Euro Bund Future March 2015
Trading Metrics calculated at close of trading on 28-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2015 |
28-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
158.31 |
158.17 |
-0.14 |
-0.1% |
157.63 |
High |
158.48 |
159.19 |
0.71 |
0.4% |
158.94 |
Low |
158.15 |
157.83 |
-0.32 |
-0.2% |
156.00 |
Close |
158.42 |
158.74 |
0.32 |
0.2% |
158.73 |
Range |
0.33 |
1.36 |
1.03 |
312.1% |
2.94 |
ATR |
0.75 |
0.80 |
0.04 |
5.7% |
0.00 |
Volume |
674,402 |
578,317 |
-96,085 |
-14.2% |
3,639,557 |
|
Daily Pivots for day following 28-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
162.67 |
162.06 |
159.49 |
|
R3 |
161.31 |
160.70 |
159.11 |
|
R2 |
159.95 |
159.95 |
158.99 |
|
R1 |
159.34 |
159.34 |
158.86 |
159.65 |
PP |
158.59 |
158.59 |
158.59 |
158.74 |
S1 |
157.98 |
157.98 |
158.62 |
158.29 |
S2 |
157.23 |
157.23 |
158.49 |
|
S3 |
155.87 |
156.62 |
158.37 |
|
S4 |
154.51 |
155.26 |
157.99 |
|
|
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 |
159.19 |
156.00 |
3.19 |
2.0% |
1.19 |
0.7% |
86% |
True |
False |
643,562 |
10 |
159.19 |
156.00 |
3.19 |
2.0% |
0.93 |
0.6% |
86% |
True |
False |
765,147 |
20 |
159.19 |
155.06 |
4.13 |
2.6% |
0.78 |
0.5% |
89% |
True |
False |
673,889 |
40 |
159.19 |
152.50 |
6.69 |
4.2% |
0.67 |
0.4% |
93% |
True |
False |
582,873 |
60 |
159.19 |
150.83 |
8.36 |
5.3% |
0.60 |
0.4% |
95% |
True |
False |
392,403 |
80 |
159.19 |
150.16 |
9.03 |
5.7% |
0.62 |
0.4% |
95% |
True |
False |
294,962 |
100 |
159.19 |
148.17 |
11.02 |
6.9% |
0.58 |
0.4% |
96% |
True |
False |
236,010 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
164.97 |
2.618 |
162.75 |
1.618 |
161.39 |
1.000 |
160.55 |
0.618 |
160.03 |
HIGH |
159.19 |
0.618 |
158.67 |
0.500 |
158.51 |
0.382 |
158.35 |
LOW |
157.83 |
0.618 |
156.99 |
1.000 |
156.47 |
1.618 |
155.63 |
2.618 |
154.27 |
4.250 |
152.05 |
|
|
Fisher Pivots for day following 28-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
158.66 |
158.66 |
PP |
158.59 |
158.59 |
S1 |
158.51 |
158.51 |
|