Euro Bund Future March 2015
Trading Metrics calculated at close of trading on 21-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2015 |
21-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
157.63 |
157.70 |
0.07 |
0.0% |
156.52 |
High |
157.85 |
157.76 |
-0.09 |
-0.1% |
157.97 |
Low |
157.53 |
156.61 |
-0.92 |
-0.6% |
156.30 |
Close |
157.69 |
156.81 |
-0.88 |
-0.6% |
157.44 |
Range |
0.32 |
1.15 |
0.83 |
259.4% |
1.67 |
ATR |
0.60 |
0.64 |
0.04 |
6.6% |
0.00 |
Volume |
1,052,914 |
1,216,909 |
163,995 |
15.6% |
3,515,397 |
|
Daily Pivots for day following 21-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
160.51 |
159.81 |
157.44 |
|
R3 |
159.36 |
158.66 |
157.13 |
|
R2 |
158.21 |
158.21 |
157.02 |
|
R1 |
157.51 |
157.51 |
156.92 |
157.29 |
PP |
157.06 |
157.06 |
157.06 |
156.95 |
S1 |
156.36 |
156.36 |
156.70 |
156.14 |
S2 |
155.91 |
155.91 |
156.60 |
|
S3 |
154.76 |
155.21 |
156.49 |
|
S4 |
153.61 |
154.06 |
156.18 |
|
|
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 |
156.61 |
1.36 |
0.9% |
0.67 |
0.4% |
15% |
False |
True |
886,732 |
10 |
157.97 |
156.10 |
1.87 |
1.2% |
0.63 |
0.4% |
38% |
False |
False |
760,960 |
20 |
157.97 |
154.58 |
3.39 |
2.2% |
0.62 |
0.4% |
66% |
False |
False |
598,855 |
40 |
157.97 |
151.72 |
6.25 |
4.0% |
0.59 |
0.4% |
81% |
False |
False |
506,031 |
60 |
157.97 |
150.77 |
7.20 |
4.6% |
0.55 |
0.4% |
84% |
False |
False |
338,909 |
80 |
157.97 |
149.38 |
8.59 |
5.5% |
0.57 |
0.4% |
86% |
False |
False |
254,766 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
162.65 |
2.618 |
160.77 |
1.618 |
159.62 |
1.000 |
158.91 |
0.618 |
158.47 |
HIGH |
157.76 |
0.618 |
157.32 |
0.500 |
157.19 |
0.382 |
157.05 |
LOW |
156.61 |
0.618 |
155.90 |
1.000 |
155.46 |
1.618 |
154.75 |
2.618 |
153.60 |
4.250 |
151.72 |
|
|
Fisher Pivots for day following 21-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
157.19 |
157.29 |
PP |
157.06 |
157.13 |
S1 |
156.94 |
156.97 |
|