Euro Bund Future March 2015
Trading Metrics calculated at close of trading on 05-Feb-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2015 |
05-Feb-2015 |
Change |
Change % |
Previous Week |
Open |
158.66 |
159.13 |
0.47 |
0.3% |
158.88 |
High |
159.04 |
159.18 |
0.14 |
0.1% |
159.54 |
Low |
158.52 |
158.32 |
-0.20 |
-0.1% |
157.83 |
Close |
158.62 |
158.58 |
-0.04 |
0.0% |
159.39 |
Range |
0.52 |
0.86 |
0.34 |
65.4% |
1.71 |
ATR |
0.74 |
0.75 |
0.01 |
1.1% |
0.00 |
Volume |
661,986 |
612,700 |
-49,286 |
-7.4% |
2,967,084 |
|
Daily Pivots for day following 05-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
161.27 |
160.79 |
159.05 |
|
R3 |
160.41 |
159.93 |
158.82 |
|
R2 |
159.55 |
159.55 |
158.74 |
|
R1 |
159.07 |
159.07 |
158.66 |
158.88 |
PP |
158.69 |
158.69 |
158.69 |
158.60 |
S1 |
158.21 |
158.21 |
158.50 |
158.02 |
S2 |
157.83 |
157.83 |
158.42 |
|
S3 |
156.97 |
157.35 |
158.34 |
|
S4 |
156.11 |
156.49 |
158.11 |
|
|
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 |
158.32 |
1.22 |
0.8% |
0.67 |
0.4% |
21% |
False |
True |
614,838 |
10 |
159.54 |
157.69 |
1.85 |
1.2% |
0.79 |
0.5% |
48% |
False |
False |
610,494 |
20 |
159.54 |
156.00 |
3.54 |
2.2% |
0.78 |
0.5% |
73% |
False |
False |
693,018 |
40 |
159.54 |
152.50 |
7.04 |
4.4% |
0.70 |
0.4% |
86% |
False |
False |
615,064 |
60 |
159.54 |
151.56 |
7.98 |
5.0% |
0.62 |
0.4% |
88% |
False |
False |
454,066 |
80 |
159.54 |
150.72 |
8.82 |
5.6% |
0.63 |
0.4% |
89% |
False |
False |
341,219 |
100 |
159.54 |
148.17 |
11.37 |
7.2% |
0.60 |
0.4% |
92% |
False |
False |
273,098 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
162.84 |
2.618 |
161.43 |
1.618 |
160.57 |
1.000 |
160.04 |
0.618 |
159.71 |
HIGH |
159.18 |
0.618 |
158.85 |
0.500 |
158.75 |
0.382 |
158.65 |
LOW |
158.32 |
0.618 |
157.79 |
1.000 |
157.46 |
1.618 |
156.93 |
2.618 |
156.07 |
4.250 |
154.67 |
|
|
Fisher Pivots for day following 05-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
158.75 |
158.85 |
PP |
158.69 |
158.76 |
S1 |
158.64 |
158.67 |
|