Euro Bund Future March 2015
Trading Metrics calculated at close of trading on 10-Feb-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2015 |
10-Feb-2015 |
Change |
Change % |
Previous Week |
Open |
158.58 |
158.62 |
0.04 |
0.0% |
159.37 |
High |
159.11 |
158.80 |
-0.31 |
-0.2% |
159.50 |
Low |
158.45 |
158.18 |
-0.27 |
-0.2% |
158.32 |
Close |
158.84 |
158.46 |
-0.38 |
-0.2% |
158.42 |
Range |
0.66 |
0.62 |
-0.04 |
-6.1% |
1.18 |
ATR |
0.74 |
0.73 |
-0.01 |
-0.8% |
0.00 |
Volume |
755,055 |
424,022 |
-331,033 |
-43.8% |
3,110,597 |
|
Daily Pivots for day following 10-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
160.34 |
160.02 |
158.80 |
|
R3 |
159.72 |
159.40 |
158.63 |
|
R2 |
159.10 |
159.10 |
158.57 |
|
R1 |
158.78 |
158.78 |
158.52 |
158.63 |
PP |
158.48 |
158.48 |
158.48 |
158.41 |
S1 |
158.16 |
158.16 |
158.40 |
158.01 |
S2 |
157.86 |
157.86 |
158.35 |
|
S3 |
157.24 |
157.54 |
158.29 |
|
S4 |
156.62 |
156.92 |
158.12 |
|
|
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 |
159.18 |
158.18 |
1.00 |
0.6% |
0.66 |
0.4% |
28% |
False |
True |
594,839 |
10 |
159.54 |
157.83 |
1.71 |
1.1% |
0.73 |
0.5% |
37% |
False |
False |
598,699 |
20 |
159.54 |
156.00 |
3.54 |
2.2% |
0.78 |
0.5% |
69% |
False |
False |
690,272 |
40 |
159.54 |
153.45 |
6.09 |
3.8% |
0.68 |
0.4% |
82% |
False |
False |
603,801 |
60 |
159.54 |
151.72 |
7.82 |
4.9% |
0.63 |
0.4% |
86% |
False |
False |
482,169 |
80 |
159.54 |
150.77 |
8.77 |
5.5% |
0.64 |
0.4% |
88% |
False |
False |
362,421 |
100 |
159.54 |
148.17 |
11.37 |
7.2% |
0.60 |
0.4% |
91% |
False |
False |
290,088 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
161.44 |
2.618 |
160.42 |
1.618 |
159.80 |
1.000 |
159.42 |
0.618 |
159.18 |
HIGH |
158.80 |
0.618 |
158.56 |
0.500 |
158.49 |
0.382 |
158.42 |
LOW |
158.18 |
0.618 |
157.80 |
1.000 |
157.56 |
1.618 |
157.18 |
2.618 |
156.56 |
4.250 |
155.55 |
|
|
Fisher Pivots for day following 10-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
158.49 |
158.65 |
PP |
158.48 |
158.58 |
S1 |
158.47 |
158.52 |
|