Euro Bund Future March 2015
Trading Metrics calculated at close of trading on 15-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2014 |
15-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
154.29 |
154.70 |
0.41 |
0.3% |
152.72 |
High |
154.80 |
154.73 |
-0.07 |
0.0% |
154.80 |
Low |
154.23 |
154.35 |
0.12 |
0.1% |
152.59 |
Close |
154.73 |
154.65 |
-0.08 |
-0.1% |
154.73 |
Range |
0.57 |
0.38 |
-0.19 |
-33.3% |
2.21 |
ATR |
0.56 |
0.55 |
-0.01 |
-2.3% |
0.00 |
Volume |
472,300 |
846,551 |
374,251 |
79.2% |
2,911,158 |
|
Daily Pivots for day following 15-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
155.72 |
155.56 |
154.86 |
|
R3 |
155.34 |
155.18 |
154.75 |
|
R2 |
154.96 |
154.96 |
154.72 |
|
R1 |
154.80 |
154.80 |
154.68 |
154.69 |
PP |
154.58 |
154.58 |
154.58 |
154.52 |
S1 |
154.42 |
154.42 |
154.62 |
154.31 |
S2 |
154.20 |
154.20 |
154.58 |
|
S3 |
153.82 |
154.04 |
154.55 |
|
S4 |
153.44 |
153.66 |
154.44 |
|
|
Weekly Pivots for week ending 12-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
160.67 |
159.91 |
155.95 |
|
R3 |
158.46 |
157.70 |
155.34 |
|
R2 |
156.25 |
156.25 |
155.14 |
|
R1 |
155.49 |
155.49 |
154.93 |
155.87 |
PP |
154.04 |
154.04 |
154.04 |
154.23 |
S1 |
153.28 |
153.28 |
154.53 |
153.66 |
S2 |
151.83 |
151.83 |
154.32 |
|
S3 |
149.62 |
151.07 |
154.12 |
|
S4 |
147.41 |
148.86 |
153.51 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
154.80 |
153.45 |
1.35 |
0.9% |
0.45 |
0.3% |
89% |
False |
False |
599,353 |
10 |
154.80 |
152.50 |
2.30 |
1.5% |
0.56 |
0.4% |
93% |
False |
False |
670,432 |
20 |
154.80 |
151.72 |
3.08 |
2.0% |
0.53 |
0.3% |
95% |
False |
False |
386,041 |
40 |
154.80 |
150.77 |
4.03 |
2.6% |
0.52 |
0.3% |
96% |
False |
False |
195,294 |
60 |
154.80 |
149.38 |
5.42 |
3.5% |
0.54 |
0.4% |
97% |
False |
False |
130,884 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
156.35 |
2.618 |
155.72 |
1.618 |
155.34 |
1.000 |
155.11 |
0.618 |
154.96 |
HIGH |
154.73 |
0.618 |
154.58 |
0.500 |
154.54 |
0.382 |
154.50 |
LOW |
154.35 |
0.618 |
154.12 |
1.000 |
153.97 |
1.618 |
153.74 |
2.618 |
153.36 |
4.250 |
152.74 |
|
|
Fisher Pivots for day following 15-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
154.61 |
154.56 |
PP |
154.58 |
154.47 |
S1 |
154.54 |
154.38 |
|