Euro Bund Future March 2015
Trading Metrics calculated at close of trading on 23-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2015 |
23-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
156.62 |
157.82 |
1.20 |
0.8% |
157.63 |
High |
158.08 |
158.94 |
0.86 |
0.5% |
158.94 |
Low |
156.00 |
157.69 |
1.69 |
1.1% |
156.00 |
Close |
157.74 |
158.73 |
0.99 |
0.6% |
158.73 |
Range |
2.08 |
1.25 |
-0.83 |
-39.9% |
2.94 |
ATR |
0.74 |
0.78 |
0.04 |
4.9% |
0.00 |
Volume |
822,034 |
547,700 |
-274,334 |
-33.4% |
3,639,557 |
|
Daily Pivots for day following 23-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
162.20 |
161.72 |
159.42 |
|
R3 |
160.95 |
160.47 |
159.07 |
|
R2 |
159.70 |
159.70 |
158.96 |
|
R1 |
159.22 |
159.22 |
158.84 |
159.46 |
PP |
158.45 |
158.45 |
158.45 |
158.58 |
S1 |
157.97 |
157.97 |
158.62 |
158.21 |
S2 |
157.20 |
157.20 |
158.50 |
|
S3 |
155.95 |
156.72 |
158.39 |
|
S4 |
154.70 |
155.47 |
158.04 |
|
|
Weekly Pivots for week ending 23-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
166.71 |
165.66 |
160.35 |
|
R3 |
163.77 |
162.72 |
159.54 |
|
R2 |
160.83 |
160.83 |
159.27 |
|
R1 |
159.78 |
159.78 |
159.00 |
160.31 |
PP |
157.89 |
157.89 |
157.89 |
158.15 |
S1 |
156.84 |
156.84 |
158.46 |
157.37 |
S2 |
154.95 |
154.95 |
158.19 |
|
S3 |
152.01 |
153.90 |
157.92 |
|
S4 |
149.07 |
150.96 |
157.11 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
158.94 |
156.00 |
2.94 |
1.9% |
1.08 |
0.7% |
93% |
True |
False |
799,760 |
10 |
158.94 |
156.00 |
2.94 |
1.9% |
0.84 |
0.5% |
93% |
True |
False |
763,930 |
20 |
158.94 |
154.58 |
4.36 |
2.7% |
0.72 |
0.5% |
95% |
True |
False |
621,327 |
40 |
158.94 |
152.35 |
6.59 |
4.2% |
0.63 |
0.4% |
97% |
True |
False |
539,144 |
60 |
158.94 |
150.78 |
8.16 |
5.1% |
0.58 |
0.4% |
97% |
True |
False |
361,631 |
80 |
158.94 |
149.82 |
9.12 |
5.7% |
0.60 |
0.4% |
98% |
True |
False |
271,871 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
164.25 |
2.618 |
162.21 |
1.618 |
160.96 |
1.000 |
160.19 |
0.618 |
159.71 |
HIGH |
158.94 |
0.618 |
158.46 |
0.500 |
158.32 |
0.382 |
158.17 |
LOW |
157.69 |
0.618 |
156.92 |
1.000 |
156.44 |
1.618 |
155.67 |
2.618 |
154.42 |
4.250 |
152.38 |
|
|
Fisher Pivots for day following 23-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
158.59 |
158.31 |
PP |
158.45 |
157.89 |
S1 |
158.32 |
157.47 |
|