Euro Bund Future March 2015
Trading Metrics calculated at close of trading on 04-Feb-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2015 |
04-Feb-2015 |
Change |
Change % |
Previous Week |
Open |
159.34 |
158.66 |
-0.68 |
-0.4% |
158.88 |
High |
159.37 |
159.04 |
-0.33 |
-0.2% |
159.54 |
Low |
158.66 |
158.52 |
-0.14 |
-0.1% |
157.83 |
Close |
158.91 |
158.62 |
-0.29 |
-0.2% |
159.39 |
Range |
0.71 |
0.52 |
-0.19 |
-26.8% |
1.71 |
ATR |
0.76 |
0.74 |
-0.02 |
-2.2% |
0.00 |
Volume |
675,582 |
661,986 |
-13,596 |
-2.0% |
2,967,084 |
|
Daily Pivots for day following 04-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
160.29 |
159.97 |
158.91 |
|
R3 |
159.77 |
159.45 |
158.76 |
|
R2 |
159.25 |
159.25 |
158.72 |
|
R1 |
158.93 |
158.93 |
158.67 |
158.83 |
PP |
158.73 |
158.73 |
158.73 |
158.68 |
S1 |
158.41 |
158.41 |
158.57 |
158.31 |
S2 |
158.21 |
158.21 |
158.52 |
|
S3 |
157.69 |
157.89 |
158.48 |
|
S4 |
157.17 |
157.37 |
158.33 |
|
|
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 |
158.47 |
1.07 |
0.7% |
0.63 |
0.4% |
14% |
False |
False |
619,293 |
10 |
159.54 |
156.00 |
3.54 |
2.2% |
0.91 |
0.6% |
74% |
False |
False |
631,428 |
20 |
159.54 |
156.00 |
3.54 |
2.2% |
0.77 |
0.5% |
74% |
False |
False |
696,194 |
40 |
159.54 |
152.50 |
7.04 |
4.4% |
0.69 |
0.4% |
87% |
False |
False |
619,978 |
60 |
159.54 |
151.56 |
7.98 |
5.0% |
0.61 |
0.4% |
88% |
False |
False |
443,871 |
80 |
159.54 |
150.63 |
8.91 |
5.6% |
0.63 |
0.4% |
90% |
False |
False |
333,576 |
100 |
159.54 |
148.17 |
11.37 |
7.2% |
0.59 |
0.4% |
92% |
False |
False |
266,972 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
161.25 |
2.618 |
160.40 |
1.618 |
159.88 |
1.000 |
159.56 |
0.618 |
159.36 |
HIGH |
159.04 |
0.618 |
158.84 |
0.500 |
158.78 |
0.382 |
158.72 |
LOW |
158.52 |
0.618 |
158.20 |
1.000 |
158.00 |
1.618 |
157.68 |
2.618 |
157.16 |
4.250 |
156.31 |
|
|
Fisher Pivots for day following 04-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
158.78 |
159.01 |
PP |
158.73 |
158.88 |
S1 |
158.67 |
158.75 |
|