Euro Bund Future June 2015
Trading Metrics calculated at close of trading on 08-May-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2015 |
08-May-2015 |
Change |
Change % |
Previous Week |
Open |
153.73 |
154.36 |
0.63 |
0.4% |
156.68 |
High |
154.44 |
154.96 |
0.52 |
0.3% |
156.75 |
Low |
151.44 |
153.56 |
2.12 |
1.4% |
151.44 |
Close |
154.00 |
154.76 |
0.76 |
0.5% |
154.76 |
Range |
3.00 |
1.40 |
-1.60 |
-53.3% |
5.31 |
ATR |
0.99 |
1.02 |
0.03 |
3.0% |
0.00 |
Volume |
1,725,063 |
719,821 |
-1,005,242 |
-58.3% |
6,692,439 |
|
Daily Pivots for day following 08-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
158.63 |
158.09 |
155.53 |
|
R3 |
157.23 |
156.69 |
155.15 |
|
R2 |
155.83 |
155.83 |
155.02 |
|
R1 |
155.29 |
155.29 |
154.89 |
155.56 |
PP |
154.43 |
154.43 |
154.43 |
154.56 |
S1 |
153.89 |
153.89 |
154.63 |
154.16 |
S2 |
153.03 |
153.03 |
154.50 |
|
S3 |
151.63 |
152.49 |
154.38 |
|
S4 |
150.23 |
151.09 |
153.99 |
|
|
Weekly Pivots for week ending 08-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
170.25 |
167.81 |
157.68 |
|
R3 |
164.94 |
162.50 |
156.22 |
|
R2 |
159.63 |
159.63 |
155.73 |
|
R1 |
157.19 |
157.19 |
155.25 |
155.76 |
PP |
154.32 |
154.32 |
154.32 |
153.60 |
S1 |
151.88 |
151.88 |
154.27 |
150.45 |
S2 |
149.01 |
149.01 |
153.79 |
|
S3 |
143.70 |
146.57 |
153.30 |
|
S4 |
138.39 |
141.26 |
151.84 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
156.75 |
151.44 |
5.31 |
3.4% |
1.72 |
1.1% |
63% |
False |
False |
1,338,487 |
10 |
159.55 |
151.44 |
8.11 |
5.2% |
1.31 |
0.8% |
41% |
False |
False |
1,059,525 |
20 |
160.69 |
151.44 |
9.25 |
6.0% |
0.91 |
0.6% |
36% |
False |
False |
788,166 |
40 |
160.69 |
151.44 |
9.25 |
6.0% |
0.76 |
0.5% |
36% |
False |
False |
645,556 |
60 |
160.69 |
151.44 |
9.25 |
6.0% |
0.73 |
0.5% |
36% |
False |
False |
529,051 |
80 |
160.69 |
151.44 |
9.25 |
6.0% |
0.70 |
0.5% |
36% |
False |
False |
397,417 |
100 |
160.69 |
151.44 |
9.25 |
6.0% |
0.63 |
0.4% |
36% |
False |
False |
317,962 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
160.91 |
2.618 |
158.63 |
1.618 |
157.23 |
1.000 |
156.36 |
0.618 |
155.83 |
HIGH |
154.96 |
0.618 |
154.43 |
0.500 |
154.26 |
0.382 |
154.09 |
LOW |
153.56 |
0.618 |
152.69 |
1.000 |
152.16 |
1.618 |
151.29 |
2.618 |
149.89 |
4.250 |
147.61 |
|
|
Fisher Pivots for day following 08-May-2015 |
Pivot |
1 day |
3 day |
R1 |
154.59 |
154.24 |
PP |
154.43 |
153.72 |
S1 |
154.26 |
153.21 |
|