Euro Bund Future June 2015
Trading Metrics calculated at close of trading on 24-Apr-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2015 |
24-Apr-2015 |
Change |
Change % |
Previous Week |
Open |
159.24 |
159.17 |
-0.07 |
0.0% |
160.34 |
High |
159.58 |
159.38 |
-0.20 |
-0.1% |
160.51 |
Low |
159.02 |
158.93 |
-0.09 |
-0.1% |
158.93 |
Close |
159.17 |
159.29 |
0.12 |
0.1% |
159.29 |
Range |
0.56 |
0.45 |
-0.11 |
-19.6% |
1.58 |
ATR |
0.58 |
0.57 |
-0.01 |
-1.6% |
0.00 |
Volume |
548,828 |
392,338 |
-156,490 |
-28.5% |
2,779,162 |
|
Daily Pivots for day following 24-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
160.55 |
160.37 |
159.54 |
|
R3 |
160.10 |
159.92 |
159.41 |
|
R2 |
159.65 |
159.65 |
159.37 |
|
R1 |
159.47 |
159.47 |
159.33 |
159.56 |
PP |
159.20 |
159.20 |
159.20 |
159.25 |
S1 |
159.02 |
159.02 |
159.25 |
159.11 |
S2 |
158.75 |
158.75 |
159.21 |
|
S3 |
158.30 |
158.57 |
159.17 |
|
S4 |
157.85 |
158.12 |
159.04 |
|
|
Weekly Pivots for week ending 24-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
164.32 |
163.38 |
160.16 |
|
R3 |
162.74 |
161.80 |
159.72 |
|
R2 |
161.16 |
161.16 |
159.58 |
|
R1 |
160.22 |
160.22 |
159.43 |
159.90 |
PP |
159.58 |
159.58 |
159.58 |
159.42 |
S1 |
158.64 |
158.64 |
159.15 |
158.32 |
S2 |
158.00 |
158.00 |
159.00 |
|
S3 |
156.42 |
157.06 |
158.86 |
|
S4 |
154.84 |
155.48 |
158.42 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
160.51 |
158.93 |
1.58 |
1.0% |
0.59 |
0.4% |
23% |
False |
True |
555,832 |
10 |
160.69 |
158.93 |
1.76 |
1.1% |
0.53 |
0.3% |
20% |
False |
True |
517,483 |
20 |
160.69 |
158.05 |
2.64 |
1.7% |
0.49 |
0.3% |
47% |
False |
False |
475,646 |
40 |
160.69 |
155.81 |
4.88 |
3.1% |
0.63 |
0.4% |
71% |
False |
False |
533,353 |
60 |
160.69 |
155.69 |
5.00 |
3.1% |
0.61 |
0.4% |
72% |
False |
False |
359,680 |
80 |
160.69 |
153.31 |
7.38 |
4.6% |
0.59 |
0.4% |
81% |
False |
False |
269,904 |
100 |
160.69 |
151.01 |
9.68 |
6.1% |
0.52 |
0.3% |
86% |
False |
False |
215,933 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
161.29 |
2.618 |
160.56 |
1.618 |
160.11 |
1.000 |
159.83 |
0.618 |
159.66 |
HIGH |
159.38 |
0.618 |
159.21 |
0.500 |
159.16 |
0.382 |
159.10 |
LOW |
158.93 |
0.618 |
158.65 |
1.000 |
158.48 |
1.618 |
158.20 |
2.618 |
157.75 |
4.250 |
157.02 |
|
|
Fisher Pivots for day following 24-Apr-2015 |
Pivot |
1 day |
3 day |
R1 |
159.25 |
159.56 |
PP |
159.20 |
159.47 |
S1 |
159.16 |
159.38 |
|