Euro Bund Future March 2015
Trading Metrics calculated at close of trading on 19-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2014 |
19-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
155.05 |
154.90 |
-0.15 |
-0.1% |
154.70 |
High |
155.39 |
155.21 |
-0.18 |
-0.1% |
155.45 |
Low |
154.59 |
154.58 |
-0.01 |
0.0% |
154.35 |
Close |
154.83 |
155.11 |
0.28 |
0.2% |
155.11 |
Range |
0.80 |
0.63 |
-0.17 |
-21.3% |
1.10 |
ATR |
0.59 |
0.59 |
0.00 |
0.5% |
0.00 |
Volume |
353,954 |
353,954 |
0 |
0.0% |
2,672,503 |
|
Daily Pivots for day following 19-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
156.86 |
156.61 |
155.46 |
|
R3 |
156.23 |
155.98 |
155.28 |
|
R2 |
155.60 |
155.60 |
155.23 |
|
R1 |
155.35 |
155.35 |
155.17 |
155.48 |
PP |
154.97 |
154.97 |
154.97 |
155.03 |
S1 |
154.72 |
154.72 |
155.05 |
154.85 |
S2 |
154.34 |
154.34 |
154.99 |
|
S3 |
153.71 |
154.09 |
154.94 |
|
S4 |
153.08 |
153.46 |
154.76 |
|
|
Weekly Pivots for week ending 19-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
158.27 |
157.79 |
155.72 |
|
R3 |
157.17 |
156.69 |
155.41 |
|
R2 |
156.07 |
156.07 |
155.31 |
|
R1 |
155.59 |
155.59 |
155.21 |
155.83 |
PP |
154.97 |
154.97 |
154.97 |
155.09 |
S1 |
154.49 |
154.49 |
155.01 |
154.73 |
S2 |
153.87 |
153.87 |
154.91 |
|
S3 |
152.77 |
153.39 |
154.81 |
|
S4 |
151.67 |
152.29 |
154.51 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
155.45 |
154.35 |
1.10 |
0.7% |
0.65 |
0.4% |
69% |
False |
False |
534,500 |
10 |
155.45 |
152.59 |
2.86 |
1.8% |
0.62 |
0.4% |
88% |
False |
False |
558,366 |
20 |
155.45 |
152.50 |
2.95 |
1.9% |
0.56 |
0.4% |
88% |
False |
False |
473,478 |
40 |
155.45 |
150.78 |
4.67 |
3.0% |
0.52 |
0.3% |
93% |
False |
False |
240,607 |
60 |
155.45 |
149.82 |
5.63 |
3.6% |
0.56 |
0.4% |
94% |
False |
False |
161,279 |
80 |
155.45 |
148.17 |
7.28 |
4.7% |
0.53 |
0.3% |
95% |
False |
False |
121,004 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
157.89 |
2.618 |
156.86 |
1.618 |
156.23 |
1.000 |
155.84 |
0.618 |
155.60 |
HIGH |
155.21 |
0.618 |
154.97 |
0.500 |
154.90 |
0.382 |
154.82 |
LOW |
154.58 |
0.618 |
154.19 |
1.000 |
153.95 |
1.618 |
153.56 |
2.618 |
152.93 |
4.250 |
151.90 |
|
|
Fisher Pivots for day following 19-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
155.04 |
155.08 |
PP |
154.97 |
155.05 |
S1 |
154.90 |
155.02 |
|