Euro Bund Future March 2015
Trading Metrics calculated at close of trading on 07-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2015 |
07-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
156.40 |
156.85 |
0.45 |
0.3% |
155.14 |
High |
157.20 |
157.26 |
0.06 |
0.0% |
156.57 |
Low |
156.29 |
156.51 |
0.22 |
0.1% |
155.06 |
Close |
156.92 |
156.73 |
-0.19 |
-0.1% |
156.48 |
Range |
0.91 |
0.75 |
-0.16 |
-17.6% |
1.51 |
ATR |
0.60 |
0.61 |
0.01 |
1.8% |
0.00 |
Volume |
759,121 |
676,217 |
-82,904 |
-10.9% |
1,156,242 |
|
Daily Pivots for day following 07-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
159.08 |
158.66 |
157.14 |
|
R3 |
158.33 |
157.91 |
156.94 |
|
R2 |
157.58 |
157.58 |
156.87 |
|
R1 |
157.16 |
157.16 |
156.80 |
157.00 |
PP |
156.83 |
156.83 |
156.83 |
156.75 |
S1 |
156.41 |
156.41 |
156.66 |
156.25 |
S2 |
156.08 |
156.08 |
156.59 |
|
S3 |
155.33 |
155.66 |
156.52 |
|
S4 |
154.58 |
154.91 |
156.32 |
|
|
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 |
157.26 |
155.56 |
1.70 |
1.1% |
0.65 |
0.4% |
69% |
True |
False |
620,250 |
10 |
157.26 |
154.58 |
2.68 |
1.7% |
0.62 |
0.4% |
80% |
True |
False |
447,738 |
20 |
157.26 |
152.50 |
4.76 |
3.0% |
0.62 |
0.4% |
89% |
True |
False |
537,109 |
40 |
157.26 |
151.56 |
5.70 |
3.6% |
0.54 |
0.3% |
91% |
True |
False |
334,590 |
60 |
157.26 |
150.72 |
6.54 |
4.2% |
0.58 |
0.4% |
92% |
True |
False |
223,953 |
80 |
157.26 |
148.17 |
9.09 |
5.8% |
0.55 |
0.4% |
94% |
True |
False |
168,118 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
160.45 |
2.618 |
159.22 |
1.618 |
158.47 |
1.000 |
158.01 |
0.618 |
157.72 |
HIGH |
157.26 |
0.618 |
156.97 |
0.500 |
156.89 |
0.382 |
156.80 |
LOW |
156.51 |
0.618 |
156.05 |
1.000 |
155.76 |
1.618 |
155.30 |
2.618 |
154.55 |
4.250 |
153.32 |
|
|
Fisher Pivots for day following 07-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
156.89 |
156.73 |
PP |
156.83 |
156.73 |
S1 |
156.78 |
156.73 |
|