Euro Bund Future March 2015
Trading Metrics calculated at close of trading on 06-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2015 |
06-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
156.51 |
156.40 |
-0.11 |
-0.1% |
155.14 |
High |
156.58 |
157.20 |
0.62 |
0.4% |
156.57 |
Low |
156.20 |
156.29 |
0.09 |
0.1% |
155.06 |
Close |
156.22 |
156.92 |
0.70 |
0.4% |
156.48 |
Range |
0.38 |
0.91 |
0.53 |
139.5% |
1.51 |
ATR |
0.57 |
0.60 |
0.03 |
5.2% |
0.00 |
Volume |
735,017 |
759,121 |
24,104 |
3.3% |
1,156,242 |
|
Daily Pivots for day following 06-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
159.53 |
159.14 |
157.42 |
|
R3 |
158.62 |
158.23 |
157.17 |
|
R2 |
157.71 |
157.71 |
157.09 |
|
R1 |
157.32 |
157.32 |
157.00 |
157.52 |
PP |
156.80 |
156.80 |
156.80 |
156.90 |
S1 |
156.41 |
156.41 |
156.84 |
156.61 |
S2 |
155.89 |
155.89 |
156.75 |
|
S3 |
154.98 |
155.50 |
156.67 |
|
S4 |
154.07 |
154.59 |
156.42 |
|
|
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 |
157.20 |
155.06 |
2.14 |
1.4% |
0.67 |
0.4% |
87% |
True |
False |
530,076 |
10 |
157.20 |
154.58 |
2.62 |
1.7% |
0.60 |
0.4% |
89% |
True |
False |
436,750 |
20 |
157.20 |
152.50 |
4.70 |
3.0% |
0.61 |
0.4% |
94% |
True |
False |
543,762 |
40 |
157.20 |
151.56 |
5.64 |
3.6% |
0.53 |
0.3% |
95% |
True |
False |
317,710 |
60 |
157.20 |
150.63 |
6.57 |
4.2% |
0.58 |
0.4% |
96% |
True |
False |
212,704 |
80 |
157.20 |
148.17 |
9.03 |
5.8% |
0.55 |
0.3% |
97% |
True |
False |
159,666 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
161.07 |
2.618 |
159.58 |
1.618 |
158.67 |
1.000 |
158.11 |
0.618 |
157.76 |
HIGH |
157.20 |
0.618 |
156.85 |
0.500 |
156.75 |
0.382 |
156.64 |
LOW |
156.29 |
0.618 |
155.73 |
1.000 |
155.38 |
1.618 |
154.82 |
2.618 |
153.91 |
4.250 |
152.42 |
|
|
Fisher Pivots for day following 06-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
156.86 |
156.77 |
PP |
156.80 |
156.62 |
S1 |
156.75 |
156.47 |
|