Euro Bund Future March 2015
Trading Metrics calculated at close of trading on 14-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2015 |
14-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
156.71 |
156.95 |
0.24 |
0.2% |
156.51 |
High |
157.04 |
157.41 |
0.37 |
0.2% |
157.26 |
Low |
156.56 |
156.84 |
0.28 |
0.2% |
156.10 |
Close |
156.68 |
157.26 |
0.58 |
0.4% |
156.74 |
Range |
0.48 |
0.57 |
0.09 |
18.8% |
1.16 |
ATR |
0.60 |
0.61 |
0.01 |
1.6% |
0.00 |
Volume |
745,298 |
902,298 |
157,000 |
21.1% |
3,318,521 |
|
Daily Pivots for day following 14-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
158.88 |
158.64 |
157.57 |
|
R3 |
158.31 |
158.07 |
157.42 |
|
R2 |
157.74 |
157.74 |
157.36 |
|
R1 |
157.50 |
157.50 |
157.31 |
157.62 |
PP |
157.17 |
157.17 |
157.17 |
157.23 |
S1 |
156.93 |
156.93 |
157.21 |
157.05 |
S2 |
156.60 |
156.60 |
157.16 |
|
S3 |
156.03 |
156.36 |
157.10 |
|
S4 |
155.46 |
155.79 |
156.95 |
|
|
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 |
157.41 |
156.10 |
1.31 |
0.8% |
0.56 |
0.4% |
89% |
True |
False |
680,404 |
10 |
157.41 |
155.56 |
1.85 |
1.2% |
0.61 |
0.4% |
92% |
True |
False |
650,327 |
20 |
157.41 |
153.96 |
3.45 |
2.2% |
0.59 |
0.4% |
96% |
True |
False |
543,612 |
40 |
157.41 |
151.72 |
5.69 |
3.6% |
0.56 |
0.4% |
97% |
True |
False |
418,857 |
60 |
157.41 |
150.77 |
6.64 |
4.2% |
0.56 |
0.4% |
98% |
True |
False |
280,515 |
80 |
157.41 |
148.17 |
9.24 |
5.9% |
0.56 |
0.4% |
98% |
True |
False |
210,633 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
159.83 |
2.618 |
158.90 |
1.618 |
158.33 |
1.000 |
157.98 |
0.618 |
157.76 |
HIGH |
157.41 |
0.618 |
157.19 |
0.500 |
157.13 |
0.382 |
157.06 |
LOW |
156.84 |
0.618 |
156.49 |
1.000 |
156.27 |
1.618 |
155.92 |
2.618 |
155.35 |
4.250 |
154.42 |
|
|
Fisher Pivots for day following 14-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
157.22 |
157.13 |
PP |
157.17 |
156.99 |
S1 |
157.13 |
156.86 |
|