Euro Bund Future March 2015
Trading Metrics calculated at close of trading on 16-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2015 |
16-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
157.02 |
157.65 |
0.63 |
0.4% |
156.52 |
High |
157.70 |
157.97 |
0.27 |
0.2% |
157.97 |
Low |
157.00 |
157.37 |
0.37 |
0.2% |
156.30 |
Close |
157.44 |
157.44 |
0.00 |
0.0% |
157.44 |
Range |
0.70 |
0.60 |
-0.10 |
-14.3% |
1.67 |
ATR |
0.61 |
0.61 |
0.00 |
-0.1% |
0.00 |
Volume |
902,298 |
359,245 |
-543,053 |
-60.2% |
3,515,397 |
|
Daily Pivots for day following 16-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
159.39 |
159.02 |
157.77 |
|
R3 |
158.79 |
158.42 |
157.61 |
|
R2 |
158.19 |
158.19 |
157.55 |
|
R1 |
157.82 |
157.82 |
157.50 |
157.71 |
PP |
157.59 |
157.59 |
157.59 |
157.54 |
S1 |
157.22 |
157.22 |
157.39 |
157.11 |
S2 |
156.99 |
156.99 |
157.33 |
|
S3 |
156.39 |
156.62 |
157.28 |
|
S4 |
155.79 |
156.02 |
157.11 |
|
|
Weekly Pivots for week ending 16-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
162.25 |
161.51 |
158.36 |
|
R3 |
160.58 |
159.84 |
157.90 |
|
R2 |
158.91 |
158.91 |
157.75 |
|
R1 |
158.17 |
158.17 |
157.59 |
158.54 |
PP |
157.24 |
157.24 |
157.24 |
157.42 |
S1 |
156.50 |
156.50 |
157.29 |
156.87 |
S2 |
155.57 |
155.57 |
157.13 |
|
S3 |
153.90 |
154.83 |
156.98 |
|
S4 |
152.23 |
153.16 |
156.52 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
157.97 |
156.30 |
1.67 |
1.1% |
0.59 |
0.4% |
68% |
True |
False |
703,079 |
10 |
157.97 |
156.10 |
1.87 |
1.2% |
0.61 |
0.4% |
72% |
True |
False |
683,391 |
20 |
157.97 |
154.35 |
3.62 |
2.3% |
0.61 |
0.4% |
85% |
True |
False |
555,277 |
40 |
157.97 |
151.72 |
6.25 |
4.0% |
0.57 |
0.4% |
92% |
True |
False |
449,845 |
60 |
157.97 |
150.77 |
7.20 |
4.6% |
0.55 |
0.3% |
93% |
True |
False |
301,204 |
80 |
157.97 |
149.15 |
8.82 |
5.6% |
0.56 |
0.4% |
94% |
True |
False |
226,402 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
160.52 |
2.618 |
159.54 |
1.618 |
158.94 |
1.000 |
158.57 |
0.618 |
158.34 |
HIGH |
157.97 |
0.618 |
157.74 |
0.500 |
157.67 |
0.382 |
157.60 |
LOW |
157.37 |
0.618 |
157.00 |
1.000 |
156.77 |
1.618 |
156.40 |
2.618 |
155.80 |
4.250 |
154.82 |
|
|
Fisher Pivots for day following 16-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
157.67 |
157.43 |
PP |
157.59 |
157.42 |
S1 |
157.52 |
157.41 |
|