Euro Bund Future March 2015
Trading Metrics calculated at close of trading on 06-Feb-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2015 |
06-Feb-2015 |
Change |
Change % |
Previous Week |
Open |
159.13 |
158.57 |
-0.56 |
-0.4% |
159.37 |
High |
159.18 |
158.96 |
-0.22 |
-0.1% |
159.50 |
Low |
158.32 |
158.32 |
0.00 |
0.0% |
158.32 |
Close |
158.58 |
158.42 |
-0.16 |
-0.1% |
158.42 |
Range |
0.86 |
0.64 |
-0.22 |
-25.6% |
1.18 |
ATR |
0.75 |
0.74 |
-0.01 |
-1.1% |
0.00 |
Volume |
612,700 |
520,435 |
-92,265 |
-15.1% |
3,110,597 |
|
Daily Pivots for day following 06-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
160.49 |
160.09 |
158.77 |
|
R3 |
159.85 |
159.45 |
158.60 |
|
R2 |
159.21 |
159.21 |
158.54 |
|
R1 |
158.81 |
158.81 |
158.48 |
158.69 |
PP |
158.57 |
158.57 |
158.57 |
158.51 |
S1 |
158.17 |
158.17 |
158.36 |
158.05 |
S2 |
157.93 |
157.93 |
158.30 |
|
S3 |
157.29 |
157.53 |
158.24 |
|
S4 |
156.65 |
156.89 |
158.07 |
|
|
Weekly Pivots for week ending 06-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
162.29 |
161.53 |
159.07 |
|
R3 |
161.11 |
160.35 |
158.74 |
|
R2 |
159.93 |
159.93 |
158.64 |
|
R1 |
159.17 |
159.17 |
158.53 |
158.96 |
PP |
158.75 |
158.75 |
158.75 |
158.64 |
S1 |
157.99 |
157.99 |
158.31 |
157.78 |
S2 |
157.57 |
157.57 |
158.20 |
|
S3 |
156.39 |
156.81 |
158.10 |
|
S4 |
155.21 |
155.63 |
157.77 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
159.50 |
158.32 |
1.18 |
0.7% |
0.61 |
0.4% |
8% |
False |
True |
622,119 |
10 |
159.54 |
157.83 |
1.71 |
1.1% |
0.72 |
0.5% |
35% |
False |
False |
607,768 |
20 |
159.54 |
156.00 |
3.54 |
2.2% |
0.78 |
0.5% |
68% |
False |
False |
685,849 |
40 |
159.54 |
152.50 |
7.04 |
4.4% |
0.70 |
0.4% |
84% |
False |
False |
608,918 |
60 |
159.54 |
151.60 |
7.94 |
5.0% |
0.62 |
0.4% |
86% |
False |
False |
462,667 |
80 |
159.54 |
150.72 |
8.82 |
5.6% |
0.63 |
0.4% |
87% |
False |
False |
347,711 |
100 |
159.54 |
148.17 |
11.37 |
7.2% |
0.60 |
0.4% |
90% |
False |
False |
278,300 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
161.68 |
2.618 |
160.64 |
1.618 |
160.00 |
1.000 |
159.60 |
0.618 |
159.36 |
HIGH |
158.96 |
0.618 |
158.72 |
0.500 |
158.64 |
0.382 |
158.56 |
LOW |
158.32 |
0.618 |
157.92 |
1.000 |
157.68 |
1.618 |
157.28 |
2.618 |
156.64 |
4.250 |
155.60 |
|
|
Fisher Pivots for day following 06-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
158.64 |
158.75 |
PP |
158.57 |
158.64 |
S1 |
158.49 |
158.53 |
|