Euro Bund Future June 2015
Trading Metrics calculated at close of trading on 28-Apr-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2015 |
28-Apr-2015 |
Change |
Change % |
Previous Week |
Open |
159.40 |
159.20 |
-0.20 |
-0.1% |
160.34 |
High |
159.55 |
159.47 |
-0.08 |
-0.1% |
160.51 |
Low |
159.03 |
159.05 |
0.02 |
0.0% |
158.93 |
Close |
159.19 |
159.27 |
0.08 |
0.1% |
159.29 |
Range |
0.52 |
0.42 |
-0.10 |
-19.2% |
1.58 |
ATR |
0.56 |
0.55 |
-0.01 |
-1.8% |
0.00 |
Volume |
495,192 |
1,151,159 |
655,967 |
132.5% |
2,779,162 |
|
Daily Pivots for day following 28-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
160.52 |
160.32 |
159.50 |
|
R3 |
160.10 |
159.90 |
159.39 |
|
R2 |
159.68 |
159.68 |
159.35 |
|
R1 |
159.48 |
159.48 |
159.31 |
159.58 |
PP |
159.26 |
159.26 |
159.26 |
159.32 |
S1 |
159.06 |
159.06 |
159.23 |
159.16 |
S2 |
158.84 |
158.84 |
159.19 |
|
S3 |
158.42 |
158.64 |
159.15 |
|
S4 |
158.00 |
158.22 |
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 |
160.18 |
158.93 |
1.25 |
0.8% |
0.60 |
0.4% |
27% |
False |
False |
640,277 |
10 |
160.69 |
158.93 |
1.76 |
1.1% |
0.55 |
0.3% |
19% |
False |
False |
587,498 |
20 |
160.69 |
158.05 |
2.64 |
1.7% |
0.50 |
0.3% |
46% |
False |
False |
509,709 |
40 |
160.69 |
155.81 |
4.88 |
3.1% |
0.62 |
0.4% |
71% |
False |
False |
569,298 |
60 |
160.69 |
155.81 |
4.88 |
3.1% |
0.59 |
0.4% |
71% |
False |
False |
387,069 |
80 |
160.69 |
153.73 |
6.96 |
4.4% |
0.60 |
0.4% |
80% |
False |
False |
290,482 |
100 |
160.69 |
151.01 |
9.68 |
6.1% |
0.53 |
0.3% |
85% |
False |
False |
232,397 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
161.26 |
2.618 |
160.57 |
1.618 |
160.15 |
1.000 |
159.89 |
0.618 |
159.73 |
HIGH |
159.47 |
0.618 |
159.31 |
0.500 |
159.26 |
0.382 |
159.21 |
LOW |
159.05 |
0.618 |
158.79 |
1.000 |
158.63 |
1.618 |
158.37 |
2.618 |
157.95 |
4.250 |
157.27 |
|
|
Fisher Pivots for day following 28-Apr-2015 |
Pivot |
1 day |
3 day |
R1 |
159.27 |
159.26 |
PP |
159.26 |
159.25 |
S1 |
159.26 |
159.24 |
|