Euro Bund Future June 2015
Trading Metrics calculated at close of trading on 21-May-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2015 |
21-May-2015 |
Change |
Change % |
Previous Week |
Open |
153.88 |
153.68 |
-0.20 |
-0.1% |
154.77 |
High |
154.46 |
153.99 |
-0.47 |
-0.3% |
155.03 |
Low |
153.55 |
153.00 |
-0.55 |
-0.4% |
151.97 |
Close |
153.67 |
153.60 |
-0.07 |
0.0% |
153.56 |
Range |
0.91 |
0.99 |
0.08 |
8.8% |
3.06 |
ATR |
1.15 |
1.13 |
-0.01 |
-1.0% |
0.00 |
Volume |
857,831 |
576,922 |
-280,909 |
-32.7% |
4,445,739 |
|
Daily Pivots for day following 21-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
156.50 |
156.04 |
154.14 |
|
R3 |
155.51 |
155.05 |
153.87 |
|
R2 |
154.52 |
154.52 |
153.78 |
|
R1 |
154.06 |
154.06 |
153.69 |
153.80 |
PP |
153.53 |
153.53 |
153.53 |
153.40 |
S1 |
153.07 |
153.07 |
153.51 |
152.81 |
S2 |
152.54 |
152.54 |
153.42 |
|
S3 |
151.55 |
152.08 |
153.33 |
|
S4 |
150.56 |
151.09 |
153.06 |
|
|
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 |
153.00 |
1.77 |
1.2% |
0.94 |
0.6% |
34% |
False |
True |
734,467 |
10 |
155.03 |
151.97 |
3.06 |
2.0% |
1.24 |
0.8% |
53% |
False |
False |
827,123 |
20 |
159.58 |
151.44 |
8.14 |
5.3% |
1.23 |
0.8% |
27% |
False |
False |
934,774 |
40 |
160.69 |
151.44 |
9.25 |
6.0% |
0.87 |
0.6% |
23% |
False |
False |
705,138 |
60 |
160.69 |
151.44 |
9.25 |
6.0% |
0.83 |
0.5% |
23% |
False |
False |
652,667 |
80 |
160.69 |
151.44 |
9.25 |
6.0% |
0.76 |
0.5% |
23% |
False |
False |
491,752 |
100 |
160.69 |
151.44 |
9.25 |
6.0% |
0.71 |
0.5% |
23% |
False |
False |
393,467 |
120 |
160.69 |
151.00 |
9.69 |
6.3% |
0.64 |
0.4% |
27% |
False |
False |
327,897 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
158.20 |
2.618 |
156.58 |
1.618 |
155.59 |
1.000 |
154.98 |
0.618 |
154.60 |
HIGH |
153.99 |
0.618 |
153.61 |
0.500 |
153.50 |
0.382 |
153.38 |
LOW |
153.00 |
0.618 |
152.39 |
1.000 |
152.01 |
1.618 |
151.40 |
2.618 |
150.41 |
4.250 |
148.79 |
|
|
Fisher Pivots for day following 21-May-2015 |
Pivot |
1 day |
3 day |
R1 |
153.57 |
153.89 |
PP |
153.53 |
153.79 |
S1 |
153.50 |
153.70 |
|