Euro Bund Future March 2015
Trading Metrics calculated at close of trading on 08-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2015 |
08-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
156.85 |
156.61 |
-0.24 |
-0.2% |
155.14 |
High |
157.26 |
156.75 |
-0.51 |
-0.3% |
156.57 |
Low |
156.51 |
156.27 |
-0.24 |
-0.2% |
155.06 |
Close |
156.73 |
156.33 |
-0.40 |
-0.3% |
156.48 |
Range |
0.75 |
0.48 |
-0.27 |
-36.0% |
1.51 |
ATR |
0.61 |
0.60 |
-0.01 |
-1.5% |
0.00 |
Volume |
676,217 |
663,818 |
-12,399 |
-1.8% |
1,156,242 |
|
Daily Pivots for day following 08-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
157.89 |
157.59 |
156.59 |
|
R3 |
157.41 |
157.11 |
156.46 |
|
R2 |
156.93 |
156.93 |
156.42 |
|
R1 |
156.63 |
156.63 |
156.37 |
156.54 |
PP |
156.45 |
156.45 |
156.45 |
156.41 |
S1 |
156.15 |
156.15 |
156.29 |
156.06 |
S2 |
155.97 |
155.97 |
156.24 |
|
S3 |
155.49 |
155.67 |
156.20 |
|
S4 |
155.01 |
155.19 |
156.07 |
|
|
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 |
155.74 |
1.52 |
1.0% |
0.67 |
0.4% |
39% |
False |
False |
685,532 |
10 |
157.26 |
154.58 |
2.68 |
1.7% |
0.59 |
0.4% |
65% |
False |
False |
478,724 |
20 |
157.26 |
152.50 |
4.76 |
3.0% |
0.61 |
0.4% |
80% |
False |
False |
531,988 |
40 |
157.26 |
151.60 |
5.66 |
3.6% |
0.54 |
0.3% |
84% |
False |
False |
351,076 |
60 |
157.26 |
150.72 |
6.54 |
4.2% |
0.58 |
0.4% |
86% |
False |
False |
234,999 |
80 |
157.26 |
148.17 |
9.09 |
5.8% |
0.56 |
0.4% |
90% |
False |
False |
176,412 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
158.79 |
2.618 |
158.01 |
1.618 |
157.53 |
1.000 |
157.23 |
0.618 |
157.05 |
HIGH |
156.75 |
0.618 |
156.57 |
0.500 |
156.51 |
0.382 |
156.45 |
LOW |
156.27 |
0.618 |
155.97 |
1.000 |
155.79 |
1.618 |
155.49 |
2.618 |
155.01 |
4.250 |
154.23 |
|
|
Fisher Pivots for day following 08-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
156.51 |
156.77 |
PP |
156.45 |
156.62 |
S1 |
156.39 |
156.48 |
|