Euro Bund Future March 2015
Trading Metrics calculated at close of trading on 29-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2015 |
29-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
158.17 |
158.95 |
0.78 |
0.5% |
157.63 |
High |
159.19 |
159.11 |
-0.08 |
-0.1% |
158.94 |
Low |
157.83 |
158.47 |
0.64 |
0.4% |
156.00 |
Close |
158.74 |
158.72 |
-0.02 |
0.0% |
158.73 |
Range |
1.36 |
0.64 |
-0.72 |
-52.9% |
2.94 |
ATR |
0.80 |
0.79 |
-0.01 |
-1.4% |
0.00 |
Volume |
578,317 |
634,976 |
56,659 |
9.8% |
3,639,557 |
|
Daily Pivots for day following 29-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
160.69 |
160.34 |
159.07 |
|
R3 |
160.05 |
159.70 |
158.90 |
|
R2 |
159.41 |
159.41 |
158.84 |
|
R1 |
159.06 |
159.06 |
158.78 |
158.92 |
PP |
158.77 |
158.77 |
158.77 |
158.69 |
S1 |
158.42 |
158.42 |
158.66 |
158.28 |
S2 |
158.13 |
158.13 |
158.60 |
|
S3 |
157.49 |
157.78 |
158.54 |
|
S4 |
156.85 |
157.14 |
158.37 |
|
|
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 |
157.69 |
1.50 |
0.9% |
0.90 |
0.6% |
69% |
False |
False |
606,151 |
10 |
159.19 |
156.00 |
3.19 |
2.0% |
0.94 |
0.6% |
85% |
False |
False |
738,415 |
20 |
159.19 |
155.56 |
3.63 |
2.3% |
0.77 |
0.5% |
87% |
False |
False |
694,371 |
40 |
159.19 |
152.50 |
6.69 |
4.2% |
0.67 |
0.4% |
93% |
False |
False |
596,677 |
60 |
159.19 |
151.00 |
8.19 |
5.2% |
0.61 |
0.4% |
94% |
False |
False |
402,945 |
80 |
159.19 |
150.16 |
9.03 |
5.7% |
0.61 |
0.4% |
95% |
False |
False |
302,888 |
100 |
159.19 |
148.17 |
11.02 |
6.9% |
0.59 |
0.4% |
96% |
False |
False |
242,359 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
161.83 |
2.618 |
160.79 |
1.618 |
160.15 |
1.000 |
159.75 |
0.618 |
159.51 |
HIGH |
159.11 |
0.618 |
158.87 |
0.500 |
158.79 |
0.382 |
158.71 |
LOW |
158.47 |
0.618 |
158.07 |
1.000 |
157.83 |
1.618 |
157.43 |
2.618 |
156.79 |
4.250 |
155.75 |
|
|
Fisher Pivots for day following 29-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
158.79 |
158.65 |
PP |
158.77 |
158.58 |
S1 |
158.74 |
158.51 |
|