Euro Bund Future June 2015
Trading Metrics calculated at close of trading on 15-May-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2015 |
15-May-2015 |
Change |
Change % |
Previous Week |
Open |
152.15 |
153.10 |
0.95 |
0.6% |
154.77 |
High |
153.21 |
153.90 |
0.69 |
0.5% |
155.03 |
Low |
152.01 |
153.01 |
1.00 |
0.7% |
151.97 |
Close |
152.70 |
153.56 |
0.86 |
0.6% |
153.56 |
Range |
1.20 |
0.89 |
-0.31 |
-25.8% |
3.06 |
ATR |
1.20 |
1.20 |
0.00 |
0.0% |
0.00 |
Volume |
668,513 |
566,665 |
-101,848 |
-15.2% |
4,445,739 |
|
Daily Pivots for day following 15-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
156.16 |
155.75 |
154.05 |
|
R3 |
155.27 |
154.86 |
153.80 |
|
R2 |
154.38 |
154.38 |
153.72 |
|
R1 |
153.97 |
153.97 |
153.64 |
154.18 |
PP |
153.49 |
153.49 |
153.49 |
153.59 |
S1 |
153.08 |
153.08 |
153.48 |
153.29 |
S2 |
152.60 |
152.60 |
153.40 |
|
S3 |
151.71 |
152.19 |
153.32 |
|
S4 |
150.82 |
151.30 |
153.07 |
|
|
Weekly Pivots for week ending 15-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
162.70 |
161.19 |
155.24 |
|
R3 |
159.64 |
158.13 |
154.40 |
|
R2 |
156.58 |
156.58 |
154.12 |
|
R1 |
155.07 |
155.07 |
153.84 |
154.30 |
PP |
153.52 |
153.52 |
153.52 |
153.13 |
S1 |
152.01 |
152.01 |
153.28 |
151.24 |
S2 |
150.46 |
150.46 |
153.00 |
|
S3 |
147.40 |
148.95 |
152.72 |
|
S4 |
144.34 |
145.89 |
151.88 |
|
|
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% |
1.43 |
0.9% |
52% |
False |
False |
889,147 |
10 |
156.75 |
151.44 |
5.31 |
3.5% |
1.57 |
1.0% |
40% |
False |
False |
1,113,817 |
20 |
160.69 |
151.44 |
9.25 |
6.0% |
1.16 |
0.8% |
23% |
False |
False |
889,053 |
40 |
160.69 |
151.44 |
9.25 |
6.0% |
0.84 |
0.5% |
23% |
False |
False |
679,048 |
60 |
160.69 |
151.44 |
9.25 |
6.0% |
0.81 |
0.5% |
23% |
False |
False |
602,328 |
80 |
160.69 |
151.44 |
9.25 |
6.0% |
0.77 |
0.5% |
23% |
False |
False |
452,960 |
100 |
160.69 |
151.44 |
9.25 |
6.0% |
0.69 |
0.5% |
23% |
False |
False |
362,411 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
157.68 |
2.618 |
156.23 |
1.618 |
155.34 |
1.000 |
154.79 |
0.618 |
154.45 |
HIGH |
153.90 |
0.618 |
153.56 |
0.500 |
153.46 |
0.382 |
153.35 |
LOW |
153.01 |
0.618 |
152.46 |
1.000 |
152.12 |
1.618 |
151.57 |
2.618 |
150.68 |
4.250 |
149.23 |
|
|
Fisher Pivots for day following 15-May-2015 |
Pivot |
1 day |
3 day |
R1 |
153.53 |
153.40 |
PP |
153.49 |
153.23 |
S1 |
153.46 |
153.07 |
|