Euro Bund Future September 2015
Trading Metrics calculated at close of trading on 30-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2015 |
30-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
153.83 |
153.45 |
-0.38 |
-0.2% |
152.64 |
High |
153.92 |
154.50 |
0.58 |
0.4% |
153.94 |
Low |
153.35 |
153.40 |
0.05 |
0.0% |
152.42 |
Close |
153.61 |
154.37 |
0.76 |
0.5% |
153.85 |
Range |
0.57 |
1.10 |
0.53 |
93.0% |
1.52 |
ATR |
1.03 |
1.04 |
0.00 |
0.5% |
0.00 |
Volume |
528,389 |
668,874 |
140,485 |
26.6% |
2,072,970 |
|
Daily Pivots for day following 30-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
157.39 |
156.98 |
154.98 |
|
R3 |
156.29 |
155.88 |
154.67 |
|
R2 |
155.19 |
155.19 |
154.57 |
|
R1 |
154.78 |
154.78 |
154.47 |
154.99 |
PP |
154.09 |
154.09 |
154.09 |
154.19 |
S1 |
153.68 |
153.68 |
154.27 |
153.89 |
S2 |
152.99 |
152.99 |
154.17 |
|
S3 |
151.89 |
152.58 |
154.07 |
|
S4 |
150.79 |
151.48 |
153.77 |
|
|
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 |
154.50 |
153.28 |
1.22 |
0.8% |
0.69 |
0.4% |
89% |
True |
False |
474,612 |
10 |
154.50 |
152.22 |
2.28 |
1.5% |
0.69 |
0.4% |
94% |
True |
False |
445,281 |
20 |
154.50 |
149.49 |
5.01 |
3.2% |
0.99 |
0.6% |
97% |
True |
False |
533,890 |
40 |
154.50 |
148.23 |
6.27 |
4.1% |
1.14 |
0.7% |
98% |
True |
False |
630,091 |
60 |
155.44 |
148.23 |
7.21 |
4.7% |
1.20 |
0.8% |
85% |
False |
False |
483,847 |
80 |
160.60 |
148.23 |
12.37 |
8.0% |
1.05 |
0.7% |
50% |
False |
False |
363,888 |
100 |
160.60 |
148.23 |
12.37 |
8.0% |
0.92 |
0.6% |
50% |
False |
False |
291,286 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
159.18 |
2.618 |
157.38 |
1.618 |
156.28 |
1.000 |
155.60 |
0.618 |
155.18 |
HIGH |
154.50 |
0.618 |
154.08 |
0.500 |
153.95 |
0.382 |
153.82 |
LOW |
153.40 |
0.618 |
152.72 |
1.000 |
152.30 |
1.618 |
151.62 |
2.618 |
150.52 |
4.250 |
148.73 |
|
|
Fisher Pivots for day following 30-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
154.23 |
154.21 |
PP |
154.09 |
154.05 |
S1 |
153.95 |
153.89 |
|