Euro Bund Future March 2015
Trading Metrics calculated at close of trading on 13-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2015 |
13-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
156.52 |
156.71 |
0.19 |
0.1% |
156.51 |
High |
156.90 |
157.04 |
0.14 |
0.1% |
157.26 |
Low |
156.30 |
156.56 |
0.26 |
0.2% |
156.10 |
Close |
156.71 |
156.68 |
-0.03 |
0.0% |
156.74 |
Range |
0.60 |
0.48 |
-0.12 |
-20.0% |
1.16 |
ATR |
0.60 |
0.60 |
-0.01 |
-1.5% |
0.00 |
Volume |
606,258 |
745,298 |
139,040 |
22.9% |
3,318,521 |
|
Daily Pivots for day following 13-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
158.20 |
157.92 |
156.94 |
|
R3 |
157.72 |
157.44 |
156.81 |
|
R2 |
157.24 |
157.24 |
156.77 |
|
R1 |
156.96 |
156.96 |
156.72 |
156.86 |
PP |
156.76 |
156.76 |
156.76 |
156.71 |
S1 |
156.48 |
156.48 |
156.64 |
156.38 |
S2 |
156.28 |
156.28 |
156.59 |
|
S3 |
155.80 |
156.00 |
156.55 |
|
S4 |
155.32 |
155.52 |
156.42 |
|
|
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% |
0.60 |
0.4% |
50% |
False |
False |
635,187 |
10 |
157.26 |
155.06 |
2.20 |
1.4% |
0.63 |
0.4% |
74% |
False |
False |
582,631 |
20 |
157.26 |
153.82 |
3.44 |
2.2% |
0.58 |
0.4% |
83% |
False |
False |
528,819 |
40 |
157.26 |
151.72 |
5.54 |
3.5% |
0.55 |
0.4% |
90% |
False |
False |
396,449 |
60 |
157.26 |
150.77 |
6.49 |
4.1% |
0.58 |
0.4% |
91% |
False |
False |
265,544 |
80 |
157.26 |
148.17 |
9.09 |
5.8% |
0.56 |
0.4% |
94% |
False |
False |
199,356 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
159.08 |
2.618 |
158.30 |
1.618 |
157.82 |
1.000 |
157.52 |
0.618 |
157.34 |
HIGH |
157.04 |
0.618 |
156.86 |
0.500 |
156.80 |
0.382 |
156.74 |
LOW |
156.56 |
0.618 |
156.26 |
1.000 |
156.08 |
1.618 |
155.78 |
2.618 |
155.30 |
4.250 |
154.52 |
|
|
Fisher Pivots for day following 13-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
156.80 |
156.64 |
PP |
156.76 |
156.61 |
S1 |
156.72 |
156.57 |
|