Euro Bund Future September 2015
Trading Metrics calculated at close of trading on 17-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2015 |
17-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
152.30 |
152.22 |
-0.08 |
-0.1% |
151.20 |
High |
152.54 |
152.88 |
0.34 |
0.2% |
152.88 |
Low |
151.61 |
152.22 |
0.61 |
0.4% |
149.49 |
Close |
152.07 |
152.65 |
0.58 |
0.4% |
152.65 |
Range |
0.93 |
0.66 |
-0.27 |
-29.0% |
3.39 |
ATR |
1.38 |
1.34 |
-0.04 |
-2.9% |
0.00 |
Volume |
423,860 |
400,866 |
-22,994 |
-5.4% |
2,490,231 |
|
Daily Pivots for day following 17-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
154.56 |
154.27 |
153.01 |
|
R3 |
153.90 |
153.61 |
152.83 |
|
R2 |
153.24 |
153.24 |
152.77 |
|
R1 |
152.95 |
152.95 |
152.71 |
153.10 |
PP |
152.58 |
152.58 |
152.58 |
152.66 |
S1 |
152.29 |
152.29 |
152.59 |
152.44 |
S2 |
151.92 |
151.92 |
152.53 |
|
S3 |
151.26 |
151.63 |
152.47 |
|
S4 |
150.60 |
150.97 |
152.29 |
|
|
Weekly Pivots for week ending 17-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
161.84 |
160.64 |
154.51 |
|
R3 |
158.45 |
157.25 |
153.58 |
|
R2 |
155.06 |
155.06 |
153.27 |
|
R1 |
153.86 |
153.86 |
152.96 |
154.46 |
PP |
151.67 |
151.67 |
151.67 |
151.98 |
S1 |
150.47 |
150.47 |
152.34 |
151.07 |
S2 |
148.28 |
148.28 |
152.03 |
|
S3 |
144.89 |
147.08 |
151.72 |
|
S4 |
141.50 |
143.69 |
150.79 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
152.88 |
149.49 |
3.39 |
2.2% |
1.13 |
0.7% |
93% |
True |
False |
498,046 |
10 |
154.24 |
149.49 |
4.75 |
3.1% |
1.27 |
0.8% |
67% |
False |
False |
621,989 |
20 |
154.24 |
149.49 |
4.75 |
3.1% |
1.20 |
0.8% |
67% |
False |
False |
651,726 |
40 |
155.44 |
148.23 |
7.21 |
4.7% |
1.25 |
0.8% |
61% |
False |
False |
616,986 |
60 |
160.13 |
148.23 |
11.90 |
7.8% |
1.24 |
0.8% |
37% |
False |
False |
417,503 |
80 |
160.60 |
148.23 |
12.37 |
8.1% |
1.01 |
0.7% |
36% |
False |
False |
313,413 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
155.69 |
2.618 |
154.61 |
1.618 |
153.95 |
1.000 |
153.54 |
0.618 |
153.29 |
HIGH |
152.88 |
0.618 |
152.63 |
0.500 |
152.55 |
0.382 |
152.47 |
LOW |
152.22 |
0.618 |
151.81 |
1.000 |
151.56 |
1.618 |
151.15 |
2.618 |
150.49 |
4.250 |
149.42 |
|
|
Fisher Pivots for day following 17-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
152.62 |
152.46 |
PP |
152.58 |
152.28 |
S1 |
152.55 |
152.09 |
|