Euro Bund Future June 2015
Trading Metrics calculated at close of trading on 06-May-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2015 |
06-May-2015 |
Change |
Change % |
Previous Week |
Open |
155.53 |
154.74 |
-0.79 |
-0.5% |
159.40 |
High |
156.22 |
154.97 |
-1.25 |
-0.8% |
159.55 |
Low |
154.60 |
153.70 |
-0.90 |
-0.6% |
156.42 |
Close |
154.85 |
153.93 |
-0.92 |
-0.6% |
156.70 |
Range |
1.62 |
1.27 |
-0.35 |
-21.6% |
3.13 |
ATR |
0.80 |
0.83 |
0.03 |
4.2% |
0.00 |
Volume |
1,301,171 |
1,725,063 |
423,892 |
32.6% |
3,510,482 |
|
Daily Pivots for day following 06-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
158.01 |
157.24 |
154.63 |
|
R3 |
156.74 |
155.97 |
154.28 |
|
R2 |
155.47 |
155.47 |
154.16 |
|
R1 |
154.70 |
154.70 |
154.05 |
154.45 |
PP |
154.20 |
154.20 |
154.20 |
154.08 |
S1 |
153.43 |
153.43 |
153.81 |
153.18 |
S2 |
152.93 |
152.93 |
153.70 |
|
S3 |
151.66 |
152.16 |
153.58 |
|
S4 |
150.39 |
150.89 |
153.23 |
|
|
Weekly Pivots for week ending 01-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
166.95 |
164.95 |
158.42 |
|
R3 |
163.82 |
161.82 |
157.56 |
|
R2 |
160.69 |
160.69 |
157.27 |
|
R1 |
158.69 |
158.69 |
156.99 |
158.13 |
PP |
157.56 |
157.56 |
157.56 |
157.27 |
S1 |
155.56 |
155.56 |
156.41 |
155.00 |
S2 |
154.43 |
154.43 |
156.13 |
|
S3 |
151.30 |
152.43 |
155.84 |
|
S4 |
148.17 |
149.30 |
154.98 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
159.21 |
153.70 |
5.51 |
3.6% |
1.45 |
0.9% |
4% |
False |
True |
1,222,337 |
10 |
160.18 |
153.70 |
6.48 |
4.2% |
1.03 |
0.7% |
4% |
False |
True |
931,307 |
20 |
160.69 |
153.70 |
6.99 |
4.5% |
0.73 |
0.5% |
3% |
False |
True |
707,900 |
40 |
160.69 |
153.70 |
6.99 |
4.5% |
0.71 |
0.5% |
3% |
False |
True |
619,061 |
60 |
160.69 |
153.70 |
6.99 |
4.5% |
0.67 |
0.4% |
3% |
False |
True |
488,571 |
80 |
160.69 |
153.70 |
6.99 |
4.5% |
0.66 |
0.4% |
3% |
False |
True |
366,859 |
100 |
160.69 |
151.09 |
9.60 |
6.2% |
0.59 |
0.4% |
30% |
False |
False |
293,513 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
160.37 |
2.618 |
158.29 |
1.618 |
157.02 |
1.000 |
156.24 |
0.618 |
155.75 |
HIGH |
154.97 |
0.618 |
154.48 |
0.500 |
154.34 |
0.382 |
154.19 |
LOW |
153.70 |
0.618 |
152.92 |
1.000 |
152.43 |
1.618 |
151.65 |
2.618 |
150.38 |
4.250 |
148.30 |
|
|
Fisher Pivots for day following 06-May-2015 |
Pivot |
1 day |
3 day |
R1 |
154.34 |
155.23 |
PP |
154.20 |
154.79 |
S1 |
154.07 |
154.36 |
|