Euro Bund Future March 2015
Trading Metrics calculated at close of trading on 18-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2014 |
18-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
155.02 |
155.05 |
0.03 |
0.0% |
152.72 |
High |
155.45 |
155.39 |
-0.06 |
0.0% |
154.80 |
Low |
154.92 |
154.59 |
-0.33 |
-0.2% |
152.59 |
Close |
155.12 |
154.83 |
-0.29 |
-0.2% |
154.73 |
Range |
0.53 |
0.80 |
0.27 |
50.9% |
2.21 |
ATR |
0.57 |
0.59 |
0.02 |
2.9% |
0.00 |
Volume |
566,338 |
353,954 |
-212,384 |
-37.5% |
2,911,158 |
|
Daily Pivots for day following 18-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
157.34 |
156.88 |
155.27 |
|
R3 |
156.54 |
156.08 |
155.05 |
|
R2 |
155.74 |
155.74 |
154.98 |
|
R1 |
155.28 |
155.28 |
154.90 |
155.11 |
PP |
154.94 |
154.94 |
154.94 |
154.85 |
S1 |
154.48 |
154.48 |
154.76 |
154.31 |
S2 |
154.14 |
154.14 |
154.68 |
|
S3 |
153.34 |
153.68 |
154.61 |
|
S4 |
152.54 |
152.88 |
154.39 |
|
|
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 |
154.23 |
1.22 |
0.8% |
0.64 |
0.4% |
49% |
False |
False |
558,169 |
10 |
155.45 |
152.50 |
2.95 |
1.9% |
0.63 |
0.4% |
79% |
False |
False |
585,251 |
20 |
155.45 |
152.35 |
3.10 |
2.0% |
0.55 |
0.4% |
80% |
False |
False |
456,961 |
40 |
155.45 |
150.78 |
4.67 |
3.0% |
0.52 |
0.3% |
87% |
False |
False |
231,783 |
60 |
155.45 |
149.82 |
5.63 |
3.6% |
0.56 |
0.4% |
89% |
False |
False |
155,386 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
158.79 |
2.618 |
157.48 |
1.618 |
156.68 |
1.000 |
156.19 |
0.618 |
155.88 |
HIGH |
155.39 |
0.618 |
155.08 |
0.500 |
154.99 |
0.382 |
154.90 |
LOW |
154.59 |
0.618 |
154.10 |
1.000 |
153.79 |
1.618 |
153.30 |
2.618 |
152.50 |
4.250 |
151.19 |
|
|
Fisher Pivots for day following 18-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
154.99 |
154.99 |
PP |
154.94 |
154.94 |
S1 |
154.88 |
154.88 |
|