Euro Bund Future March 2015
Trading Metrics calculated at close of trading on 05-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2015 |
05-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
155.84 |
156.51 |
0.67 |
0.4% |
155.14 |
High |
156.57 |
156.58 |
0.01 |
0.0% |
156.57 |
Low |
155.74 |
156.20 |
0.46 |
0.3% |
155.06 |
Close |
156.48 |
156.22 |
-0.26 |
-0.2% |
156.48 |
Range |
0.83 |
0.38 |
-0.45 |
-54.2% |
1.51 |
ATR |
0.58 |
0.57 |
-0.01 |
-2.5% |
0.00 |
Volume |
593,491 |
735,017 |
141,526 |
23.8% |
1,156,242 |
|
Daily Pivots for day following 05-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
157.47 |
157.23 |
156.43 |
|
R3 |
157.09 |
156.85 |
156.32 |
|
R2 |
156.71 |
156.71 |
156.29 |
|
R1 |
156.47 |
156.47 |
156.25 |
156.40 |
PP |
156.33 |
156.33 |
156.33 |
156.30 |
S1 |
156.09 |
156.09 |
156.19 |
156.02 |
S2 |
155.95 |
155.95 |
156.15 |
|
S3 |
155.57 |
155.71 |
156.12 |
|
S4 |
155.19 |
155.33 |
156.01 |
|
|
Weekly Pivots for week ending 02-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
160.57 |
160.03 |
157.31 |
|
R3 |
159.06 |
158.52 |
156.90 |
|
R2 |
157.55 |
157.55 |
156.76 |
|
R1 |
157.01 |
157.01 |
156.62 |
157.28 |
PP |
156.04 |
156.04 |
156.04 |
156.17 |
S1 |
155.50 |
155.50 |
156.34 |
155.77 |
S2 |
154.53 |
154.53 |
156.20 |
|
S3 |
153.02 |
153.99 |
156.06 |
|
S4 |
151.51 |
152.48 |
155.65 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
156.58 |
154.92 |
1.66 |
1.1% |
0.56 |
0.4% |
78% |
True |
False |
425,878 |
10 |
156.58 |
154.53 |
2.05 |
1.3% |
0.60 |
0.4% |
82% |
True |
False |
416,008 |
20 |
156.58 |
152.50 |
4.08 |
2.6% |
0.58 |
0.4% |
91% |
True |
False |
543,220 |
40 |
156.58 |
151.56 |
5.02 |
3.2% |
0.52 |
0.3% |
93% |
True |
False |
298,811 |
60 |
156.58 |
150.51 |
6.07 |
3.9% |
0.57 |
0.4% |
94% |
True |
False |
200,110 |
80 |
156.58 |
148.17 |
8.41 |
5.4% |
0.54 |
0.3% |
96% |
True |
False |
150,178 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
158.20 |
2.618 |
157.57 |
1.618 |
157.19 |
1.000 |
156.96 |
0.618 |
156.81 |
HIGH |
156.58 |
0.618 |
156.43 |
0.500 |
156.39 |
0.382 |
156.35 |
LOW |
156.20 |
0.618 |
155.97 |
1.000 |
155.82 |
1.618 |
155.59 |
2.618 |
155.21 |
4.250 |
154.59 |
|
|
Fisher Pivots for day following 05-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
156.39 |
156.17 |
PP |
156.33 |
156.12 |
S1 |
156.28 |
156.07 |
|