Euro Bund Future March 2015
Trading Metrics calculated at close of trading on 22-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2014 |
22-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
154.90 |
155.23 |
0.33 |
0.2% |
154.70 |
High |
155.21 |
155.23 |
0.02 |
0.0% |
155.45 |
Low |
154.58 |
154.90 |
0.32 |
0.2% |
154.35 |
Close |
155.11 |
155.05 |
-0.06 |
0.0% |
155.11 |
Range |
0.63 |
0.33 |
-0.30 |
-47.6% |
1.10 |
ATR |
0.59 |
0.57 |
-0.02 |
-3.1% |
0.00 |
Volume |
353,954 |
204,742 |
-149,212 |
-42.2% |
2,672,503 |
|
Daily Pivots for day following 22-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
156.05 |
155.88 |
155.23 |
|
R3 |
155.72 |
155.55 |
155.14 |
|
R2 |
155.39 |
155.39 |
155.11 |
|
R1 |
155.22 |
155.22 |
155.08 |
155.14 |
PP |
155.06 |
155.06 |
155.06 |
155.02 |
S1 |
154.89 |
154.89 |
155.02 |
154.81 |
S2 |
154.73 |
154.73 |
154.99 |
|
S3 |
154.40 |
154.56 |
154.96 |
|
S4 |
154.07 |
154.23 |
154.87 |
|
|
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 |
154.53 |
0.92 |
0.6% |
0.64 |
0.4% |
57% |
False |
False |
406,138 |
10 |
155.45 |
153.45 |
2.00 |
1.3% |
0.55 |
0.4% |
80% |
False |
False |
502,745 |
20 |
155.45 |
152.50 |
2.95 |
1.9% |
0.56 |
0.4% |
86% |
False |
False |
482,497 |
40 |
155.45 |
150.83 |
4.62 |
3.0% |
0.52 |
0.3% |
91% |
False |
False |
245,721 |
60 |
155.45 |
149.92 |
5.53 |
3.6% |
0.56 |
0.4% |
93% |
False |
False |
164,689 |
80 |
155.45 |
148.17 |
7.28 |
4.7% |
0.53 |
0.3% |
95% |
False |
False |
123,563 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
156.63 |
2.618 |
156.09 |
1.618 |
155.76 |
1.000 |
155.56 |
0.618 |
155.43 |
HIGH |
155.23 |
0.618 |
155.10 |
0.500 |
155.07 |
0.382 |
155.03 |
LOW |
154.90 |
0.618 |
154.70 |
1.000 |
154.57 |
1.618 |
154.37 |
2.618 |
154.04 |
4.250 |
153.50 |
|
|
Fisher Pivots for day following 22-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
155.07 |
155.03 |
PP |
155.06 |
155.01 |
S1 |
155.06 |
154.99 |
|