Euro Bund Future June 2015
Trading Metrics calculated at close of trading on 22-May-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2015 |
22-May-2015 |
Change |
Change % |
Previous Week |
Open |
153.68 |
153.58 |
-0.10 |
-0.1% |
153.46 |
High |
153.99 |
154.19 |
0.20 |
0.1% |
154.77 |
Low |
153.00 |
153.55 |
0.55 |
0.4% |
153.00 |
Close |
153.60 |
154.00 |
0.40 |
0.3% |
154.00 |
Range |
0.99 |
0.64 |
-0.35 |
-35.4% |
1.77 |
ATR |
1.13 |
1.10 |
-0.04 |
-3.1% |
0.00 |
Volume |
576,922 |
634,981 |
58,059 |
10.1% |
3,740,651 |
|
Daily Pivots for day following 22-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
155.83 |
155.56 |
154.35 |
|
R3 |
155.19 |
154.92 |
154.18 |
|
R2 |
154.55 |
154.55 |
154.12 |
|
R1 |
154.28 |
154.28 |
154.06 |
154.42 |
PP |
153.91 |
153.91 |
153.91 |
153.98 |
S1 |
153.64 |
153.64 |
153.94 |
153.78 |
S2 |
153.27 |
153.27 |
153.88 |
|
S3 |
152.63 |
153.00 |
153.82 |
|
S4 |
151.99 |
152.36 |
153.65 |
|
|
Weekly Pivots for week ending 22-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
159.23 |
158.39 |
154.97 |
|
R3 |
157.46 |
156.62 |
154.49 |
|
R2 |
155.69 |
155.69 |
154.32 |
|
R1 |
154.85 |
154.85 |
154.16 |
155.27 |
PP |
153.92 |
153.92 |
153.92 |
154.14 |
S1 |
153.08 |
153.08 |
153.84 |
153.50 |
S2 |
152.15 |
152.15 |
153.68 |
|
S3 |
150.38 |
151.31 |
153.51 |
|
S4 |
148.61 |
149.54 |
153.03 |
|
|
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 |
1.1% |
0.89 |
0.6% |
56% |
False |
False |
748,130 |
10 |
155.03 |
151.97 |
3.06 |
2.0% |
1.16 |
0.8% |
66% |
False |
False |
818,639 |
20 |
159.55 |
151.44 |
8.11 |
5.3% |
1.23 |
0.8% |
32% |
False |
False |
939,082 |
40 |
160.69 |
151.44 |
9.25 |
6.0% |
0.87 |
0.6% |
28% |
False |
False |
708,710 |
60 |
160.69 |
151.44 |
9.25 |
6.0% |
0.83 |
0.5% |
28% |
False |
False |
662,972 |
80 |
160.69 |
151.44 |
9.25 |
6.0% |
0.76 |
0.5% |
28% |
False |
False |
499,669 |
100 |
160.69 |
151.44 |
9.25 |
6.0% |
0.72 |
0.5% |
28% |
False |
False |
399,817 |
120 |
160.69 |
151.01 |
9.68 |
6.3% |
0.64 |
0.4% |
31% |
False |
False |
333,189 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
156.91 |
2.618 |
155.87 |
1.618 |
155.23 |
1.000 |
154.83 |
0.618 |
154.59 |
HIGH |
154.19 |
0.618 |
153.95 |
0.500 |
153.87 |
0.382 |
153.79 |
LOW |
153.55 |
0.618 |
153.15 |
1.000 |
152.91 |
1.618 |
152.51 |
2.618 |
151.87 |
4.250 |
150.83 |
|
|
Fisher Pivots for day following 22-May-2015 |
Pivot |
1 day |
3 day |
R1 |
153.96 |
153.91 |
PP |
153.91 |
153.82 |
S1 |
153.87 |
153.73 |
|