Euro Bund Future June 2015
Trading Metrics calculated at close of trading on 29-May-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2015 |
29-May-2015 |
Change |
Change % |
Previous Week |
Open |
154.90 |
155.27 |
0.37 |
0.2% |
154.26 |
High |
155.24 |
155.70 |
0.46 |
0.3% |
155.70 |
Low |
154.79 |
155.06 |
0.27 |
0.2% |
154.04 |
Close |
154.90 |
155.43 |
0.53 |
0.3% |
155.43 |
Range |
0.45 |
0.64 |
0.19 |
42.2% |
1.66 |
ATR |
1.03 |
1.01 |
-0.02 |
-1.6% |
0.00 |
Volume |
566,721 |
866,354 |
299,633 |
52.9% |
2,712,710 |
|
Daily Pivots for day following 29-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
157.32 |
157.01 |
155.78 |
|
R3 |
156.68 |
156.37 |
155.61 |
|
R2 |
156.04 |
156.04 |
155.55 |
|
R1 |
155.73 |
155.73 |
155.49 |
155.89 |
PP |
155.40 |
155.40 |
155.40 |
155.47 |
S1 |
155.09 |
155.09 |
155.37 |
155.25 |
S2 |
154.76 |
154.76 |
155.31 |
|
S3 |
154.12 |
154.45 |
155.25 |
|
S4 |
153.48 |
153.81 |
155.08 |
|
|
Weekly Pivots for week ending 29-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
160.04 |
159.39 |
156.34 |
|
R3 |
158.38 |
157.73 |
155.89 |
|
R2 |
156.72 |
156.72 |
155.73 |
|
R1 |
156.07 |
156.07 |
155.58 |
156.40 |
PP |
155.06 |
155.06 |
155.06 |
155.22 |
S1 |
154.41 |
154.41 |
155.28 |
154.74 |
S2 |
153.40 |
153.40 |
155.13 |
|
S3 |
151.74 |
152.75 |
154.97 |
|
S4 |
150.08 |
151.09 |
154.52 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
155.70 |
153.55 |
2.15 |
1.4% |
0.69 |
0.4% |
87% |
True |
False |
669,538 |
10 |
155.70 |
153.00 |
2.70 |
1.7% |
0.81 |
0.5% |
90% |
True |
False |
702,002 |
20 |
157.89 |
151.44 |
6.45 |
4.1% |
1.22 |
0.8% |
62% |
False |
False |
911,223 |
40 |
160.69 |
151.44 |
9.25 |
6.0% |
0.89 |
0.6% |
43% |
False |
False |
731,371 |
60 |
160.69 |
151.44 |
9.25 |
6.0% |
0.84 |
0.5% |
43% |
False |
False |
699,115 |
80 |
160.69 |
151.44 |
9.25 |
6.0% |
0.76 |
0.5% |
43% |
False |
False |
533,482 |
100 |
160.69 |
151.44 |
9.25 |
6.0% |
0.73 |
0.5% |
43% |
False |
False |
426,942 |
120 |
160.69 |
151.01 |
9.68 |
6.2% |
0.66 |
0.4% |
46% |
False |
False |
355,794 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
158.42 |
2.618 |
157.38 |
1.618 |
156.74 |
1.000 |
156.34 |
0.618 |
156.10 |
HIGH |
155.70 |
0.618 |
155.46 |
0.500 |
155.38 |
0.382 |
155.30 |
LOW |
155.06 |
0.618 |
154.66 |
1.000 |
154.42 |
1.618 |
154.02 |
2.618 |
153.38 |
4.250 |
152.34 |
|
|
Fisher Pivots for day following 29-May-2015 |
Pivot |
1 day |
3 day |
R1 |
155.41 |
155.30 |
PP |
155.40 |
155.16 |
S1 |
155.38 |
155.03 |
|