Euro Bund Future March 2015
Trading Metrics calculated at close of trading on 16-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2014 |
16-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
154.70 |
154.62 |
-0.08 |
-0.1% |
152.72 |
High |
154.73 |
155.44 |
0.71 |
0.5% |
154.80 |
Low |
154.35 |
154.53 |
0.18 |
0.1% |
152.59 |
Close |
154.65 |
155.03 |
0.38 |
0.2% |
154.73 |
Range |
0.38 |
0.91 |
0.53 |
139.5% |
2.21 |
ATR |
0.55 |
0.57 |
0.03 |
4.7% |
0.00 |
Volume |
846,551 |
551,706 |
-294,845 |
-34.8% |
2,911,158 |
|
Daily Pivots for day following 16-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
157.73 |
157.29 |
155.53 |
|
R3 |
156.82 |
156.38 |
155.28 |
|
R2 |
155.91 |
155.91 |
155.20 |
|
R1 |
155.47 |
155.47 |
155.11 |
155.69 |
PP |
155.00 |
155.00 |
155.00 |
155.11 |
S1 |
154.56 |
154.56 |
154.95 |
154.78 |
S2 |
154.09 |
154.09 |
154.86 |
|
S3 |
153.18 |
153.65 |
154.78 |
|
S4 |
152.27 |
152.74 |
154.53 |
|
|
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 |
155.44 |
153.82 |
1.62 |
1.0% |
0.53 |
0.3% |
75% |
True |
False |
606,587 |
10 |
155.44 |
152.50 |
2.94 |
1.9% |
0.61 |
0.4% |
86% |
True |
False |
650,774 |
20 |
155.44 |
151.72 |
3.72 |
2.4% |
0.56 |
0.4% |
89% |
True |
False |
413,207 |
40 |
155.44 |
150.77 |
4.67 |
3.0% |
0.52 |
0.3% |
91% |
True |
False |
208,936 |
60 |
155.44 |
149.38 |
6.06 |
3.9% |
0.55 |
0.4% |
93% |
True |
False |
140,070 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
159.31 |
2.618 |
157.82 |
1.618 |
156.91 |
1.000 |
156.35 |
0.618 |
156.00 |
HIGH |
155.44 |
0.618 |
155.09 |
0.500 |
154.99 |
0.382 |
154.88 |
LOW |
154.53 |
0.618 |
153.97 |
1.000 |
153.62 |
1.618 |
153.06 |
2.618 |
152.15 |
4.250 |
150.66 |
|
|
Fisher Pivots for day following 16-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
155.02 |
154.97 |
PP |
155.00 |
154.90 |
S1 |
154.99 |
154.84 |
|