Euro Bund Future June 2015
Trading Metrics calculated at close of trading on 28-May-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2015 |
28-May-2015 |
Change |
Change % |
Previous Week |
Open |
154.71 |
154.90 |
0.19 |
0.1% |
153.46 |
High |
155.15 |
155.24 |
0.09 |
0.1% |
154.77 |
Low |
154.36 |
154.79 |
0.43 |
0.3% |
153.00 |
Close |
154.71 |
154.90 |
0.19 |
0.1% |
154.00 |
Range |
0.79 |
0.45 |
-0.34 |
-43.0% |
1.77 |
ATR |
1.07 |
1.03 |
-0.04 |
-3.6% |
0.00 |
Volume |
566,721 |
566,721 |
0 |
0.0% |
3,740,651 |
|
Daily Pivots for day following 28-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
156.33 |
156.06 |
155.15 |
|
R3 |
155.88 |
155.61 |
155.02 |
|
R2 |
155.43 |
155.43 |
154.98 |
|
R1 |
155.16 |
155.16 |
154.94 |
155.13 |
PP |
154.98 |
154.98 |
154.98 |
154.96 |
S1 |
154.71 |
154.71 |
154.86 |
154.68 |
S2 |
154.53 |
154.53 |
154.82 |
|
S3 |
154.08 |
154.26 |
154.78 |
|
S4 |
153.63 |
153.81 |
154.65 |
|
|
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 |
155.24 |
153.00 |
2.24 |
1.4% |
0.76 |
0.5% |
85% |
True |
False |
611,651 |
10 |
155.24 |
152.01 |
3.23 |
2.1% |
0.87 |
0.6% |
89% |
True |
False |
682,218 |
20 |
159.21 |
151.44 |
7.77 |
5.0% |
1.27 |
0.8% |
45% |
False |
False |
929,465 |
40 |
160.69 |
151.44 |
9.25 |
6.0% |
0.88 |
0.6% |
37% |
False |
False |
719,587 |
60 |
160.69 |
151.44 |
9.25 |
6.0% |
0.84 |
0.5% |
37% |
False |
False |
689,354 |
80 |
160.69 |
151.44 |
9.25 |
6.0% |
0.76 |
0.5% |
37% |
False |
False |
522,668 |
100 |
160.69 |
151.44 |
9.25 |
6.0% |
0.73 |
0.5% |
37% |
False |
False |
418,279 |
120 |
160.69 |
151.01 |
9.68 |
6.2% |
0.65 |
0.4% |
40% |
False |
False |
348,575 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
157.15 |
2.618 |
156.42 |
1.618 |
155.97 |
1.000 |
155.69 |
0.618 |
155.52 |
HIGH |
155.24 |
0.618 |
155.07 |
0.500 |
155.02 |
0.382 |
154.96 |
LOW |
154.79 |
0.618 |
154.51 |
1.000 |
154.34 |
1.618 |
154.06 |
2.618 |
153.61 |
4.250 |
152.88 |
|
|
Fisher Pivots for day following 28-May-2015 |
Pivot |
1 day |
3 day |
R1 |
155.02 |
154.81 |
PP |
154.98 |
154.73 |
S1 |
154.94 |
154.64 |
|