Euro Bund Future September 2015
Trading Metrics calculated at close of trading on 29-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2015 |
29-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
153.88 |
153.83 |
-0.05 |
0.0% |
152.64 |
High |
153.93 |
153.92 |
-0.01 |
0.0% |
153.94 |
Low |
153.28 |
153.35 |
0.07 |
0.0% |
152.42 |
Close |
153.84 |
153.61 |
-0.23 |
-0.1% |
153.85 |
Range |
0.65 |
0.57 |
-0.08 |
-12.3% |
1.52 |
ATR |
1.07 |
1.03 |
-0.04 |
-3.3% |
0.00 |
Volume |
346,108 |
528,389 |
182,281 |
52.7% |
2,072,970 |
|
Daily Pivots for day following 29-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
155.34 |
155.04 |
153.92 |
|
R3 |
154.77 |
154.47 |
153.77 |
|
R2 |
154.20 |
154.20 |
153.71 |
|
R1 |
153.90 |
153.90 |
153.66 |
153.77 |
PP |
153.63 |
153.63 |
153.63 |
153.56 |
S1 |
153.33 |
153.33 |
153.56 |
153.20 |
S2 |
153.06 |
153.06 |
153.51 |
|
S3 |
152.49 |
152.76 |
153.45 |
|
S4 |
151.92 |
152.19 |
153.30 |
|
|
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 |
154.21 |
153.02 |
1.19 |
0.8% |
0.55 |
0.4% |
50% |
False |
False |
427,168 |
10 |
154.21 |
151.61 |
2.60 |
1.7% |
0.67 |
0.4% |
77% |
False |
False |
420,780 |
20 |
154.24 |
149.49 |
4.75 |
3.1% |
0.99 |
0.6% |
87% |
False |
False |
534,998 |
40 |
154.24 |
148.23 |
6.01 |
3.9% |
1.18 |
0.8% |
90% |
False |
False |
641,682 |
60 |
156.02 |
148.23 |
7.79 |
5.1% |
1.21 |
0.8% |
69% |
False |
False |
473,054 |
80 |
160.60 |
148.23 |
12.37 |
8.1% |
1.04 |
0.7% |
43% |
False |
False |
355,531 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
156.34 |
2.618 |
155.41 |
1.618 |
154.84 |
1.000 |
154.49 |
0.618 |
154.27 |
HIGH |
153.92 |
0.618 |
153.70 |
0.500 |
153.64 |
0.382 |
153.57 |
LOW |
153.35 |
0.618 |
153.00 |
1.000 |
152.78 |
1.618 |
152.43 |
2.618 |
151.86 |
4.250 |
150.93 |
|
|
Fisher Pivots for day following 29-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
153.64 |
153.75 |
PP |
153.63 |
153.70 |
S1 |
153.62 |
153.66 |
|