Euro Bund Future March 2015
Trading Metrics calculated at close of trading on 23-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2014 |
23-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
155.23 |
155.13 |
-0.10 |
-0.1% |
154.70 |
High |
155.23 |
155.31 |
0.08 |
0.1% |
155.45 |
Low |
154.90 |
154.92 |
0.02 |
0.0% |
154.35 |
Close |
155.05 |
155.17 |
0.12 |
0.1% |
155.11 |
Range |
0.33 |
0.39 |
0.06 |
18.2% |
1.10 |
ATR |
0.57 |
0.56 |
-0.01 |
-2.3% |
0.00 |
Volume |
204,742 |
238,135 |
33,393 |
16.3% |
2,672,503 |
|
Daily Pivots for day following 23-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
156.30 |
156.13 |
155.38 |
|
R3 |
155.91 |
155.74 |
155.28 |
|
R2 |
155.52 |
155.52 |
155.24 |
|
R1 |
155.35 |
155.35 |
155.21 |
155.44 |
PP |
155.13 |
155.13 |
155.13 |
155.18 |
S1 |
154.96 |
154.96 |
155.13 |
155.05 |
S2 |
154.74 |
154.74 |
155.10 |
|
S3 |
154.35 |
154.57 |
155.06 |
|
S4 |
153.96 |
154.18 |
154.96 |
|
|
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 |
154.58 |
0.87 |
0.6% |
0.54 |
0.3% |
68% |
False |
False |
343,424 |
10 |
155.45 |
153.82 |
1.63 |
1.1% |
0.53 |
0.3% |
83% |
False |
False |
475,006 |
20 |
155.45 |
152.50 |
2.95 |
1.9% |
0.55 |
0.4% |
91% |
False |
False |
491,857 |
40 |
155.45 |
150.83 |
4.62 |
3.0% |
0.52 |
0.3% |
94% |
False |
False |
251,659 |
60 |
155.45 |
150.16 |
5.29 |
3.4% |
0.56 |
0.4% |
95% |
False |
False |
168,653 |
80 |
155.45 |
148.17 |
7.28 |
4.7% |
0.53 |
0.3% |
96% |
False |
False |
126,540 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
156.97 |
2.618 |
156.33 |
1.618 |
155.94 |
1.000 |
155.70 |
0.618 |
155.55 |
HIGH |
155.31 |
0.618 |
155.16 |
0.500 |
155.12 |
0.382 |
155.07 |
LOW |
154.92 |
0.618 |
154.68 |
1.000 |
154.53 |
1.618 |
154.29 |
2.618 |
153.90 |
4.250 |
153.26 |
|
|
Fisher Pivots for day following 23-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
155.15 |
155.10 |
PP |
155.13 |
155.02 |
S1 |
155.12 |
154.95 |
|