Euro Bund Future June 2015
Trading Metrics calculated at close of trading on 29-Apr-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2015 |
29-Apr-2015 |
Change |
Change % |
Previous Week |
Open |
159.20 |
159.19 |
-0.01 |
0.0% |
160.34 |
High |
159.47 |
159.21 |
-0.26 |
-0.2% |
160.51 |
Low |
159.05 |
157.60 |
-1.45 |
-0.9% |
158.93 |
Close |
159.27 |
157.73 |
-1.54 |
-1.0% |
159.29 |
Range |
0.42 |
1.61 |
1.19 |
283.3% |
1.58 |
ATR |
0.55 |
0.63 |
0.08 |
14.4% |
0.00 |
Volume |
1,151,159 |
1,231,203 |
80,044 |
7.0% |
2,779,162 |
|
Daily Pivots for day following 29-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
163.01 |
161.98 |
158.62 |
|
R3 |
161.40 |
160.37 |
158.17 |
|
R2 |
159.79 |
159.79 |
158.03 |
|
R1 |
158.76 |
158.76 |
157.88 |
158.47 |
PP |
158.18 |
158.18 |
158.18 |
158.04 |
S1 |
157.15 |
157.15 |
157.58 |
156.86 |
S2 |
156.57 |
156.57 |
157.43 |
|
S3 |
154.96 |
155.54 |
157.29 |
|
S4 |
153.35 |
153.93 |
156.84 |
|
|
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 |
159.58 |
157.60 |
1.98 |
1.3% |
0.71 |
0.5% |
7% |
False |
True |
763,744 |
10 |
160.69 |
157.60 |
3.09 |
2.0% |
0.65 |
0.4% |
4% |
False |
True |
649,679 |
20 |
160.69 |
157.60 |
3.09 |
2.0% |
0.55 |
0.4% |
4% |
False |
True |
551,518 |
40 |
160.69 |
155.81 |
4.88 |
3.1% |
0.65 |
0.4% |
39% |
False |
False |
593,062 |
60 |
160.69 |
155.81 |
4.88 |
3.1% |
0.61 |
0.4% |
39% |
False |
False |
407,568 |
80 |
160.69 |
153.90 |
6.79 |
4.3% |
0.61 |
0.4% |
56% |
False |
False |
305,872 |
100 |
160.69 |
151.01 |
9.68 |
6.1% |
0.55 |
0.3% |
69% |
False |
False |
244,709 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
166.05 |
2.618 |
163.42 |
1.618 |
161.81 |
1.000 |
160.82 |
0.618 |
160.20 |
HIGH |
159.21 |
0.618 |
158.59 |
0.500 |
158.41 |
0.382 |
158.22 |
LOW |
157.60 |
0.618 |
156.61 |
1.000 |
155.99 |
1.618 |
155.00 |
2.618 |
153.39 |
4.250 |
150.76 |
|
|
Fisher Pivots for day following 29-Apr-2015 |
Pivot |
1 day |
3 day |
R1 |
158.41 |
158.58 |
PP |
158.18 |
158.29 |
S1 |
157.96 |
158.01 |
|