Euro Bund Future June 2015
Trading Metrics calculated at close of trading on 22-Apr-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2015 |
22-Apr-2015 |
Change |
Change % |
Previous Week |
Open |
160.36 |
159.98 |
-0.38 |
-0.2% |
159.21 |
High |
160.44 |
160.18 |
-0.26 |
-0.2% |
160.69 |
Low |
159.82 |
159.11 |
-0.71 |
-0.4% |
159.03 |
Close |
160.00 |
159.19 |
-0.81 |
-0.5% |
160.29 |
Range |
0.62 |
1.07 |
0.45 |
72.6% |
1.66 |
ATR |
0.54 |
0.58 |
0.04 |
7.0% |
0.00 |
Volume |
717,074 |
613,870 |
-103,204 |
-14.4% |
2,395,668 |
|
Daily Pivots for day following 22-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
162.70 |
162.02 |
159.78 |
|
R3 |
161.63 |
160.95 |
159.48 |
|
R2 |
160.56 |
160.56 |
159.39 |
|
R1 |
159.88 |
159.88 |
159.29 |
159.69 |
PP |
159.49 |
159.49 |
159.49 |
159.40 |
S1 |
158.81 |
158.81 |
159.09 |
158.62 |
S2 |
158.42 |
158.42 |
158.99 |
|
S3 |
157.35 |
157.74 |
158.90 |
|
S4 |
156.28 |
156.67 |
158.60 |
|
|
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 |
159.11 |
1.58 |
1.0% |
0.59 |
0.4% |
5% |
False |
True |
535,615 |
10 |
160.69 |
159.00 |
1.69 |
1.1% |
0.51 |
0.3% |
11% |
False |
False |
500,439 |
20 |
160.69 |
158.05 |
2.64 |
1.7% |
0.51 |
0.3% |
43% |
False |
False |
475,502 |
40 |
160.69 |
155.81 |
4.88 |
3.1% |
0.62 |
0.4% |
69% |
False |
False |
511,613 |
60 |
160.69 |
155.69 |
5.00 |
3.1% |
0.61 |
0.4% |
70% |
False |
False |
344,078 |
80 |
160.69 |
152.97 |
7.72 |
4.8% |
0.58 |
0.4% |
81% |
False |
False |
258,140 |
100 |
160.69 |
151.00 |
9.69 |
6.1% |
0.52 |
0.3% |
85% |
False |
False |
206,522 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
164.73 |
2.618 |
162.98 |
1.618 |
161.91 |
1.000 |
161.25 |
0.618 |
160.84 |
HIGH |
160.18 |
0.618 |
159.77 |
0.500 |
159.65 |
0.382 |
159.52 |
LOW |
159.11 |
0.618 |
158.45 |
1.000 |
158.04 |
1.618 |
157.38 |
2.618 |
156.31 |
4.250 |
154.56 |
|
|
Fisher Pivots for day following 22-Apr-2015 |
Pivot |
1 day |
3 day |
R1 |
159.65 |
159.81 |
PP |
159.49 |
159.60 |
S1 |
159.34 |
159.40 |
|