Euro Bund Future March 2015
Trading Metrics calculated at close of trading on 22-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2015 |
22-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
157.70 |
156.62 |
-1.08 |
-0.7% |
156.52 |
High |
157.76 |
158.08 |
0.32 |
0.2% |
157.97 |
Low |
156.61 |
156.00 |
-0.61 |
-0.4% |
156.30 |
Close |
156.81 |
157.74 |
0.93 |
0.6% |
157.44 |
Range |
1.15 |
2.08 |
0.93 |
80.9% |
1.67 |
ATR |
0.64 |
0.74 |
0.10 |
16.2% |
0.00 |
Volume |
1,216,909 |
822,034 |
-394,875 |
-32.4% |
3,515,397 |
|
Daily Pivots for day following 22-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
163.51 |
162.71 |
158.88 |
|
R3 |
161.43 |
160.63 |
158.31 |
|
R2 |
159.35 |
159.35 |
158.12 |
|
R1 |
158.55 |
158.55 |
157.93 |
158.95 |
PP |
157.27 |
157.27 |
157.27 |
157.48 |
S1 |
156.47 |
156.47 |
157.55 |
156.87 |
S2 |
155.19 |
155.19 |
157.36 |
|
S3 |
153.11 |
154.39 |
157.17 |
|
S4 |
151.03 |
152.31 |
156.60 |
|
|
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 |
158.08 |
156.00 |
2.08 |
1.3% |
0.97 |
0.6% |
84% |
True |
True |
870,680 |
10 |
158.08 |
156.00 |
2.08 |
1.3% |
0.77 |
0.5% |
84% |
True |
True |
775,542 |
20 |
158.08 |
154.58 |
3.50 |
2.2% |
0.69 |
0.4% |
90% |
True |
False |
611,640 |
40 |
158.08 |
151.87 |
6.21 |
3.9% |
0.62 |
0.4% |
95% |
True |
False |
525,904 |
60 |
158.08 |
150.77 |
7.31 |
4.6% |
0.58 |
0.4% |
95% |
True |
False |
352,520 |
80 |
158.08 |
149.51 |
8.57 |
5.4% |
0.59 |
0.4% |
96% |
True |
False |
265,030 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
166.92 |
2.618 |
163.53 |
1.618 |
161.45 |
1.000 |
160.16 |
0.618 |
159.37 |
HIGH |
158.08 |
0.618 |
157.29 |
0.500 |
157.04 |
0.382 |
156.79 |
LOW |
156.00 |
0.618 |
154.71 |
1.000 |
153.92 |
1.618 |
152.63 |
2.618 |
150.55 |
4.250 |
147.16 |
|
|
Fisher Pivots for day following 22-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
157.51 |
157.51 |
PP |
157.27 |
157.27 |
S1 |
157.04 |
157.04 |
|