Euro Bund Future June 2015
Trading Metrics calculated at close of trading on 07-May-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2015 |
07-May-2015 |
Change |
Change % |
Previous Week |
Open |
154.74 |
153.73 |
-1.01 |
-0.7% |
159.40 |
High |
154.97 |
154.44 |
-0.53 |
-0.3% |
159.55 |
Low |
153.70 |
151.44 |
-2.26 |
-1.5% |
156.42 |
Close |
153.93 |
154.00 |
0.07 |
0.0% |
156.70 |
Range |
1.27 |
3.00 |
1.73 |
136.2% |
3.13 |
ATR |
0.83 |
0.99 |
0.15 |
18.6% |
0.00 |
Volume |
1,725,063 |
1,725,063 |
0 |
0.0% |
3,510,482 |
|
Daily Pivots for day following 07-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
162.29 |
161.15 |
155.65 |
|
R3 |
159.29 |
158.15 |
154.83 |
|
R2 |
156.29 |
156.29 |
154.55 |
|
R1 |
155.15 |
155.15 |
154.28 |
155.72 |
PP |
153.29 |
153.29 |
153.29 |
153.58 |
S1 |
152.15 |
152.15 |
153.73 |
152.72 |
S2 |
150.29 |
150.29 |
153.45 |
|
S3 |
147.29 |
149.15 |
153.18 |
|
S4 |
144.29 |
146.15 |
152.35 |
|
|
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 |
157.89 |
151.44 |
6.45 |
4.2% |
1.73 |
1.1% |
40% |
False |
True |
1,321,109 |
10 |
159.58 |
151.44 |
8.14 |
5.3% |
1.22 |
0.8% |
31% |
False |
True |
1,042,426 |
20 |
160.69 |
151.44 |
9.25 |
6.0% |
0.87 |
0.6% |
28% |
False |
True |
771,433 |
40 |
160.69 |
151.44 |
9.25 |
6.0% |
0.76 |
0.5% |
28% |
False |
True |
644,874 |
60 |
160.69 |
151.44 |
9.25 |
6.0% |
0.71 |
0.5% |
28% |
False |
True |
517,175 |
80 |
160.69 |
151.44 |
9.25 |
6.0% |
0.69 |
0.4% |
28% |
False |
True |
388,422 |
100 |
160.69 |
151.21 |
9.48 |
6.2% |
0.62 |
0.4% |
29% |
False |
False |
310,764 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
167.19 |
2.618 |
162.29 |
1.618 |
159.29 |
1.000 |
157.44 |
0.618 |
156.29 |
HIGH |
154.44 |
0.618 |
153.29 |
0.500 |
152.94 |
0.382 |
152.59 |
LOW |
151.44 |
0.618 |
149.59 |
1.000 |
148.44 |
1.618 |
146.59 |
2.618 |
143.59 |
4.250 |
138.69 |
|
|
Fisher Pivots for day following 07-May-2015 |
Pivot |
1 day |
3 day |
R1 |
153.65 |
153.94 |
PP |
153.29 |
153.89 |
S1 |
152.94 |
153.83 |
|