Euro Bund Future March 2015
Trading Metrics calculated at close of trading on 20-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2015 |
20-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
157.65 |
157.63 |
-0.02 |
0.0% |
156.52 |
High |
157.97 |
157.85 |
-0.12 |
-0.1% |
157.97 |
Low |
157.37 |
157.53 |
0.16 |
0.1% |
156.30 |
Close |
157.44 |
157.69 |
0.25 |
0.2% |
157.44 |
Range |
0.60 |
0.32 |
-0.28 |
-46.7% |
1.67 |
ATR |
0.61 |
0.60 |
-0.01 |
-2.4% |
0.00 |
Volume |
359,245 |
1,052,914 |
693,669 |
193.1% |
3,515,397 |
|
Daily Pivots for day following 20-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
158.65 |
158.49 |
157.87 |
|
R3 |
158.33 |
158.17 |
157.78 |
|
R2 |
158.01 |
158.01 |
157.75 |
|
R1 |
157.85 |
157.85 |
157.72 |
157.93 |
PP |
157.69 |
157.69 |
157.69 |
157.73 |
S1 |
157.53 |
157.53 |
157.66 |
157.61 |
S2 |
157.37 |
157.37 |
157.63 |
|
S3 |
157.05 |
157.21 |
157.60 |
|
S4 |
156.73 |
156.89 |
157.51 |
|
|
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 |
156.56 |
1.41 |
0.9% |
0.53 |
0.3% |
80% |
False |
False |
792,410 |
10 |
157.97 |
156.10 |
1.87 |
1.2% |
0.61 |
0.4% |
85% |
False |
False |
715,181 |
20 |
157.97 |
154.53 |
3.44 |
2.2% |
0.61 |
0.4% |
92% |
False |
False |
565,595 |
40 |
157.97 |
151.72 |
6.25 |
4.0% |
0.57 |
0.4% |
96% |
False |
False |
475,818 |
60 |
157.97 |
150.77 |
7.20 |
4.6% |
0.55 |
0.3% |
96% |
False |
False |
318,727 |
80 |
157.97 |
149.38 |
8.59 |
5.4% |
0.56 |
0.4% |
97% |
False |
False |
239,561 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
159.21 |
2.618 |
158.69 |
1.618 |
158.37 |
1.000 |
158.17 |
0.618 |
158.05 |
HIGH |
157.85 |
0.618 |
157.73 |
0.500 |
157.69 |
0.382 |
157.65 |
LOW |
157.53 |
0.618 |
157.33 |
1.000 |
157.21 |
1.618 |
157.01 |
2.618 |
156.69 |
4.250 |
156.17 |
|
|
Fisher Pivots for day following 20-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
157.69 |
157.62 |
PP |
157.69 |
157.55 |
S1 |
157.69 |
157.49 |
|