
0.3% |
45% |
False |
False |
534,719 |
10 |
160.69 |
158.93 |
1.76 |
1.1% |
0.43 |
0.3% |
61% |
False |
False |
484,493 |
20 |
160.69 |
158.05 |
2.64 |
1.7% |
0.47 |
0.3% |
74% |
False |
False |
466,340 |
40 |
160.69 |
155.81 |
4.88 |
3.1% |
0.62 |
0.4% |
86% |
False |
False |
497,487 |
60 |
160.69 |
155.69 |
5.00 |
3.1% |
0.61 |
0.4% |
86% |
False |
False |
333,855 |
80 |
160.69 |
152.75 |
7.94 |
5.0% |
0.57 |
0.4% |
91% |
False |
False |
250,467 |
100 |
160.69 |
151.00 |
9.69 |
6.1% |
0.51 |
0.3% |
93% |
False |
False |
200,383 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
163.08 |
2.618 |
162.06 |
1.618 |
161.44 |
1.000 |
161.06 |
0.618 |
160.82 |
HIGH |
160.44 |
0.618 |
160.20 |
0.500 |
160.13 |
0.382 |
160.06 |
LOW |
159.82 |
0.618 |
159.44 |
1.000 |
159.20 |
1.618 |
158.82 |
2.618 |
158.20 |
4.250 |
157.19 |
|
|
Fisher Pivots for day following 21-Apr-2015 |
Pivot |
1 day |
3 day |
R1 |
160.13 |
160.26 |
PP |
160.09 |
160.17 |
S1 |
160.04 |
160.09 |
|