Euro Bund Future March 2015
Trading Metrics calculated at close of trading on 02-Feb-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2015 |
02-Feb-2015 |
Change |
Change % |
Previous Week |
Open |
158.70 |
159.37 |
0.67 |
0.4% |
158.88 |
High |
159.54 |
159.50 |
-0.04 |
0.0% |
159.54 |
Low |
158.62 |
159.16 |
0.54 |
0.3% |
157.83 |
Close |
159.39 |
159.35 |
-0.04 |
0.0% |
159.39 |
Range |
0.92 |
0.34 |
-0.58 |
-63.0% |
1.71 |
ATR |
0.80 |
0.76 |
-0.03 |
-4.1% |
0.00 |
Volume |
484,028 |
639,894 |
155,866 |
32.2% |
2,967,084 |
|
Daily Pivots for day following 02-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
160.36 |
160.19 |
159.54 |
|
R3 |
160.02 |
159.85 |
159.44 |
|
R2 |
159.68 |
159.68 |
159.41 |
|
R1 |
159.51 |
159.51 |
159.38 |
159.43 |
PP |
159.34 |
159.34 |
159.34 |
159.29 |
S1 |
159.17 |
159.17 |
159.32 |
159.09 |
S2 |
159.00 |
159.00 |
159.29 |
|
S3 |
158.66 |
158.83 |
159.26 |
|
S4 |
158.32 |
158.49 |
159.16 |
|
|
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% |
0.72 |
0.5% |
89% |
False |
False |
602,323 |
10 |
159.54 |
156.00 |
3.54 |
2.2% |
0.93 |
0.6% |
95% |
False |
False |
724,653 |
20 |
159.54 |
156.00 |
3.54 |
2.2% |
0.77 |
0.5% |
95% |
False |
False |
704,022 |
40 |
159.54 |
152.50 |
7.04 |
4.4% |
0.69 |
0.4% |
97% |
False |
False |
616,242 |
60 |
159.54 |
151.48 |
8.06 |
5.1% |
0.61 |
0.4% |
98% |
False |
False |
421,647 |
80 |
159.54 |
150.51 |
9.03 |
5.7% |
0.62 |
0.4% |
98% |
False |
False |
316,911 |
100 |
159.54 |
148.17 |
11.37 |
7.1% |
0.59 |
0.4% |
98% |
False |
False |
253,598 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
160.95 |
2.618 |
160.39 |
1.618 |
160.05 |
1.000 |
159.84 |
0.618 |
159.71 |
HIGH |
159.50 |
0.618 |
159.37 |
0.500 |
159.33 |
0.382 |
159.29 |
LOW |
159.16 |
0.618 |
158.95 |
1.000 |
158.82 |
1.618 |
158.61 |
2.618 |
158.27 |
4.250 |
157.72 |
|
|
Fisher Pivots for day following 02-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
159.34 |
159.24 |
PP |
159.34 |
159.12 |
S1 |
159.33 |
159.01 |
|