Euro Bund Future June 2015
Trading Metrics calculated at close of trading on 05-May-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2015 |
05-May-2015 |
Change |
Change % |
Previous Week |
Open |
156.68 |
155.53 |
-1.15 |
-0.7% |
159.40 |
High |
156.75 |
156.22 |
-0.53 |
-0.3% |
159.55 |
Low |
155.46 |
154.60 |
-0.86 |
-0.6% |
156.42 |
Close |
155.67 |
154.85 |
-0.82 |
-0.5% |
156.70 |
Range |
1.29 |
1.62 |
0.33 |
25.6% |
3.13 |
ATR |
0.74 |
0.80 |
0.06 |
8.6% |
0.00 |
Volume |
1,221,321 |
1,301,171 |
79,850 |
6.5% |
3,510,482 |
|
Daily Pivots for day following 05-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
160.08 |
159.09 |
155.74 |
|
R3 |
158.46 |
157.47 |
155.30 |
|
R2 |
156.84 |
156.84 |
155.15 |
|
R1 |
155.85 |
155.85 |
155.00 |
155.54 |
PP |
155.22 |
155.22 |
155.22 |
155.07 |
S1 |
154.23 |
154.23 |
154.70 |
153.92 |
S2 |
153.60 |
153.60 |
154.55 |
|
S3 |
151.98 |
152.61 |
154.40 |
|
S4 |
150.36 |
150.99 |
153.96 |
|
|
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 |
159.47 |
154.60 |
4.87 |
3.1% |
1.28 |
0.8% |
5% |
False |
True |
1,107,556 |
10 |
160.44 |
154.60 |
5.84 |
3.8% |
0.96 |
0.6% |
4% |
False |
True |
830,508 |
20 |
160.69 |
154.60 |
6.09 |
3.9% |
0.69 |
0.4% |
4% |
False |
True |
635,894 |
40 |
160.69 |
154.60 |
6.09 |
3.9% |
0.72 |
0.5% |
4% |
False |
True |
595,190 |
60 |
160.69 |
154.60 |
6.09 |
3.9% |
0.66 |
0.4% |
4% |
False |
True |
459,847 |
80 |
160.69 |
153.90 |
6.79 |
4.4% |
0.65 |
0.4% |
14% |
False |
False |
345,300 |
100 |
160.69 |
151.01 |
9.68 |
6.3% |
0.58 |
0.4% |
40% |
False |
False |
276,263 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
163.11 |
2.618 |
160.46 |
1.618 |
158.84 |
1.000 |
157.84 |
0.618 |
157.22 |
HIGH |
156.22 |
0.618 |
155.60 |
0.500 |
155.41 |
0.382 |
155.22 |
LOW |
154.60 |
0.618 |
153.60 |
1.000 |
152.98 |
1.618 |
151.98 |
2.618 |
150.36 |
4.250 |
147.72 |
|
|
Fisher Pivots for day following 05-May-2015 |
Pivot |
1 day |
3 day |
R1 |
155.41 |
156.25 |
PP |
155.22 |
155.78 |
S1 |
155.04 |
155.32 |
|