Euro Bund Future March 2015
Trading Metrics calculated at close of trading on 09-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2015 |
09-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
156.61 |
156.37 |
-0.24 |
-0.2% |
156.51 |
High |
156.75 |
156.77 |
0.02 |
0.0% |
157.26 |
Low |
156.27 |
156.10 |
-0.17 |
-0.1% |
156.10 |
Close |
156.33 |
156.74 |
0.41 |
0.3% |
156.74 |
Range |
0.48 |
0.67 |
0.19 |
39.6% |
1.16 |
ATR |
0.60 |
0.60 |
0.01 |
0.8% |
0.00 |
Volume |
663,818 |
484,348 |
-179,470 |
-27.0% |
3,318,521 |
|
Daily Pivots for day following 09-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
158.55 |
158.31 |
157.11 |
|
R3 |
157.88 |
157.64 |
156.92 |
|
R2 |
157.21 |
157.21 |
156.86 |
|
R1 |
156.97 |
156.97 |
156.80 |
157.09 |
PP |
156.54 |
156.54 |
156.54 |
156.60 |
S1 |
156.30 |
156.30 |
156.68 |
156.42 |
S2 |
155.87 |
155.87 |
156.62 |
|
S3 |
155.20 |
155.63 |
156.56 |
|
S4 |
154.53 |
154.96 |
156.37 |
|
|
Weekly Pivots for week ending 09-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
160.18 |
159.62 |
157.38 |
|
R3 |
159.02 |
158.46 |
157.06 |
|
R2 |
157.86 |
157.86 |
156.95 |
|
R1 |
157.30 |
157.30 |
156.85 |
157.58 |
PP |
156.70 |
156.70 |
156.70 |
156.84 |
S1 |
156.14 |
156.14 |
156.63 |
156.42 |
S2 |
155.54 |
155.54 |
156.53 |
|
S3 |
154.38 |
154.98 |
156.42 |
|
S4 |
153.22 |
153.82 |
156.10 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
157.26 |
156.10 |
1.16 |
0.7% |
0.64 |
0.4% |
55% |
False |
True |
663,704 |
10 |
157.26 |
154.90 |
2.36 |
1.5% |
0.60 |
0.4% |
78% |
False |
False |
491,764 |
20 |
157.26 |
152.59 |
4.67 |
3.0% |
0.61 |
0.4% |
89% |
False |
False |
525,065 |
40 |
157.26 |
151.72 |
5.54 |
3.5% |
0.55 |
0.3% |
91% |
False |
False |
363,034 |
60 |
157.26 |
150.77 |
6.49 |
4.1% |
0.58 |
0.4% |
92% |
False |
False |
243,059 |
80 |
157.26 |
148.17 |
9.09 |
5.8% |
0.56 |
0.4% |
94% |
False |
False |
182,464 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
159.62 |
2.618 |
158.52 |
1.618 |
157.85 |
1.000 |
157.44 |
0.618 |
157.18 |
HIGH |
156.77 |
0.618 |
156.51 |
0.500 |
156.44 |
0.382 |
156.36 |
LOW |
156.10 |
0.618 |
155.69 |
1.000 |
155.43 |
1.618 |
155.02 |
2.618 |
154.35 |
4.250 |
153.25 |
|
|
Fisher Pivots for day following 09-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
156.64 |
156.72 |
PP |
156.54 |
156.70 |
S1 |
156.44 |
156.68 |
|