Euro Bund Future September 2015
Trading Metrics calculated at close of trading on 21-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2015 |
21-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
152.64 |
153.00 |
0.36 |
0.2% |
151.20 |
High |
153.33 |
153.32 |
-0.01 |
0.0% |
152.88 |
Low |
152.42 |
152.50 |
0.08 |
0.1% |
149.49 |
Close |
152.90 |
152.75 |
-0.15 |
-0.1% |
152.65 |
Range |
0.91 |
0.82 |
-0.09 |
-9.9% |
3.39 |
ATR |
1.31 |
1.27 |
-0.03 |
-2.7% |
0.00 |
Volume |
465,064 |
397,914 |
-67,150 |
-14.4% |
2,490,231 |
|
Daily Pivots for day following 21-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
155.32 |
154.85 |
153.20 |
|
R3 |
154.50 |
154.03 |
152.98 |
|
R2 |
153.68 |
153.68 |
152.90 |
|
R1 |
153.21 |
153.21 |
152.83 |
153.04 |
PP |
152.86 |
152.86 |
152.86 |
152.77 |
S1 |
152.39 |
152.39 |
152.67 |
152.22 |
S2 |
152.04 |
152.04 |
152.60 |
|
S3 |
151.22 |
151.57 |
152.52 |
|
S4 |
150.40 |
150.75 |
152.30 |
|
|
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 |
153.33 |
151.30 |
2.03 |
1.3% |
0.94 |
0.6% |
71% |
False |
False |
452,631 |
10 |
154.24 |
149.49 |
4.75 |
3.1% |
1.14 |
0.7% |
69% |
False |
False |
545,322 |
20 |
154.24 |
149.49 |
4.75 |
3.1% |
1.17 |
0.8% |
69% |
False |
False |
620,701 |
40 |
155.44 |
148.23 |
7.21 |
4.7% |
1.25 |
0.8% |
63% |
False |
False |
636,258 |
60 |
159.50 |
148.23 |
11.27 |
7.4% |
1.24 |
0.8% |
40% |
False |
False |
431,648 |
80 |
160.60 |
148.23 |
12.37 |
8.1% |
1.02 |
0.7% |
37% |
False |
False |
324,138 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
156.81 |
2.618 |
155.47 |
1.618 |
154.65 |
1.000 |
154.14 |
0.618 |
153.83 |
HIGH |
153.32 |
0.618 |
153.01 |
0.500 |
152.91 |
0.382 |
152.81 |
LOW |
152.50 |
0.618 |
151.99 |
1.000 |
151.68 |
1.618 |
151.17 |
2.618 |
150.35 |
4.250 |
149.02 |
|
|
Fisher Pivots for day following 21-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
152.91 |
152.78 |
PP |
152.86 |
152.77 |
S1 |
152.80 |
152.76 |
|