Euro Bund Future September 2015
Trading Metrics calculated at close of trading on 13-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2015 |
13-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
152.09 |
151.20 |
-0.89 |
-0.6% |
153.18 |
High |
152.09 |
151.34 |
-0.75 |
-0.5% |
154.24 |
Low |
150.34 |
149.49 |
-0.85 |
-0.6% |
150.34 |
Close |
150.70 |
151.12 |
0.42 |
0.3% |
150.70 |
Range |
1.75 |
1.85 |
0.10 |
5.7% |
3.90 |
ATR |
1.43 |
1.46 |
0.03 |
2.1% |
0.00 |
Volume |
720,193 |
481,850 |
-238,343 |
-33.1% |
3,729,659 |
|
Daily Pivots for day following 13-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
156.20 |
155.51 |
152.14 |
|
R3 |
154.35 |
153.66 |
151.63 |
|
R2 |
152.50 |
152.50 |
151.46 |
|
R1 |
151.81 |
151.81 |
151.29 |
151.23 |
PP |
150.65 |
150.65 |
150.65 |
150.36 |
S1 |
149.96 |
149.96 |
150.95 |
149.38 |
S2 |
148.80 |
148.80 |
150.78 |
|
S3 |
146.95 |
148.11 |
150.61 |
|
S4 |
145.10 |
146.26 |
150.10 |
|
|
Weekly Pivots for week ending 10-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
163.46 |
160.98 |
152.85 |
|
R3 |
159.56 |
157.08 |
151.77 |
|
R2 |
155.66 |
155.66 |
151.42 |
|
R1 |
153.18 |
153.18 |
151.06 |
152.47 |
PP |
151.76 |
151.76 |
151.76 |
151.41 |
S1 |
149.28 |
149.28 |
150.34 |
148.57 |
S2 |
147.86 |
147.86 |
149.99 |
|
S3 |
143.96 |
145.38 |
149.63 |
|
S4 |
140.06 |
141.48 |
148.56 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
154.24 |
149.49 |
4.75 |
3.1% |
1.53 |
1.0% |
34% |
False |
True |
679,337 |
10 |
154.24 |
149.49 |
4.75 |
3.1% |
1.38 |
0.9% |
34% |
False |
True |
684,549 |
20 |
154.24 |
149.49 |
4.75 |
3.1% |
1.22 |
0.8% |
34% |
False |
True |
685,116 |
40 |
155.44 |
148.23 |
7.21 |
4.8% |
1.24 |
0.8% |
40% |
False |
False |
570,023 |
60 |
160.60 |
148.23 |
12.37 |
8.2% |
1.20 |
0.8% |
23% |
False |
False |
384,101 |
80 |
160.60 |
148.23 |
12.37 |
8.2% |
0.98 |
0.6% |
23% |
False |
False |
288,346 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
159.20 |
2.618 |
156.18 |
1.618 |
154.33 |
1.000 |
153.19 |
0.618 |
152.48 |
HIGH |
151.34 |
0.618 |
150.63 |
0.500 |
150.42 |
0.382 |
150.20 |
LOW |
149.49 |
0.618 |
148.35 |
1.000 |
147.64 |
1.618 |
146.50 |
2.618 |
144.65 |
4.250 |
141.63 |
|
|
Fisher Pivots for day following 13-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
150.89 |
151.45 |
PP |
150.65 |
151.34 |
S1 |
150.42 |
151.23 |
|