Euro Bund Future September 2015
Trading Metrics calculated at close of trading on 24-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2015 |
24-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
153.14 |
153.45 |
0.31 |
0.2% |
152.64 |
High |
153.46 |
153.94 |
0.48 |
0.3% |
153.94 |
Low |
153.02 |
153.35 |
0.33 |
0.2% |
152.42 |
Close |
153.13 |
153.85 |
0.72 |
0.5% |
153.85 |
Range |
0.44 |
0.59 |
0.15 |
34.1% |
1.52 |
ATR |
1.17 |
1.14 |
-0.03 |
-2.2% |
0.00 |
Volume |
431,651 |
394,083 |
-37,568 |
-8.7% |
2,072,970 |
|
Daily Pivots for day following 24-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
155.48 |
155.26 |
154.17 |
|
R3 |
154.89 |
154.67 |
154.01 |
|
R2 |
154.30 |
154.30 |
153.96 |
|
R1 |
154.08 |
154.08 |
153.90 |
154.19 |
PP |
153.71 |
153.71 |
153.71 |
153.77 |
S1 |
153.49 |
153.49 |
153.80 |
153.60 |
S2 |
153.12 |
153.12 |
153.74 |
|
S3 |
152.53 |
152.90 |
153.69 |
|
S4 |
151.94 |
152.31 |
153.53 |
|
|
Weekly Pivots for week ending 24-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
157.96 |
157.43 |
154.69 |
|
R3 |
156.44 |
155.91 |
154.27 |
|
R2 |
154.92 |
154.92 |
154.13 |
|
R1 |
154.39 |
154.39 |
153.99 |
154.66 |
PP |
153.40 |
153.40 |
153.40 |
153.54 |
S1 |
152.87 |
152.87 |
153.71 |
153.14 |
S2 |
151.88 |
151.88 |
153.57 |
|
S3 |
150.36 |
151.35 |
153.43 |
|
S4 |
148.84 |
149.83 |
153.01 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
153.94 |
152.42 |
1.52 |
1.0% |
0.68 |
0.4% |
94% |
True |
False |
414,594 |
10 |
153.94 |
149.49 |
4.45 |
2.9% |
0.90 |
0.6% |
98% |
True |
False |
456,320 |
20 |
154.24 |
149.49 |
4.75 |
3.1% |
1.11 |
0.7% |
92% |
False |
False |
589,234 |
40 |
155.44 |
148.23 |
7.21 |
4.7% |
1.24 |
0.8% |
78% |
False |
False |
661,131 |
60 |
159.15 |
148.23 |
10.92 |
7.1% |
1.25 |
0.8% |
51% |
False |
False |
451,724 |
80 |
160.60 |
148.23 |
12.37 |
8.0% |
1.03 |
0.7% |
45% |
False |
False |
339,191 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
156.45 |
2.618 |
155.48 |
1.618 |
154.89 |
1.000 |
154.53 |
0.618 |
154.30 |
HIGH |
153.94 |
0.618 |
153.71 |
0.500 |
153.65 |
0.382 |
153.58 |
LOW |
153.35 |
0.618 |
152.99 |
1.000 |
152.76 |
1.618 |
152.40 |
2.618 |
151.81 |
4.250 |
150.84 |
|
|
Fisher Pivots for day following 24-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
153.78 |
153.67 |
PP |
153.71 |
153.49 |
S1 |
153.65 |
153.31 |
|