Euro Bund Future June 2015
Trading Metrics calculated at close of trading on 20-May-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2015 |
20-May-2015 |
Change |
Change % |
Previous Week |
Open |
153.54 |
153.88 |
0.34 |
0.2% |
154.77 |
High |
154.77 |
154.46 |
-0.31 |
-0.2% |
155.03 |
Low |
153.48 |
153.55 |
0.07 |
0.0% |
151.97 |
Close |
153.89 |
153.67 |
-0.22 |
-0.1% |
153.56 |
Range |
1.29 |
0.91 |
-0.38 |
-29.5% |
3.06 |
ATR |
1.16 |
1.15 |
-0.02 |
-1.6% |
0.00 |
Volume |
681,953 |
857,831 |
175,878 |
25.8% |
4,445,739 |
|
Daily Pivots for day following 20-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
156.62 |
156.06 |
154.17 |
|
R3 |
155.71 |
155.15 |
153.92 |
|
R2 |
154.80 |
154.80 |
153.84 |
|
R1 |
154.24 |
154.24 |
153.75 |
154.07 |
PP |
153.89 |
153.89 |
153.89 |
153.81 |
S1 |
153.33 |
153.33 |
153.59 |
153.16 |
S2 |
152.98 |
152.98 |
153.50 |
|
S3 |
152.07 |
152.42 |
153.42 |
|
S4 |
151.16 |
151.51 |
153.17 |
|
|
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 |
152.01 |
2.76 |
1.8% |
0.98 |
0.6% |
60% |
False |
False |
752,785 |
10 |
155.03 |
151.44 |
3.59 |
2.3% |
1.44 |
0.9% |
62% |
False |
False |
941,937 |
20 |
160.18 |
151.44 |
8.74 |
5.7% |
1.23 |
0.8% |
26% |
False |
False |
936,622 |
40 |
160.69 |
151.44 |
9.25 |
6.0% |
0.85 |
0.6% |
24% |
False |
False |
701,481 |
60 |
160.69 |
151.44 |
9.25 |
6.0% |
0.82 |
0.5% |
24% |
False |
False |
643,865 |
80 |
160.69 |
151.44 |
9.25 |
6.0% |
0.76 |
0.5% |
24% |
False |
False |
484,547 |
100 |
160.69 |
151.44 |
9.25 |
6.0% |
0.70 |
0.5% |
24% |
False |
False |
387,698 |
120 |
160.69 |
151.00 |
9.69 |
6.3% |
0.63 |
0.4% |
28% |
False |
False |
323,089 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
158.33 |
2.618 |
156.84 |
1.618 |
155.93 |
1.000 |
155.37 |
0.618 |
155.02 |
HIGH |
154.46 |
0.618 |
154.11 |
0.500 |
154.01 |
0.382 |
153.90 |
LOW |
153.55 |
0.618 |
152.99 |
1.000 |
152.64 |
1.618 |
152.08 |
2.618 |
151.17 |
4.250 |
149.68 |
|
|
Fisher Pivots for day following 20-May-2015 |
Pivot |
1 day |
3 day |
R1 |
154.01 |
154.01 |
PP |
153.89 |
153.89 |
S1 |
153.78 |
153.78 |
|