Euro Bund Future June 2015
Trading Metrics calculated at close of trading on 19-May-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2015 |
19-May-2015 |
Change |
Change % |
Previous Week |
Open |
153.46 |
153.54 |
0.08 |
0.1% |
154.77 |
High |
153.84 |
154.77 |
0.93 |
0.6% |
155.03 |
Low |
153.24 |
153.48 |
0.24 |
0.2% |
151.97 |
Close |
153.51 |
153.89 |
0.38 |
0.2% |
153.56 |
Range |
0.60 |
1.29 |
0.69 |
115.0% |
3.06 |
ATR |
1.15 |
1.16 |
0.01 |
0.8% |
0.00 |
Volume |
988,964 |
681,953 |
-307,011 |
-31.0% |
4,445,739 |
|
Daily Pivots for day following 19-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
157.92 |
157.19 |
154.60 |
|
R3 |
156.63 |
155.90 |
154.24 |
|
R2 |
155.34 |
155.34 |
154.13 |
|
R1 |
154.61 |
154.61 |
154.01 |
154.98 |
PP |
154.05 |
154.05 |
154.05 |
154.23 |
S1 |
153.32 |
153.32 |
153.77 |
153.69 |
S2 |
152.76 |
152.76 |
153.65 |
|
S3 |
151.47 |
152.03 |
153.54 |
|
S4 |
150.18 |
150.74 |
153.18 |
|
|
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 |
154.77 |
151.97 |
2.80 |
1.8% |
1.23 |
0.8% |
69% |
True |
False |
723,103 |
10 |
155.03 |
151.44 |
3.59 |
2.3% |
1.47 |
1.0% |
68% |
False |
False |
1,028,660 |
20 |
160.44 |
151.44 |
9.00 |
5.8% |
1.22 |
0.8% |
27% |
False |
False |
929,584 |
40 |
160.69 |
151.44 |
9.25 |
6.0% |
0.84 |
0.5% |
26% |
False |
False |
689,266 |
60 |
160.69 |
151.44 |
9.25 |
6.0% |
0.82 |
0.5% |
26% |
False |
False |
629,911 |
80 |
160.69 |
151.44 |
9.25 |
6.0% |
0.77 |
0.5% |
26% |
False |
False |
473,841 |
100 |
160.69 |
151.44 |
9.25 |
6.0% |
0.70 |
0.5% |
26% |
False |
False |
379,120 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
160.25 |
2.618 |
158.15 |
1.618 |
156.86 |
1.000 |
156.06 |
0.618 |
155.57 |
HIGH |
154.77 |
0.618 |
154.28 |
0.500 |
154.13 |
0.382 |
153.97 |
LOW |
153.48 |
0.618 |
152.68 |
1.000 |
152.19 |
1.618 |
151.39 |
2.618 |
150.10 |
4.250 |
148.00 |
|
|
Fisher Pivots for day following 19-May-2015 |
Pivot |
1 day |
3 day |
R1 |
154.13 |
153.89 |
PP |
154.05 |
153.89 |
S1 |
153.97 |
153.89 |
|