Euro Bund Future June 2015
Trading Metrics calculated at close of trading on 30-Apr-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2015 |
30-Apr-2015 |
Change |
Change % |
Previous Week |
Open |
159.19 |
157.74 |
-1.45 |
-0.9% |
160.34 |
High |
159.21 |
157.89 |
-1.32 |
-0.8% |
160.51 |
Low |
157.60 |
156.42 |
-1.18 |
-0.7% |
158.93 |
Close |
157.73 |
156.70 |
-1.03 |
-0.7% |
159.29 |
Range |
1.61 |
1.47 |
-0.14 |
-8.7% |
1.58 |
ATR |
0.63 |
0.69 |
0.06 |
9.4% |
0.00 |
Volume |
1,231,203 |
632,928 |
-598,275 |
-48.6% |
2,779,162 |
|
Daily Pivots for day following 30-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
161.41 |
160.53 |
157.51 |
|
R3 |
159.94 |
159.06 |
157.10 |
|
R2 |
158.47 |
158.47 |
156.97 |
|
R1 |
157.59 |
157.59 |
156.83 |
157.30 |
PP |
157.00 |
157.00 |
157.00 |
156.86 |
S1 |
156.12 |
156.12 |
156.57 |
155.83 |
S2 |
155.53 |
155.53 |
156.43 |
|
S3 |
154.06 |
154.65 |
156.30 |
|
S4 |
152.59 |
153.18 |
155.89 |
|
|
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 |
159.55 |
156.42 |
3.13 |
2.0% |
0.89 |
0.6% |
9% |
False |
True |
780,564 |
10 |
160.69 |
156.42 |
4.27 |
2.7% |
0.75 |
0.5% |
7% |
False |
True |
664,288 |
20 |
160.69 |
156.42 |
4.27 |
2.7% |
0.60 |
0.4% |
7% |
False |
True |
558,343 |
40 |
160.69 |
155.81 |
4.88 |
3.1% |
0.67 |
0.4% |
18% |
False |
False |
589,031 |
60 |
160.69 |
155.81 |
4.88 |
3.1% |
0.63 |
0.4% |
18% |
False |
False |
418,089 |
80 |
160.69 |
153.90 |
6.79 |
4.3% |
0.63 |
0.4% |
41% |
False |
False |
313,780 |
100 |
160.69 |
151.01 |
9.68 |
6.2% |
0.56 |
0.4% |
59% |
False |
False |
251,038 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
164.14 |
2.618 |
161.74 |
1.618 |
160.27 |
1.000 |
159.36 |
0.618 |
158.80 |
HIGH |
157.89 |
0.618 |
157.33 |
0.500 |
157.16 |
0.382 |
156.98 |
LOW |
156.42 |
0.618 |
155.51 |
1.000 |
154.95 |
1.618 |
154.04 |
2.618 |
152.57 |
4.250 |
150.17 |
|
|
Fisher Pivots for day following 30-Apr-2015 |
Pivot |
1 day |
3 day |
R1 |
157.16 |
157.95 |
PP |
157.00 |
157.53 |
S1 |
156.85 |
157.12 |
|