Euro Bund Future June 2015
Trading Metrics calculated at close of trading on 14-May-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2015 |
14-May-2015 |
Change |
Change % |
Previous Week |
Open |
152.95 |
152.15 |
-0.80 |
-0.5% |
156.68 |
High |
154.16 |
153.21 |
-0.95 |
-0.6% |
156.75 |
Low |
151.97 |
152.01 |
0.04 |
0.0% |
151.44 |
Close |
152.72 |
152.70 |
-0.02 |
0.0% |
154.76 |
Range |
2.19 |
1.20 |
-0.99 |
-45.2% |
5.31 |
ATR |
1.20 |
1.20 |
0.00 |
0.0% |
0.00 |
Volume |
709,421 |
668,513 |
-40,908 |
-5.8% |
6,692,439 |
|
Daily Pivots for day following 14-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
156.24 |
155.67 |
153.36 |
|
R3 |
155.04 |
154.47 |
153.03 |
|
R2 |
153.84 |
153.84 |
152.92 |
|
R1 |
153.27 |
153.27 |
152.81 |
153.56 |
PP |
152.64 |
152.64 |
152.64 |
152.78 |
S1 |
152.07 |
152.07 |
152.59 |
152.36 |
S2 |
151.44 |
151.44 |
152.48 |
|
S3 |
150.24 |
150.87 |
152.37 |
|
S4 |
149.04 |
149.67 |
152.04 |
|
|
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 |
151.97 |
3.06 |
2.0% |
1.53 |
1.0% |
24% |
False |
False |
919,779 |
10 |
157.89 |
151.44 |
6.45 |
4.2% |
1.63 |
1.1% |
20% |
False |
False |
1,120,444 |
20 |
160.69 |
151.44 |
9.25 |
6.1% |
1.14 |
0.7% |
14% |
False |
False |
885,061 |
40 |
160.69 |
151.44 |
9.25 |
6.1% |
0.84 |
0.5% |
14% |
False |
False |
676,828 |
60 |
160.69 |
151.44 |
9.25 |
6.1% |
0.80 |
0.5% |
14% |
False |
False |
593,313 |
80 |
160.69 |
151.44 |
9.25 |
6.1% |
0.76 |
0.5% |
14% |
False |
False |
445,881 |
100 |
160.69 |
151.44 |
9.25 |
6.1% |
0.69 |
0.4% |
14% |
False |
False |
356,745 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
158.31 |
2.618 |
156.35 |
1.618 |
155.15 |
1.000 |
154.41 |
0.618 |
153.95 |
HIGH |
153.21 |
0.618 |
152.75 |
0.500 |
152.61 |
0.382 |
152.47 |
LOW |
152.01 |
0.618 |
151.27 |
1.000 |
150.81 |
1.618 |
150.07 |
2.618 |
148.87 |
4.250 |
146.91 |
|
|
Fisher Pivots for day following 14-May-2015 |
Pivot |
1 day |
3 day |
R1 |
152.67 |
153.07 |
PP |
152.64 |
152.94 |
S1 |
152.61 |
152.82 |
|