Euro Bund Future June 2015
Trading Metrics calculated at close of trading on 13-May-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2015 |
13-May-2015 |
Change |
Change % |
Previous Week |
Open |
153.30 |
152.95 |
-0.35 |
-0.2% |
156.68 |
High |
153.51 |
154.16 |
0.65 |
0.4% |
156.75 |
Low |
152.27 |
151.97 |
-0.30 |
-0.2% |
151.44 |
Close |
153.04 |
152.72 |
-0.32 |
-0.2% |
154.76 |
Range |
1.24 |
2.19 |
0.95 |
76.6% |
5.31 |
ATR |
1.12 |
1.20 |
0.08 |
6.8% |
0.00 |
Volume |
1,250,570 |
709,421 |
-541,149 |
-43.3% |
6,692,439 |
|
Daily Pivots for day following 13-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
159.52 |
158.31 |
153.92 |
|
R3 |
157.33 |
156.12 |
153.32 |
|
R2 |
155.14 |
155.14 |
153.12 |
|
R1 |
153.93 |
153.93 |
152.92 |
153.44 |
PP |
152.95 |
152.95 |
152.95 |
152.71 |
S1 |
151.74 |
151.74 |
152.52 |
151.25 |
S2 |
150.76 |
150.76 |
152.32 |
|
S3 |
148.57 |
149.55 |
152.12 |
|
S4 |
146.38 |
147.36 |
151.52 |
|
|
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 |
2.4% |
1.89 |
1.2% |
36% |
False |
False |
1,131,089 |
10 |
159.21 |
151.44 |
7.77 |
5.1% |
1.67 |
1.1% |
16% |
False |
False |
1,176,713 |
20 |
160.69 |
151.44 |
9.25 |
6.1% |
1.11 |
0.7% |
14% |
False |
False |
882,105 |
40 |
160.69 |
151.44 |
9.25 |
6.1% |
0.82 |
0.5% |
14% |
False |
False |
672,899 |
60 |
160.69 |
151.44 |
9.25 |
6.1% |
0.79 |
0.5% |
14% |
False |
False |
582,210 |
80 |
160.69 |
151.44 |
9.25 |
6.1% |
0.75 |
0.5% |
14% |
False |
False |
437,544 |
100 |
160.69 |
151.44 |
9.25 |
6.1% |
0.68 |
0.4% |
14% |
False |
False |
350,061 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
163.47 |
2.618 |
159.89 |
1.618 |
157.70 |
1.000 |
156.35 |
0.618 |
155.51 |
HIGH |
154.16 |
0.618 |
153.32 |
0.500 |
153.07 |
0.382 |
152.81 |
LOW |
151.97 |
0.618 |
150.62 |
1.000 |
149.78 |
1.618 |
148.43 |
2.618 |
146.24 |
4.250 |
142.66 |
|
|
Fisher Pivots for day following 13-May-2015 |
Pivot |
1 day |
3 day |
R1 |
153.07 |
153.50 |
PP |
152.95 |
153.24 |
S1 |
152.84 |
152.98 |
|