Euro Bund Future June 2015
| Trading Metrics calculated at close of trading on 18-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2015 |
18-May-2015 |
Change |
Change % |
Previous Week |
| Open |
153.10 |
153.46 |
0.36 |
0.2% |
154.77 |
| High |
153.90 |
153.84 |
-0.06 |
0.0% |
155.03 |
| Low |
153.01 |
153.24 |
0.23 |
0.2% |
151.97 |
| Close |
153.56 |
153.51 |
-0.05 |
0.0% |
153.56 |
| Range |
0.89 |
0.60 |
-0.29 |
-32.6% |
3.06 |
| ATR |
1.20 |
1.15 |
-0.04 |
-3.6% |
0.00 |
| Volume |
566,665 |
988,964 |
422,299 |
74.5% |
4,445,739 |
|
| Daily Pivots for day following 18-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
155.33 |
155.02 |
153.84 |
|
| R3 |
154.73 |
154.42 |
153.68 |
|
| R2 |
154.13 |
154.13 |
153.62 |
|
| R1 |
153.82 |
153.82 |
153.57 |
153.98 |
| PP |
153.53 |
153.53 |
153.53 |
153.61 |
| S1 |
153.22 |
153.22 |
153.46 |
153.38 |
| S2 |
152.93 |
152.93 |
153.40 |
|
| S3 |
152.33 |
152.62 |
153.35 |
|
| S4 |
151.73 |
152.02 |
153.18 |
|
|
| Weekly Pivots for week ending 15-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
162.70 |
161.19 |
155.24 |
|
| R3 |
159.64 |
158.13 |
154.40 |
|
| R2 |
156.58 |
156.58 |
154.12 |
|
| R1 |
155.07 |
155.07 |
153.84 |
154.30 |
| PP |
153.52 |
153.52 |
153.52 |
153.13 |
| S1 |
152.01 |
152.01 |
153.28 |
151.24 |
| S2 |
150.46 |
150.46 |
153.00 |
|
| S3 |
147.40 |
148.95 |
152.72 |
|
| S4 |
144.34 |
145.89 |
151.88 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
154.16 |
151.97 |
2.19 |
1.4% |
1.22 |
0.8% |
70% |
False |
False |
836,826 |
| 10 |
156.22 |
151.44 |
4.78 |
3.1% |
1.51 |
1.0% |
43% |
False |
False |
1,090,582 |
| 20 |
160.51 |
151.44 |
9.07 |
5.9% |
1.17 |
0.8% |
23% |
False |
False |
920,839 |
| 40 |
160.69 |
151.44 |
9.25 |
6.0% |
0.85 |
0.6% |
22% |
False |
False |
685,401 |
| 60 |
160.69 |
151.44 |
9.25 |
6.0% |
0.80 |
0.5% |
22% |
False |
False |
618,608 |
| 80 |
160.69 |
151.44 |
9.25 |
6.0% |
0.77 |
0.5% |
22% |
False |
False |
465,321 |
| 100 |
160.69 |
151.44 |
9.25 |
6.0% |
0.69 |
0.5% |
22% |
False |
False |
372,301 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
156.39 |
|
2.618 |
155.41 |
|
1.618 |
154.81 |
|
1.000 |
154.44 |
|
0.618 |
154.21 |
|
HIGH |
153.84 |
|
0.618 |
153.61 |
|
0.500 |
153.54 |
|
0.382 |
153.47 |
|
LOW |
153.24 |
|
0.618 |
152.87 |
|
1.000 |
152.64 |
|
1.618 |
152.27 |
|
2.618 |
151.67 |
|
4.250 |
150.69 |
|
|
| Fisher Pivots for day following 18-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
153.54 |
153.33 |
| PP |
153.53 |
153.14 |
| S1 |
153.52 |
152.96 |
|