Euro Bund Future September 2015
Trading Metrics calculated at close of trading on 14-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2015 |
14-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
151.20 |
151.10 |
-0.10 |
-0.1% |
153.18 |
High |
151.34 |
151.75 |
0.41 |
0.3% |
154.24 |
Low |
149.49 |
150.94 |
1.45 |
1.0% |
150.34 |
Close |
151.12 |
151.38 |
0.26 |
0.2% |
150.70 |
Range |
1.85 |
0.81 |
-1.04 |
-56.2% |
3.90 |
ATR |
1.46 |
1.42 |
-0.05 |
-3.2% |
0.00 |
Volume |
481,850 |
608,202 |
126,352 |
26.2% |
3,729,659 |
|
Daily Pivots for day following 14-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
153.79 |
153.39 |
151.83 |
|
R3 |
152.98 |
152.58 |
151.60 |
|
R2 |
152.17 |
152.17 |
151.53 |
|
R1 |
151.77 |
151.77 |
151.45 |
151.97 |
PP |
151.36 |
151.36 |
151.36 |
151.46 |
S1 |
150.96 |
150.96 |
151.31 |
151.16 |
S2 |
150.55 |
150.55 |
151.23 |
|
S3 |
149.74 |
150.15 |
151.16 |
|
S4 |
148.93 |
149.34 |
150.93 |
|
|
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% |
1.33 |
0.9% |
40% |
False |
False |
638,013 |
10 |
154.24 |
149.49 |
4.75 |
3.1% |
1.28 |
0.8% |
40% |
False |
False |
663,776 |
20 |
154.24 |
149.49 |
4.75 |
3.1% |
1.22 |
0.8% |
40% |
False |
False |
676,171 |
40 |
155.44 |
148.23 |
7.21 |
4.8% |
1.24 |
0.8% |
44% |
False |
False |
584,887 |
60 |
160.60 |
148.23 |
12.37 |
8.2% |
1.21 |
0.8% |
25% |
False |
False |
394,225 |
80 |
160.60 |
148.23 |
12.37 |
8.2% |
0.99 |
0.7% |
25% |
False |
False |
295,948 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
155.19 |
2.618 |
153.87 |
1.618 |
153.06 |
1.000 |
152.56 |
0.618 |
152.25 |
HIGH |
151.75 |
0.618 |
151.44 |
0.500 |
151.35 |
0.382 |
151.25 |
LOW |
150.94 |
0.618 |
150.44 |
1.000 |
150.13 |
1.618 |
149.63 |
2.618 |
148.82 |
4.250 |
147.50 |
|
|
Fisher Pivots for day following 14-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
151.37 |
151.18 |
PP |
151.36 |
150.99 |
S1 |
151.35 |
150.79 |
|