Euro Bund Future March 2015
Trading Metrics calculated at close of trading on 30-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2015 |
30-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
158.95 |
158.70 |
-0.25 |
-0.2% |
158.88 |
High |
159.11 |
159.54 |
0.43 |
0.3% |
159.54 |
Low |
158.47 |
158.62 |
0.15 |
0.1% |
157.83 |
Close |
158.72 |
159.39 |
0.67 |
0.4% |
159.39 |
Range |
0.64 |
0.92 |
0.28 |
43.8% |
1.71 |
ATR |
0.79 |
0.80 |
0.01 |
1.2% |
0.00 |
Volume |
634,976 |
484,028 |
-150,948 |
-23.8% |
2,967,084 |
|
Daily Pivots for day following 30-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
161.94 |
161.59 |
159.90 |
|
R3 |
161.02 |
160.67 |
159.64 |
|
R2 |
160.10 |
160.10 |
159.56 |
|
R1 |
159.75 |
159.75 |
159.47 |
159.93 |
PP |
159.18 |
159.18 |
159.18 |
159.27 |
S1 |
158.83 |
158.83 |
159.31 |
159.01 |
S2 |
158.26 |
158.26 |
159.22 |
|
S3 |
157.34 |
157.91 |
159.14 |
|
S4 |
156.42 |
156.99 |
158.88 |
|
|
Weekly Pivots for week ending 30-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
164.05 |
163.43 |
160.33 |
|
R3 |
162.34 |
161.72 |
159.86 |
|
R2 |
160.63 |
160.63 |
159.70 |
|
R1 |
160.01 |
160.01 |
159.55 |
160.32 |
PP |
158.92 |
158.92 |
158.92 |
159.08 |
S1 |
158.30 |
158.30 |
159.23 |
158.61 |
S2 |
157.21 |
157.21 |
159.08 |
|
S3 |
155.50 |
156.59 |
158.92 |
|
S4 |
153.79 |
154.88 |
158.45 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
159.54 |
157.83 |
1.71 |
1.1% |
0.83 |
0.5% |
91% |
True |
False |
593,416 |
10 |
159.54 |
156.00 |
3.54 |
2.2% |
0.96 |
0.6% |
96% |
True |
False |
696,588 |
20 |
159.54 |
155.74 |
3.80 |
2.4% |
0.80 |
0.5% |
96% |
True |
False |
701,702 |
40 |
159.54 |
152.50 |
7.04 |
4.4% |
0.69 |
0.4% |
98% |
True |
False |
606,540 |
60 |
159.54 |
151.35 |
8.19 |
5.1% |
0.61 |
0.4% |
98% |
True |
False |
411,000 |
80 |
159.54 |
150.16 |
9.38 |
5.9% |
0.62 |
0.4% |
98% |
True |
False |
308,931 |
100 |
159.54 |
148.17 |
11.37 |
7.1% |
0.59 |
0.4% |
99% |
True |
False |
247,199 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
163.45 |
2.618 |
161.95 |
1.618 |
161.03 |
1.000 |
160.46 |
0.618 |
160.11 |
HIGH |
159.54 |
0.618 |
159.19 |
0.500 |
159.08 |
0.382 |
158.97 |
LOW |
158.62 |
0.618 |
158.05 |
1.000 |
157.70 |
1.618 |
157.13 |
2.618 |
156.21 |
4.250 |
154.71 |
|
|
Fisher Pivots for day following 30-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
159.29 |
159.16 |
PP |
159.18 |
158.92 |
S1 |
159.08 |
158.69 |
|