Euro Bund Future March 2015
Trading Metrics calculated at close of trading on 09-Feb-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2015 |
09-Feb-2015 |
Change |
Change % |
Previous Week |
Open |
158.57 |
158.58 |
0.01 |
0.0% |
159.37 |
High |
158.96 |
159.11 |
0.15 |
0.1% |
159.50 |
Low |
158.32 |
158.45 |
0.13 |
0.1% |
158.32 |
Close |
158.42 |
158.84 |
0.42 |
0.3% |
158.42 |
Range |
0.64 |
0.66 |
0.02 |
3.1% |
1.18 |
ATR |
0.74 |
0.74 |
0.00 |
-0.5% |
0.00 |
Volume |
520,435 |
755,055 |
234,620 |
45.1% |
3,110,597 |
|
Daily Pivots for day following 09-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
160.78 |
160.47 |
159.20 |
|
R3 |
160.12 |
159.81 |
159.02 |
|
R2 |
159.46 |
159.46 |
158.96 |
|
R1 |
159.15 |
159.15 |
158.90 |
159.31 |
PP |
158.80 |
158.80 |
158.80 |
158.88 |
S1 |
158.49 |
158.49 |
158.78 |
158.65 |
S2 |
158.14 |
158.14 |
158.72 |
|
S3 |
157.48 |
157.83 |
158.66 |
|
S4 |
156.82 |
157.17 |
158.48 |
|
|
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 |
159.37 |
158.32 |
1.05 |
0.7% |
0.68 |
0.4% |
50% |
False |
False |
645,151 |
10 |
159.54 |
157.83 |
1.71 |
1.1% |
0.70 |
0.4% |
59% |
False |
False |
623,737 |
20 |
159.54 |
156.00 |
3.54 |
2.2% |
0.78 |
0.5% |
80% |
False |
False |
699,384 |
40 |
159.54 |
152.59 |
6.95 |
4.4% |
0.70 |
0.4% |
90% |
False |
False |
612,224 |
60 |
159.54 |
151.72 |
7.82 |
4.9% |
0.62 |
0.4% |
91% |
False |
False |
475,150 |
80 |
159.54 |
150.77 |
8.77 |
5.5% |
0.63 |
0.4% |
92% |
False |
False |
357,140 |
100 |
159.54 |
148.17 |
11.37 |
7.2% |
0.60 |
0.4% |
94% |
False |
False |
285,848 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
161.92 |
2.618 |
160.84 |
1.618 |
160.18 |
1.000 |
159.77 |
0.618 |
159.52 |
HIGH |
159.11 |
0.618 |
158.86 |
0.500 |
158.78 |
0.382 |
158.70 |
LOW |
158.45 |
0.618 |
158.04 |
1.000 |
157.79 |
1.618 |
157.38 |
2.618 |
156.72 |
4.250 |
155.65 |
|
|
Fisher Pivots for day following 09-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
158.82 |
158.81 |
PP |
158.80 |
158.78 |
S1 |
158.78 |
158.75 |
|