Euro Bund Future March 2015
Trading Metrics calculated at close of trading on 30-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2014 |
30-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
155.14 |
155.69 |
0.55 |
0.4% |
155.23 |
High |
155.88 |
155.96 |
0.08 |
0.1% |
155.31 |
Low |
155.06 |
155.56 |
0.50 |
0.3% |
154.90 |
Close |
155.82 |
155.87 |
0.05 |
0.0% |
155.17 |
Range |
0.82 |
0.40 |
-0.42 |
-51.2% |
0.41 |
ATR |
0.58 |
0.56 |
-0.01 |
-2.2% |
0.00 |
Volume |
225,347 |
337,404 |
112,057 |
49.7% |
442,877 |
|
Daily Pivots for day following 30-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
157.00 |
156.83 |
156.09 |
|
R3 |
156.60 |
156.43 |
155.98 |
|
R2 |
156.20 |
156.20 |
155.94 |
|
R1 |
156.03 |
156.03 |
155.91 |
156.12 |
PP |
155.80 |
155.80 |
155.80 |
155.84 |
S1 |
155.63 |
155.63 |
155.83 |
155.72 |
S2 |
155.40 |
155.40 |
155.80 |
|
S3 |
155.00 |
155.23 |
155.76 |
|
S4 |
154.60 |
154.83 |
155.65 |
|
|
Weekly Pivots for week ending 26-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
156.36 |
156.17 |
155.40 |
|
R3 |
155.95 |
155.76 |
155.28 |
|
R2 |
155.54 |
155.54 |
155.25 |
|
R1 |
155.35 |
155.35 |
155.21 |
155.24 |
PP |
155.13 |
155.13 |
155.13 |
155.07 |
S1 |
154.94 |
154.94 |
155.13 |
154.83 |
S2 |
154.72 |
154.72 |
155.09 |
|
S3 |
154.31 |
154.53 |
155.06 |
|
S4 |
153.90 |
154.12 |
154.94 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
155.96 |
154.58 |
1.38 |
0.9% |
0.51 |
0.3% |
93% |
True |
False |
271,916 |
10 |
155.96 |
154.23 |
1.73 |
1.1% |
0.58 |
0.4% |
95% |
True |
False |
415,043 |
20 |
155.96 |
152.50 |
3.46 |
2.2% |
0.57 |
0.4% |
97% |
True |
False |
511,377 |
40 |
155.96 |
151.35 |
4.61 |
3.0% |
0.51 |
0.3% |
98% |
True |
False |
265,649 |
60 |
155.96 |
150.16 |
5.80 |
3.7% |
0.56 |
0.4% |
98% |
True |
False |
178,007 |
80 |
155.96 |
148.17 |
7.79 |
5.0% |
0.54 |
0.3% |
99% |
True |
False |
133,573 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
157.66 |
2.618 |
157.01 |
1.618 |
156.61 |
1.000 |
156.36 |
0.618 |
156.21 |
HIGH |
155.96 |
0.618 |
155.81 |
0.500 |
155.76 |
0.382 |
155.71 |
LOW |
155.56 |
0.618 |
155.31 |
1.000 |
155.16 |
1.618 |
154.91 |
2.618 |
154.51 |
4.250 |
153.86 |
|
|
Fisher Pivots for day following 30-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
155.83 |
155.73 |
PP |
155.80 |
155.58 |
S1 |
155.76 |
155.44 |
|