Euro Bund Future September 2015
| Trading Metrics calculated at close of trading on 22-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2015 |
22-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
153.00 |
153.00 |
0.00 |
0.0% |
151.20 |
| High |
153.32 |
153.30 |
-0.02 |
0.0% |
152.88 |
| Low |
152.50 |
152.67 |
0.17 |
0.1% |
149.49 |
| Close |
152.75 |
153.21 |
0.46 |
0.3% |
152.65 |
| Range |
0.82 |
0.63 |
-0.19 |
-23.2% |
3.39 |
| ATR |
1.27 |
1.23 |
-0.05 |
-3.6% |
0.00 |
| Volume |
397,914 |
384,258 |
-13,656 |
-3.4% |
2,490,231 |
|
| Daily Pivots for day following 22-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
154.95 |
154.71 |
153.56 |
|
| R3 |
154.32 |
154.08 |
153.38 |
|
| R2 |
153.69 |
153.69 |
153.33 |
|
| R1 |
153.45 |
153.45 |
153.27 |
153.57 |
| PP |
153.06 |
153.06 |
153.06 |
153.12 |
| S1 |
152.82 |
152.82 |
153.15 |
152.94 |
| S2 |
152.43 |
152.43 |
153.09 |
|
| S3 |
151.80 |
152.19 |
153.04 |
|
| S4 |
151.17 |
151.56 |
152.86 |
|
|
| Weekly Pivots for week ending 17-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
161.84 |
160.64 |
154.51 |
|
| R3 |
158.45 |
157.25 |
153.58 |
|
| R2 |
155.06 |
155.06 |
153.27 |
|
| R1 |
153.86 |
153.86 |
152.96 |
154.46 |
| PP |
151.67 |
151.67 |
151.67 |
151.98 |
| S1 |
150.47 |
150.47 |
152.34 |
151.07 |
| S2 |
148.28 |
148.28 |
152.03 |
|
| S3 |
144.89 |
147.08 |
151.72 |
|
| S4 |
141.50 |
143.69 |
150.79 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
153.33 |
151.61 |
1.72 |
1.1% |
0.79 |
0.5% |
93% |
False |
False |
414,392 |
| 10 |
153.40 |
149.49 |
3.91 |
2.6% |
1.09 |
0.7% |
95% |
False |
False |
530,362 |
| 20 |
154.24 |
149.49 |
4.75 |
3.1% |
1.16 |
0.8% |
78% |
False |
False |
609,993 |
| 40 |
155.44 |
148.23 |
7.21 |
4.7% |
1.24 |
0.8% |
69% |
False |
False |
643,630 |
| 60 |
159.50 |
148.23 |
11.27 |
7.4% |
1.25 |
0.8% |
44% |
False |
False |
438,044 |
| 80 |
160.60 |
148.23 |
12.37 |
8.1% |
1.03 |
0.7% |
40% |
False |
False |
328,920 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
155.98 |
|
2.618 |
154.95 |
|
1.618 |
154.32 |
|
1.000 |
153.93 |
|
0.618 |
153.69 |
|
HIGH |
153.30 |
|
0.618 |
153.06 |
|
0.500 |
152.99 |
|
0.382 |
152.91 |
|
LOW |
152.67 |
|
0.618 |
152.28 |
|
1.000 |
152.04 |
|
1.618 |
151.65 |
|
2.618 |
151.02 |
|
4.250 |
149.99 |
|
|
| Fisher Pivots for day following 22-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
153.14 |
153.10 |
| PP |
153.06 |
152.99 |
| S1 |
152.99 |
152.88 |
|