Euro Bund Future June 2015
Trading Metrics calculated at close of trading on 04-May-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2015 |
04-May-2015 |
Change |
Change % |
Previous Week |
Open |
157.74 |
156.68 |
-1.06 |
-0.7% |
159.40 |
High |
157.89 |
156.75 |
-1.14 |
-0.7% |
159.55 |
Low |
156.42 |
155.46 |
-0.96 |
-0.6% |
156.42 |
Close |
156.70 |
155.67 |
-1.03 |
-0.7% |
156.70 |
Range |
1.47 |
1.29 |
-0.18 |
-12.2% |
3.13 |
ATR |
0.69 |
0.74 |
0.04 |
6.1% |
0.00 |
Volume |
632,928 |
1,221,321 |
588,393 |
93.0% |
3,510,482 |
|
Daily Pivots for day following 04-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
159.83 |
159.04 |
156.38 |
|
R3 |
158.54 |
157.75 |
156.02 |
|
R2 |
157.25 |
157.25 |
155.91 |
|
R1 |
156.46 |
156.46 |
155.79 |
156.21 |
PP |
155.96 |
155.96 |
155.96 |
155.84 |
S1 |
155.17 |
155.17 |
155.55 |
154.92 |
S2 |
154.67 |
154.67 |
155.43 |
|
S3 |
153.38 |
153.88 |
155.32 |
|
S4 |
152.09 |
152.59 |
154.96 |
|
|
Weekly Pivots for week ending 01-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
166.95 |
164.95 |
158.42 |
|
R3 |
163.82 |
161.82 |
157.56 |
|
R2 |
160.69 |
160.69 |
157.27 |
|
R1 |
158.69 |
158.69 |
156.99 |
158.13 |
PP |
157.56 |
157.56 |
157.56 |
157.27 |
S1 |
155.56 |
155.56 |
156.41 |
155.00 |
S2 |
154.43 |
154.43 |
156.13 |
|
S3 |
151.30 |
152.43 |
155.84 |
|
S4 |
148.17 |
149.30 |
154.98 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
159.55 |
155.46 |
4.09 |
2.6% |
1.06 |
0.7% |
5% |
False |
True |
946,360 |
10 |
160.51 |
155.46 |
5.05 |
3.2% |
0.83 |
0.5% |
4% |
False |
True |
751,096 |
20 |
160.69 |
155.46 |
5.23 |
3.4% |
0.64 |
0.4% |
4% |
False |
True |
590,797 |
40 |
160.69 |
155.46 |
5.23 |
3.4% |
0.69 |
0.4% |
4% |
False |
True |
596,616 |
60 |
160.69 |
155.46 |
5.23 |
3.4% |
0.64 |
0.4% |
4% |
False |
True |
438,421 |
80 |
160.69 |
153.90 |
6.79 |
4.4% |
0.63 |
0.4% |
26% |
False |
False |
329,042 |
100 |
160.69 |
151.01 |
9.68 |
6.2% |
0.57 |
0.4% |
48% |
False |
False |
263,251 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
162.23 |
2.618 |
160.13 |
1.618 |
158.84 |
1.000 |
158.04 |
0.618 |
157.55 |
HIGH |
156.75 |
0.618 |
156.26 |
0.500 |
156.11 |
0.382 |
155.95 |
LOW |
155.46 |
0.618 |
154.66 |
1.000 |
154.17 |
1.618 |
153.37 |
2.618 |
152.08 |
4.250 |
149.98 |
|
|
Fisher Pivots for day following 04-May-2015 |
Pivot |
1 day |
3 day |
R1 |
156.11 |
157.34 |
PP |
155.96 |
156.78 |
S1 |
155.82 |
156.23 |
|