Euro Bund Future September 2015
| Trading Metrics calculated at close of trading on 16-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2015 |
16-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
151.47 |
152.30 |
0.83 |
0.5% |
153.18 |
| High |
152.69 |
152.54 |
-0.15 |
-0.1% |
154.24 |
| Low |
151.30 |
151.61 |
0.31 |
0.2% |
150.34 |
| Close |
152.20 |
152.07 |
-0.13 |
-0.1% |
150.70 |
| Range |
1.39 |
0.93 |
-0.46 |
-33.1% |
3.90 |
| ATR |
1.41 |
1.38 |
-0.03 |
-2.4% |
0.00 |
| Volume |
575,453 |
423,860 |
-151,593 |
-26.3% |
3,729,659 |
|
| Daily Pivots for day following 16-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
154.86 |
154.40 |
152.58 |
|
| R3 |
153.93 |
153.47 |
152.33 |
|
| R2 |
153.00 |
153.00 |
152.24 |
|
| R1 |
152.54 |
152.54 |
152.16 |
152.31 |
| PP |
152.07 |
152.07 |
152.07 |
151.96 |
| S1 |
151.61 |
151.61 |
151.98 |
151.38 |
| S2 |
151.14 |
151.14 |
151.90 |
|
| S3 |
150.21 |
150.68 |
151.81 |
|
| S4 |
149.28 |
149.75 |
151.56 |
|
|
| Weekly Pivots for week ending 10-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
163.46 |
160.98 |
152.85 |
|
| R3 |
159.56 |
157.08 |
151.77 |
|
| R2 |
155.66 |
155.66 |
151.42 |
|
| R1 |
153.18 |
153.18 |
151.06 |
152.47 |
| PP |
151.76 |
151.76 |
151.76 |
151.41 |
| S1 |
149.28 |
149.28 |
150.34 |
148.57 |
| S2 |
147.86 |
147.86 |
149.99 |
|
| S3 |
143.96 |
145.38 |
149.63 |
|
| S4 |
140.06 |
141.48 |
148.56 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
152.69 |
149.49 |
3.20 |
2.1% |
1.35 |
0.9% |
81% |
False |
False |
561,911 |
| 10 |
154.24 |
149.49 |
4.75 |
3.1% |
1.29 |
0.8% |
54% |
False |
False |
622,500 |
| 20 |
154.24 |
149.49 |
4.75 |
3.1% |
1.26 |
0.8% |
54% |
False |
False |
658,753 |
| 40 |
155.44 |
148.23 |
7.21 |
4.7% |
1.25 |
0.8% |
53% |
False |
False |
608,284 |
| 60 |
160.38 |
148.23 |
12.15 |
8.0% |
1.24 |
0.8% |
32% |
False |
False |
410,867 |
| 80 |
160.60 |
148.23 |
12.37 |
8.1% |
1.00 |
0.7% |
31% |
False |
False |
308,403 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
156.49 |
|
2.618 |
154.97 |
|
1.618 |
154.04 |
|
1.000 |
153.47 |
|
0.618 |
153.11 |
|
HIGH |
152.54 |
|
0.618 |
152.18 |
|
0.500 |
152.08 |
|
0.382 |
151.97 |
|
LOW |
151.61 |
|
0.618 |
151.04 |
|
1.000 |
150.68 |
|
1.618 |
150.11 |
|
2.618 |
149.18 |
|
4.250 |
147.66 |
|
|
| Fisher Pivots for day following 16-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
152.08 |
151.99 |
| PP |
152.07 |
151.90 |
| S1 |
152.07 |
151.82 |
|