Euro Bund Future March 2015
Trading Metrics calculated at close of trading on 03-Feb-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2015 |
03-Feb-2015 |
Change |
Change % |
Previous Week |
Open |
159.37 |
159.34 |
-0.03 |
0.0% |
158.88 |
High |
159.50 |
159.37 |
-0.13 |
-0.1% |
159.54 |
Low |
159.16 |
158.66 |
-0.50 |
-0.3% |
157.83 |
Close |
159.35 |
158.91 |
-0.44 |
-0.3% |
159.39 |
Range |
0.34 |
0.71 |
0.37 |
108.8% |
1.71 |
ATR |
0.76 |
0.76 |
0.00 |
-0.5% |
0.00 |
Volume |
639,894 |
675,582 |
35,688 |
5.6% |
2,967,084 |
|
Daily Pivots for day following 03-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
161.11 |
160.72 |
159.30 |
|
R3 |
160.40 |
160.01 |
159.11 |
|
R2 |
159.69 |
159.69 |
159.04 |
|
R1 |
159.30 |
159.30 |
158.98 |
159.14 |
PP |
158.98 |
158.98 |
158.98 |
158.90 |
S1 |
158.59 |
158.59 |
158.84 |
158.43 |
S2 |
158.27 |
158.27 |
158.78 |
|
S3 |
157.56 |
157.88 |
158.71 |
|
S4 |
156.85 |
157.17 |
158.52 |
|
|
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% |
0.79 |
0.5% |
63% |
False |
False |
602,559 |
10 |
159.54 |
156.00 |
3.54 |
2.2% |
0.97 |
0.6% |
82% |
False |
False |
686,920 |
20 |
159.54 |
156.00 |
3.54 |
2.2% |
0.79 |
0.5% |
82% |
False |
False |
701,050 |
40 |
159.54 |
152.50 |
7.04 |
4.4% |
0.68 |
0.4% |
91% |
False |
False |
622,135 |
60 |
159.54 |
151.56 |
7.98 |
5.0% |
0.61 |
0.4% |
92% |
False |
False |
432,891 |
80 |
159.54 |
150.51 |
9.03 |
5.7% |
0.63 |
0.4% |
93% |
False |
False |
325,345 |
100 |
159.54 |
148.17 |
11.37 |
7.2% |
0.59 |
0.4% |
94% |
False |
False |
260,352 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
162.39 |
2.618 |
161.23 |
1.618 |
160.52 |
1.000 |
160.08 |
0.618 |
159.81 |
HIGH |
159.37 |
0.618 |
159.10 |
0.500 |
159.02 |
0.382 |
158.93 |
LOW |
158.66 |
0.618 |
158.22 |
1.000 |
157.95 |
1.618 |
157.51 |
2.618 |
156.80 |
4.250 |
155.64 |
|
|
Fisher Pivots for day following 03-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
159.02 |
159.08 |
PP |
158.98 |
159.02 |
S1 |
158.95 |
158.97 |
|