Euro Bund Future June 2015
Trading Metrics calculated at close of trading on 12-May-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2015 |
12-May-2015 |
Change |
Change % |
Previous Week |
Open |
154.77 |
153.30 |
-1.47 |
-0.9% |
156.68 |
High |
155.03 |
153.51 |
-1.52 |
-1.0% |
156.75 |
Low |
153.39 |
152.27 |
-1.12 |
-0.7% |
151.44 |
Close |
154.13 |
153.04 |
-1.09 |
-0.7% |
154.76 |
Range |
1.64 |
1.24 |
-0.40 |
-24.4% |
5.31 |
ATR |
1.06 |
1.12 |
0.06 |
5.4% |
0.00 |
Volume |
1,250,570 |
1,250,570 |
0 |
0.0% |
6,692,439 |
|
Daily Pivots for day following 12-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
156.66 |
156.09 |
153.72 |
|
R3 |
155.42 |
154.85 |
153.38 |
|
R2 |
154.18 |
154.18 |
153.27 |
|
R1 |
153.61 |
153.61 |
153.15 |
153.28 |
PP |
152.94 |
152.94 |
152.94 |
152.77 |
S1 |
152.37 |
152.37 |
152.93 |
152.04 |
S2 |
151.70 |
151.70 |
152.81 |
|
S3 |
150.46 |
151.13 |
152.70 |
|
S4 |
149.22 |
149.89 |
152.36 |
|
|
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 |
155.03 |
151.44 |
3.59 |
2.3% |
1.71 |
1.1% |
45% |
False |
False |
1,334,217 |
10 |
159.47 |
151.44 |
8.03 |
5.2% |
1.50 |
1.0% |
20% |
False |
False |
1,220,886 |
20 |
160.69 |
151.44 |
9.25 |
6.0% |
1.02 |
0.7% |
17% |
False |
False |
871,193 |
40 |
160.69 |
151.44 |
9.25 |
6.0% |
0.79 |
0.5% |
17% |
False |
False |
669,991 |
60 |
160.69 |
151.44 |
9.25 |
6.0% |
0.76 |
0.5% |
17% |
False |
False |
570,517 |
80 |
160.69 |
151.44 |
9.25 |
6.0% |
0.73 |
0.5% |
17% |
False |
False |
428,678 |
100 |
160.69 |
151.44 |
9.25 |
6.0% |
0.66 |
0.4% |
17% |
False |
False |
342,967 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
158.78 |
2.618 |
156.76 |
1.618 |
155.52 |
1.000 |
154.75 |
0.618 |
154.28 |
HIGH |
153.51 |
0.618 |
153.04 |
0.500 |
152.89 |
0.382 |
152.74 |
LOW |
152.27 |
0.618 |
151.50 |
1.000 |
151.03 |
1.618 |
150.26 |
2.618 |
149.02 |
4.250 |
147.00 |
|
|
Fisher Pivots for day following 12-May-2015 |
Pivot |
1 day |
3 day |
R1 |
152.99 |
153.65 |
PP |
152.94 |
153.45 |
S1 |
152.89 |
153.24 |
|