Euro Bund Future June 2015
Trading Metrics calculated at close of trading on 23-Apr-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2015 |
23-Apr-2015 |
Change |
Change % |
Previous Week |
Open |
159.98 |
159.24 |
-0.74 |
-0.5% |
159.21 |
High |
160.18 |
159.58 |
-0.60 |
-0.4% |
160.69 |
Low |
159.11 |
159.02 |
-0.09 |
-0.1% |
159.03 |
Close |
159.19 |
159.17 |
-0.02 |
0.0% |
160.29 |
Range |
1.07 |
0.56 |
-0.51 |
-47.7% |
1.66 |
ATR |
0.58 |
0.58 |
0.00 |
-0.2% |
0.00 |
Volume |
613,870 |
548,828 |
-65,042 |
-10.6% |
2,395,668 |
|
Daily Pivots for day following 23-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
160.94 |
160.61 |
159.48 |
|
R3 |
160.38 |
160.05 |
159.32 |
|
R2 |
159.82 |
159.82 |
159.27 |
|
R1 |
159.49 |
159.49 |
159.22 |
159.38 |
PP |
159.26 |
159.26 |
159.26 |
159.20 |
S1 |
158.93 |
158.93 |
159.12 |
158.82 |
S2 |
158.70 |
158.70 |
159.07 |
|
S3 |
158.14 |
158.37 |
159.02 |
|
S4 |
157.58 |
157.81 |
158.86 |
|
|
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 |
159.02 |
1.67 |
1.0% |
0.60 |
0.4% |
9% |
False |
True |
548,013 |
10 |
160.69 |
159.01 |
1.68 |
1.1% |
0.52 |
0.3% |
10% |
False |
False |
516,807 |
20 |
160.69 |
158.05 |
2.64 |
1.7% |
0.50 |
0.3% |
42% |
False |
False |
478,339 |
40 |
160.69 |
155.81 |
4.88 |
3.1% |
0.62 |
0.4% |
69% |
False |
False |
524,917 |
60 |
160.69 |
155.69 |
5.00 |
3.1% |
0.60 |
0.4% |
70% |
False |
False |
353,198 |
80 |
160.69 |
153.04 |
7.65 |
4.8% |
0.59 |
0.4% |
80% |
False |
False |
265,000 |
100 |
160.69 |
151.01 |
9.68 |
6.1% |
0.52 |
0.3% |
84% |
False |
False |
212,010 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
161.96 |
2.618 |
161.05 |
1.618 |
160.49 |
1.000 |
160.14 |
0.618 |
159.93 |
HIGH |
159.58 |
0.618 |
159.37 |
0.500 |
159.30 |
0.382 |
159.23 |
LOW |
159.02 |
0.618 |
158.67 |
1.000 |
158.46 |
1.618 |
158.11 |
2.618 |
157.55 |
4.250 |
156.64 |
|
|
Fisher Pivots for day following 23-Apr-2015 |
Pivot |
1 day |
3 day |
R1 |
159.30 |
159.73 |
PP |
159.26 |
159.54 |
S1 |
159.21 |
159.36 |
|