Euro Bund Future June 2015
Trading Metrics calculated at close of trading on 11-May-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2015 |
11-May-2015 |
Change |
Change % |
Previous Week |
Open |
154.36 |
154.77 |
0.41 |
0.3% |
156.68 |
High |
154.96 |
155.03 |
0.07 |
0.0% |
156.75 |
Low |
153.56 |
153.39 |
-0.17 |
-0.1% |
151.44 |
Close |
154.76 |
154.13 |
-0.63 |
-0.4% |
154.76 |
Range |
1.40 |
1.64 |
0.24 |
17.1% |
5.31 |
ATR |
1.02 |
1.06 |
0.04 |
4.4% |
0.00 |
Volume |
719,821 |
1,250,570 |
530,749 |
73.7% |
6,692,439 |
|
Daily Pivots for day following 11-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
159.10 |
158.26 |
155.03 |
|
R3 |
157.46 |
156.62 |
154.58 |
|
R2 |
155.82 |
155.82 |
154.43 |
|
R1 |
154.98 |
154.98 |
154.28 |
154.58 |
PP |
154.18 |
154.18 |
154.18 |
153.99 |
S1 |
153.34 |
153.34 |
153.98 |
152.94 |
S2 |
152.54 |
152.54 |
153.83 |
|
S3 |
150.90 |
151.70 |
153.68 |
|
S4 |
149.26 |
150.06 |
153.23 |
|
|
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 |
156.22 |
151.44 |
4.78 |
3.1% |
1.79 |
1.2% |
56% |
False |
False |
1,344,337 |
10 |
159.55 |
151.44 |
8.11 |
5.3% |
1.42 |
0.9% |
33% |
False |
False |
1,145,349 |
20 |
160.69 |
151.44 |
9.25 |
6.0% |
0.98 |
0.6% |
29% |
False |
False |
831,416 |
40 |
160.69 |
151.44 |
9.25 |
6.0% |
0.77 |
0.5% |
29% |
False |
False |
657,565 |
60 |
160.69 |
151.44 |
9.25 |
6.0% |
0.75 |
0.5% |
29% |
False |
False |
549,732 |
80 |
160.69 |
151.44 |
9.25 |
6.0% |
0.72 |
0.5% |
29% |
False |
False |
413,047 |
100 |
160.69 |
151.44 |
9.25 |
6.0% |
0.65 |
0.4% |
29% |
False |
False |
330,462 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
162.00 |
2.618 |
159.32 |
1.618 |
157.68 |
1.000 |
156.67 |
0.618 |
156.04 |
HIGH |
155.03 |
0.618 |
154.40 |
0.500 |
154.21 |
0.382 |
154.02 |
LOW |
153.39 |
0.618 |
152.38 |
1.000 |
151.75 |
1.618 |
150.74 |
2.618 |
149.10 |
4.250 |
146.42 |
|
|
Fisher Pivots for day following 11-May-2015 |
Pivot |
1 day |
3 day |
R1 |
154.21 |
153.83 |
PP |
154.18 |
153.53 |
S1 |
154.16 |
153.24 |
|