Euro Bund Future March 2015
Trading Metrics calculated at close of trading on 17-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2014 |
17-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
154.62 |
155.02 |
0.40 |
0.3% |
152.72 |
High |
155.44 |
155.45 |
0.01 |
0.0% |
154.80 |
Low |
154.53 |
154.92 |
0.39 |
0.3% |
152.59 |
Close |
155.03 |
155.12 |
0.09 |
0.1% |
154.73 |
Range |
0.91 |
0.53 |
-0.38 |
-41.8% |
2.21 |
ATR |
0.57 |
0.57 |
0.00 |
-0.5% |
0.00 |
Volume |
551,706 |
566,338 |
14,632 |
2.7% |
2,911,158 |
|
Daily Pivots for day following 17-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
156.75 |
156.47 |
155.41 |
|
R3 |
156.22 |
155.94 |
155.27 |
|
R2 |
155.69 |
155.69 |
155.22 |
|
R1 |
155.41 |
155.41 |
155.17 |
155.55 |
PP |
155.16 |
155.16 |
155.16 |
155.24 |
S1 |
154.88 |
154.88 |
155.07 |
155.02 |
S2 |
154.63 |
154.63 |
155.02 |
|
S3 |
154.10 |
154.35 |
154.97 |
|
S4 |
153.57 |
153.82 |
154.83 |
|
|
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 |
155.45 |
153.96 |
1.49 |
1.0% |
0.55 |
0.4% |
78% |
True |
False |
598,569 |
10 |
155.45 |
152.50 |
2.95 |
1.9% |
0.63 |
0.4% |
89% |
True |
False |
626,481 |
20 |
155.45 |
151.87 |
3.58 |
2.3% |
0.54 |
0.3% |
91% |
True |
False |
440,168 |
40 |
155.45 |
150.77 |
4.68 |
3.0% |
0.52 |
0.3% |
93% |
True |
False |
222,960 |
60 |
155.45 |
149.51 |
5.94 |
3.8% |
0.56 |
0.4% |
94% |
True |
False |
149,493 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
157.70 |
2.618 |
156.84 |
1.618 |
156.31 |
1.000 |
155.98 |
0.618 |
155.78 |
HIGH |
155.45 |
0.618 |
155.25 |
0.500 |
155.19 |
0.382 |
155.12 |
LOW |
154.92 |
0.618 |
154.59 |
1.000 |
154.39 |
1.618 |
154.06 |
2.618 |
153.53 |
4.250 |
152.67 |
|
|
Fisher Pivots for day following 17-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
155.19 |
155.05 |
PP |
155.16 |
154.97 |
S1 |
155.14 |
154.90 |
|