Euro Bund Future March 2015
Trading Metrics calculated at close of trading on 12-Feb-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2015 |
12-Feb-2015 |
Change |
Change % |
Previous Week |
Open |
158.56 |
158.78 |
0.22 |
0.1% |
159.37 |
High |
158.88 |
159.24 |
0.36 |
0.2% |
159.50 |
Low |
158.52 |
158.45 |
-0.07 |
0.0% |
158.32 |
Close |
158.61 |
159.10 |
0.49 |
0.3% |
158.42 |
Range |
0.36 |
0.79 |
0.43 |
119.4% |
1.18 |
ATR |
0.71 |
0.72 |
0.01 |
0.8% |
0.00 |
Volume |
748,388 |
503,982 |
-244,406 |
-32.7% |
3,110,597 |
|
Daily Pivots for day following 12-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
161.30 |
160.99 |
159.53 |
|
R3 |
160.51 |
160.20 |
159.32 |
|
R2 |
159.72 |
159.72 |
159.24 |
|
R1 |
159.41 |
159.41 |
159.17 |
159.57 |
PP |
158.93 |
158.93 |
158.93 |
159.01 |
S1 |
158.62 |
158.62 |
159.03 |
158.78 |
S2 |
158.14 |
158.14 |
158.96 |
|
S3 |
157.35 |
157.83 |
158.88 |
|
S4 |
156.56 |
157.04 |
158.67 |
|
|
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 |
159.24 |
158.18 |
1.06 |
0.7% |
0.61 |
0.4% |
87% |
True |
False |
590,376 |
10 |
159.54 |
158.18 |
1.36 |
0.9% |
0.64 |
0.4% |
68% |
False |
False |
602,607 |
20 |
159.54 |
156.00 |
3.54 |
2.2% |
0.79 |
0.5% |
88% |
False |
False |
670,511 |
40 |
159.54 |
153.96 |
5.58 |
3.5% |
0.69 |
0.4% |
92% |
False |
False |
607,061 |
60 |
159.54 |
151.72 |
7.82 |
4.9% |
0.63 |
0.4% |
94% |
False |
False |
502,742 |
80 |
159.54 |
150.77 |
8.77 |
5.5% |
0.62 |
0.4% |
95% |
False |
False |
378,014 |
100 |
159.54 |
148.17 |
11.37 |
7.1% |
0.61 |
0.4% |
96% |
False |
False |
302,609 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
162.60 |
2.618 |
161.31 |
1.618 |
160.52 |
1.000 |
160.03 |
0.618 |
159.73 |
HIGH |
159.24 |
0.618 |
158.94 |
0.500 |
158.85 |
0.382 |
158.75 |
LOW |
158.45 |
0.618 |
157.96 |
1.000 |
157.66 |
1.618 |
157.17 |
2.618 |
156.38 |
4.250 |
155.09 |
|
|
Fisher Pivots for day following 12-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
159.02 |
158.97 |
PP |
158.93 |
158.84 |
S1 |
158.85 |
158.71 |
|