Euro Bund Future September 2015
Trading Metrics calculated at close of trading on 15-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2015 |
15-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
151.10 |
151.47 |
0.37 |
0.2% |
153.18 |
High |
151.75 |
152.69 |
0.94 |
0.6% |
154.24 |
Low |
150.94 |
151.30 |
0.36 |
0.2% |
150.34 |
Close |
151.38 |
152.20 |
0.82 |
0.5% |
150.70 |
Range |
0.81 |
1.39 |
0.58 |
71.6% |
3.90 |
ATR |
1.42 |
1.41 |
0.00 |
-0.1% |
0.00 |
Volume |
608,202 |
575,453 |
-32,749 |
-5.4% |
3,729,659 |
|
Daily Pivots for day following 15-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
156.23 |
155.61 |
152.96 |
|
R3 |
154.84 |
154.22 |
152.58 |
|
R2 |
153.45 |
153.45 |
152.45 |
|
R1 |
152.83 |
152.83 |
152.33 |
153.14 |
PP |
152.06 |
152.06 |
152.06 |
152.22 |
S1 |
151.44 |
151.44 |
152.07 |
151.75 |
S2 |
150.67 |
150.67 |
151.95 |
|
S3 |
149.28 |
150.05 |
151.82 |
|
S4 |
147.89 |
148.66 |
151.44 |
|
|
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 |
153.40 |
149.49 |
3.91 |
2.6% |
1.38 |
0.9% |
69% |
False |
False |
646,331 |
10 |
154.24 |
149.49 |
4.75 |
3.1% |
1.31 |
0.9% |
57% |
False |
False |
649,216 |
20 |
154.24 |
149.49 |
4.75 |
3.1% |
1.24 |
0.8% |
57% |
False |
False |
675,726 |
40 |
155.44 |
148.23 |
7.21 |
4.7% |
1.26 |
0.8% |
55% |
False |
False |
598,800 |
60 |
160.40 |
148.23 |
12.17 |
8.0% |
1.23 |
0.8% |
33% |
False |
False |
403,810 |
80 |
160.60 |
148.23 |
12.37 |
8.1% |
0.99 |
0.7% |
32% |
False |
False |
303,112 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
158.60 |
2.618 |
156.33 |
1.618 |
154.94 |
1.000 |
154.08 |
0.618 |
153.55 |
HIGH |
152.69 |
0.618 |
152.16 |
0.500 |
152.00 |
0.382 |
151.83 |
LOW |
151.30 |
0.618 |
150.44 |
1.000 |
149.91 |
1.618 |
149.05 |
2.618 |
147.66 |
4.250 |
145.39 |
|
|
Fisher Pivots for day following 15-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
152.13 |
151.83 |
PP |
152.06 |
151.46 |
S1 |
152.00 |
151.09 |
|