Euro Bund Future March 2015
Trading Metrics calculated at close of trading on 12-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2015 |
12-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
156.37 |
156.52 |
0.15 |
0.1% |
156.51 |
High |
156.77 |
156.90 |
0.13 |
0.1% |
157.26 |
Low |
156.10 |
156.30 |
0.20 |
0.1% |
156.10 |
Close |
156.74 |
156.71 |
-0.03 |
0.0% |
156.74 |
Range |
0.67 |
0.60 |
-0.07 |
-10.4% |
1.16 |
ATR |
0.60 |
0.60 |
0.00 |
-0.1% |
0.00 |
Volume |
484,348 |
606,258 |
121,910 |
25.2% |
3,318,521 |
|
Daily Pivots for day following 12-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
158.44 |
158.17 |
157.04 |
|
R3 |
157.84 |
157.57 |
156.88 |
|
R2 |
157.24 |
157.24 |
156.82 |
|
R1 |
156.97 |
156.97 |
156.77 |
157.11 |
PP |
156.64 |
156.64 |
156.64 |
156.70 |
S1 |
156.37 |
156.37 |
156.66 |
156.51 |
S2 |
156.04 |
156.04 |
156.60 |
|
S3 |
155.44 |
155.77 |
156.55 |
|
S4 |
154.84 |
155.17 |
156.38 |
|
|
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% |
0.68 |
0.4% |
53% |
False |
False |
637,952 |
10 |
157.26 |
154.92 |
2.34 |
1.5% |
0.62 |
0.4% |
76% |
False |
False |
531,915 |
20 |
157.26 |
153.45 |
3.81 |
2.4% |
0.58 |
0.4% |
86% |
False |
False |
517,330 |
40 |
157.26 |
151.72 |
5.54 |
3.5% |
0.55 |
0.3% |
90% |
False |
False |
378,117 |
60 |
157.26 |
150.77 |
6.49 |
4.1% |
0.59 |
0.4% |
92% |
False |
False |
253,138 |
80 |
157.26 |
148.17 |
9.09 |
5.8% |
0.56 |
0.4% |
94% |
False |
False |
190,042 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
159.45 |
2.618 |
158.47 |
1.618 |
157.87 |
1.000 |
157.50 |
0.618 |
157.27 |
HIGH |
156.90 |
0.618 |
156.67 |
0.500 |
156.60 |
0.382 |
156.53 |
LOW |
156.30 |
0.618 |
155.93 |
1.000 |
155.70 |
1.618 |
155.33 |
2.618 |
154.73 |
4.250 |
153.75 |
|
|
Fisher Pivots for day following 12-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
156.67 |
156.64 |
PP |
156.64 |
156.57 |
S1 |
156.60 |
156.50 |
|