Euro Bund Future September 2015
| Trading Metrics calculated at close of trading on 23-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2015 |
23-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
153.00 |
153.14 |
0.14 |
0.1% |
151.20 |
| High |
153.30 |
153.46 |
0.16 |
0.1% |
152.88 |
| Low |
152.67 |
153.02 |
0.35 |
0.2% |
149.49 |
| Close |
153.21 |
153.13 |
-0.08 |
-0.1% |
152.65 |
| Range |
0.63 |
0.44 |
-0.19 |
-30.2% |
3.39 |
| ATR |
1.23 |
1.17 |
-0.06 |
-4.6% |
0.00 |
| Volume |
384,258 |
431,651 |
47,393 |
12.3% |
2,490,231 |
|
| Daily Pivots for day following 23-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
154.52 |
154.27 |
153.37 |
|
| R3 |
154.08 |
153.83 |
153.25 |
|
| R2 |
153.64 |
153.64 |
153.21 |
|
| R1 |
153.39 |
153.39 |
153.17 |
153.30 |
| PP |
153.20 |
153.20 |
153.20 |
153.16 |
| S1 |
152.95 |
152.95 |
153.09 |
152.86 |
| S2 |
152.76 |
152.76 |
153.05 |
|
| S3 |
152.32 |
152.51 |
153.01 |
|
| S4 |
151.88 |
152.07 |
152.89 |
|
|
| 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 |
153.46 |
152.22 |
1.24 |
0.8% |
0.69 |
0.5% |
73% |
True |
False |
415,950 |
| 10 |
153.46 |
149.49 |
3.97 |
2.6% |
1.02 |
0.7% |
92% |
True |
False |
488,931 |
| 20 |
154.24 |
149.49 |
4.75 |
3.1% |
1.13 |
0.7% |
77% |
False |
False |
599,069 |
| 40 |
155.44 |
148.23 |
7.21 |
4.7% |
1.24 |
0.8% |
68% |
False |
False |
652,850 |
| 60 |
159.43 |
148.23 |
11.20 |
7.3% |
1.25 |
0.8% |
44% |
False |
False |
445,196 |
| 80 |
160.60 |
148.23 |
12.37 |
8.1% |
1.03 |
0.7% |
40% |
False |
False |
334,298 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
155.33 |
|
2.618 |
154.61 |
|
1.618 |
154.17 |
|
1.000 |
153.90 |
|
0.618 |
153.73 |
|
HIGH |
153.46 |
|
0.618 |
153.29 |
|
0.500 |
153.24 |
|
0.382 |
153.19 |
|
LOW |
153.02 |
|
0.618 |
152.75 |
|
1.000 |
152.58 |
|
1.618 |
152.31 |
|
2.618 |
151.87 |
|
4.250 |
151.15 |
|
|
| Fisher Pivots for day following 23-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
153.24 |
153.08 |
| PP |
153.20 |
153.03 |
| S1 |
153.17 |
152.98 |
|