Euro Bund Future March 2015
Trading Metrics calculated at close of trading on 15-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2015 |
15-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
156.95 |
157.02 |
0.07 |
0.0% |
156.51 |
High |
157.41 |
157.70 |
0.29 |
0.2% |
157.26 |
Low |
156.84 |
157.00 |
0.16 |
0.1% |
156.10 |
Close |
157.26 |
157.44 |
0.18 |
0.1% |
156.74 |
Range |
0.57 |
0.70 |
0.13 |
22.8% |
1.16 |
ATR |
0.61 |
0.61 |
0.01 |
1.1% |
0.00 |
Volume |
902,298 |
902,298 |
0 |
0.0% |
3,318,521 |
|
Daily Pivots for day following 15-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
159.48 |
159.16 |
157.83 |
|
R3 |
158.78 |
158.46 |
157.63 |
|
R2 |
158.08 |
158.08 |
157.57 |
|
R1 |
157.76 |
157.76 |
157.50 |
157.92 |
PP |
157.38 |
157.38 |
157.38 |
157.46 |
S1 |
157.06 |
157.06 |
157.38 |
157.22 |
S2 |
156.68 |
156.68 |
157.31 |
|
S3 |
155.98 |
156.36 |
157.25 |
|
S4 |
155.28 |
155.66 |
157.06 |
|
|
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 |
157.70 |
156.10 |
1.60 |
1.0% |
0.60 |
0.4% |
84% |
True |
False |
728,100 |
10 |
157.70 |
155.74 |
1.96 |
1.2% |
0.64 |
0.4% |
87% |
True |
False |
706,816 |
20 |
157.70 |
154.23 |
3.47 |
2.2% |
0.61 |
0.4% |
93% |
True |
False |
560,929 |
40 |
157.70 |
151.72 |
5.98 |
3.8% |
0.56 |
0.4% |
96% |
True |
False |
441,290 |
60 |
157.70 |
150.77 |
6.93 |
4.4% |
0.55 |
0.3% |
96% |
True |
False |
295,466 |
80 |
157.70 |
148.17 |
9.53 |
6.1% |
0.56 |
0.4% |
97% |
True |
False |
221,912 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
160.68 |
2.618 |
159.53 |
1.618 |
158.83 |
1.000 |
158.40 |
0.618 |
158.13 |
HIGH |
157.70 |
0.618 |
157.43 |
0.500 |
157.35 |
0.382 |
157.27 |
LOW |
157.00 |
0.618 |
156.57 |
1.000 |
156.30 |
1.618 |
155.87 |
2.618 |
155.17 |
4.250 |
154.03 |
|
|
Fisher Pivots for day following 15-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
157.41 |
157.34 |
PP |
157.38 |
157.23 |
S1 |
157.35 |
157.13 |
|