Euro Bund Future June 2015
| Trading Metrics calculated at close of trading on 27-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2015 |
27-May-2015 |
Change |
Change % |
Previous Week |
| Open |
154.26 |
154.71 |
0.45 |
0.3% |
153.46 |
| High |
154.95 |
155.15 |
0.20 |
0.1% |
154.77 |
| Low |
154.04 |
154.36 |
0.32 |
0.2% |
153.00 |
| Close |
154.77 |
154.71 |
-0.06 |
0.0% |
154.00 |
| Range |
0.91 |
0.79 |
-0.12 |
-13.2% |
1.77 |
| ATR |
1.09 |
1.07 |
-0.02 |
-2.0% |
0.00 |
| Volume |
712,914 |
566,721 |
-146,193 |
-20.5% |
3,740,651 |
|
| Daily Pivots for day following 27-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
157.11 |
156.70 |
155.14 |
|
| R3 |
156.32 |
155.91 |
154.93 |
|
| R2 |
155.53 |
155.53 |
154.85 |
|
| R1 |
155.12 |
155.12 |
154.78 |
155.11 |
| PP |
154.74 |
154.74 |
154.74 |
154.73 |
| S1 |
154.33 |
154.33 |
154.64 |
154.32 |
| S2 |
153.95 |
153.95 |
154.57 |
|
| S3 |
153.16 |
153.54 |
154.49 |
|
| S4 |
152.37 |
152.75 |
154.28 |
|
|
| Weekly Pivots for week ending 22-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
159.23 |
158.39 |
154.97 |
|
| R3 |
157.46 |
156.62 |
154.49 |
|
| R2 |
155.69 |
155.69 |
154.32 |
|
| R1 |
154.85 |
154.85 |
154.16 |
155.27 |
| PP |
153.92 |
153.92 |
153.92 |
154.14 |
| S1 |
153.08 |
153.08 |
153.84 |
153.50 |
| S2 |
152.15 |
152.15 |
153.68 |
|
| S3 |
150.38 |
151.31 |
153.51 |
|
| S4 |
148.61 |
149.54 |
153.03 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
155.15 |
153.00 |
2.15 |
1.4% |
0.85 |
0.5% |
80% |
True |
False |
669,873 |
| 10 |
155.15 |
151.97 |
3.18 |
2.1% |
1.04 |
0.7% |
86% |
True |
False |
696,488 |
| 20 |
159.47 |
151.44 |
8.03 |
5.2% |
1.27 |
0.8% |
41% |
False |
False |
958,687 |
| 40 |
160.69 |
151.44 |
9.25 |
6.0% |
0.88 |
0.6% |
35% |
False |
False |
718,675 |
| 60 |
160.69 |
151.44 |
9.25 |
6.0% |
0.84 |
0.5% |
35% |
False |
False |
682,144 |
| 80 |
160.69 |
151.44 |
9.25 |
6.0% |
0.76 |
0.5% |
35% |
False |
False |
515,592 |
| 100 |
160.69 |
151.44 |
9.25 |
6.0% |
0.73 |
0.5% |
35% |
False |
False |
412,613 |
| 120 |
160.69 |
151.01 |
9.68 |
6.3% |
0.65 |
0.4% |
38% |
False |
False |
343,852 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
158.51 |
|
2.618 |
157.22 |
|
1.618 |
156.43 |
|
1.000 |
155.94 |
|
0.618 |
155.64 |
|
HIGH |
155.15 |
|
0.618 |
154.85 |
|
0.500 |
154.76 |
|
0.382 |
154.66 |
|
LOW |
154.36 |
|
0.618 |
153.87 |
|
1.000 |
153.57 |
|
1.618 |
153.08 |
|
2.618 |
152.29 |
|
4.250 |
151.00 |
|
|
| Fisher Pivots for day following 27-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
154.76 |
154.59 |
| PP |
154.74 |
154.47 |
| S1 |
154.73 |
154.35 |
|