Euro Bund Future March 2015
Trading Metrics calculated at close of trading on 11-Feb-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2015 |
11-Feb-2015 |
Change |
Change % |
Previous Week |
Open |
158.62 |
158.56 |
-0.06 |
0.0% |
159.37 |
High |
158.80 |
158.88 |
0.08 |
0.1% |
159.50 |
Low |
158.18 |
158.52 |
0.34 |
0.2% |
158.32 |
Close |
158.46 |
158.61 |
0.15 |
0.1% |
158.42 |
Range |
0.62 |
0.36 |
-0.26 |
-41.9% |
1.18 |
ATR |
0.73 |
0.71 |
-0.02 |
-3.1% |
0.00 |
Volume |
424,022 |
748,388 |
324,366 |
76.5% |
3,110,597 |
|
Daily Pivots for day following 11-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
159.75 |
159.54 |
158.81 |
|
R3 |
159.39 |
159.18 |
158.71 |
|
R2 |
159.03 |
159.03 |
158.68 |
|
R1 |
158.82 |
158.82 |
158.64 |
158.93 |
PP |
158.67 |
158.67 |
158.67 |
158.72 |
S1 |
158.46 |
158.46 |
158.58 |
158.57 |
S2 |
158.31 |
158.31 |
158.54 |
|
S3 |
157.95 |
158.10 |
158.51 |
|
S4 |
157.59 |
157.74 |
158.41 |
|
|
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% |
0.63 |
0.4% |
43% |
False |
False |
612,120 |
10 |
159.54 |
158.18 |
1.36 |
0.9% |
0.63 |
0.4% |
32% |
False |
False |
615,706 |
20 |
159.54 |
156.00 |
3.54 |
2.2% |
0.78 |
0.5% |
74% |
False |
False |
690,427 |
40 |
159.54 |
153.82 |
5.72 |
3.6% |
0.68 |
0.4% |
84% |
False |
False |
609,623 |
60 |
159.54 |
151.72 |
7.82 |
4.9% |
0.63 |
0.4% |
88% |
False |
False |
494,442 |
80 |
159.54 |
150.77 |
8.77 |
5.5% |
0.63 |
0.4% |
89% |
False |
False |
371,765 |
100 |
159.54 |
148.17 |
11.37 |
7.2% |
0.60 |
0.4% |
92% |
False |
False |
297,570 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
160.41 |
2.618 |
159.82 |
1.618 |
159.46 |
1.000 |
159.24 |
0.618 |
159.10 |
HIGH |
158.88 |
0.618 |
158.74 |
0.500 |
158.70 |
0.382 |
158.66 |
LOW |
158.52 |
0.618 |
158.30 |
1.000 |
158.16 |
1.618 |
157.94 |
2.618 |
157.58 |
4.250 |
156.99 |
|
|
Fisher Pivots for day following 11-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
158.70 |
158.65 |
PP |
158.67 |
158.63 |
S1 |
158.64 |
158.62 |
|