Euro Bund Future June 2015
Trading Metrics calculated at close of trading on 26-May-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2015 |
26-May-2015 |
Change |
Change % |
Previous Week |
Open |
153.58 |
154.26 |
0.68 |
0.4% |
153.46 |
High |
154.19 |
154.95 |
0.76 |
0.5% |
154.77 |
Low |
153.55 |
154.04 |
0.49 |
0.3% |
153.00 |
Close |
154.00 |
154.77 |
0.77 |
0.5% |
154.00 |
Range |
0.64 |
0.91 |
0.27 |
42.2% |
1.77 |
ATR |
1.10 |
1.09 |
-0.01 |
-1.0% |
0.00 |
Volume |
634,981 |
712,914 |
77,933 |
12.3% |
3,740,651 |
|
Daily Pivots for day following 26-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
157.32 |
156.95 |
155.27 |
|
R3 |
156.41 |
156.04 |
155.02 |
|
R2 |
155.50 |
155.50 |
154.94 |
|
R1 |
155.13 |
155.13 |
154.85 |
155.32 |
PP |
154.59 |
154.59 |
154.59 |
154.68 |
S1 |
154.22 |
154.22 |
154.69 |
154.41 |
S2 |
153.68 |
153.68 |
154.60 |
|
S3 |
152.77 |
153.31 |
154.52 |
|
S4 |
151.86 |
152.40 |
154.27 |
|
|
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 |
154.95 |
153.00 |
1.95 |
1.3% |
0.95 |
0.6% |
91% |
True |
False |
692,920 |
10 |
154.95 |
151.97 |
2.98 |
1.9% |
1.09 |
0.7% |
94% |
True |
False |
764,873 |
20 |
159.55 |
151.44 |
8.11 |
5.2% |
1.26 |
0.8% |
41% |
False |
False |
955,111 |
40 |
160.69 |
151.44 |
9.25 |
6.0% |
0.87 |
0.6% |
36% |
False |
False |
715,379 |
60 |
160.69 |
151.44 |
9.25 |
6.0% |
0.84 |
0.5% |
36% |
False |
False |
673,939 |
80 |
160.69 |
151.44 |
9.25 |
6.0% |
0.77 |
0.5% |
36% |
False |
False |
508,538 |
100 |
160.69 |
151.44 |
9.25 |
6.0% |
0.73 |
0.5% |
36% |
False |
False |
406,946 |
120 |
160.69 |
151.01 |
9.68 |
6.3% |
0.65 |
0.4% |
39% |
False |
False |
339,129 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
158.82 |
2.618 |
157.33 |
1.618 |
156.42 |
1.000 |
155.86 |
0.618 |
155.51 |
HIGH |
154.95 |
0.618 |
154.60 |
0.500 |
154.50 |
0.382 |
154.39 |
LOW |
154.04 |
0.618 |
153.48 |
1.000 |
153.13 |
1.618 |
152.57 |
2.618 |
151.66 |
4.250 |
150.17 |
|
|
Fisher Pivots for day following 26-May-2015 |
Pivot |
1 day |
3 day |
R1 |
154.68 |
154.51 |
PP |
154.59 |
154.24 |
S1 |
154.50 |
153.98 |
|