Euro Bund Future March 2015
Trading Metrics calculated at close of trading on 13-Feb-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2015 |
13-Feb-2015 |
Change |
Change % |
Previous Week |
Open |
158.78 |
159.09 |
0.31 |
0.2% |
158.58 |
High |
159.24 |
159.13 |
-0.11 |
-0.1% |
159.24 |
Low |
158.45 |
158.72 |
0.27 |
0.2% |
158.18 |
Close |
159.10 |
158.99 |
-0.11 |
-0.1% |
158.99 |
Range |
0.79 |
0.41 |
-0.38 |
-48.1% |
1.06 |
ATR |
0.72 |
0.69 |
-0.02 |
-3.1% |
0.00 |
Volume |
503,982 |
268,279 |
-235,703 |
-46.8% |
2,699,726 |
|
Daily Pivots for day following 13-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
160.18 |
159.99 |
159.22 |
|
R3 |
159.77 |
159.58 |
159.10 |
|
R2 |
159.36 |
159.36 |
159.07 |
|
R1 |
159.17 |
159.17 |
159.03 |
159.06 |
PP |
158.95 |
158.95 |
158.95 |
158.89 |
S1 |
158.76 |
158.76 |
158.95 |
158.65 |
S2 |
158.54 |
158.54 |
158.91 |
|
S3 |
158.13 |
158.35 |
158.88 |
|
S4 |
157.72 |
157.94 |
158.76 |
|
|
Weekly Pivots for week ending 13-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
161.98 |
161.55 |
159.57 |
|
R3 |
160.92 |
160.49 |
159.28 |
|
R2 |
159.86 |
159.86 |
159.18 |
|
R1 |
159.43 |
159.43 |
159.09 |
159.65 |
PP |
158.80 |
158.80 |
158.80 |
158.91 |
S1 |
158.37 |
158.37 |
158.89 |
158.59 |
S2 |
157.74 |
157.74 |
158.80 |
|
S3 |
156.68 |
157.31 |
158.70 |
|
S4 |
155.62 |
156.25 |
158.41 |
|
|
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% |
0.57 |
0.4% |
76% |
False |
False |
539,945 |
10 |
159.50 |
158.18 |
1.32 |
0.8% |
0.59 |
0.4% |
61% |
False |
False |
581,032 |
20 |
159.54 |
156.00 |
3.54 |
2.2% |
0.77 |
0.5% |
84% |
False |
False |
638,810 |
40 |
159.54 |
154.23 |
5.31 |
3.3% |
0.69 |
0.4% |
90% |
False |
False |
599,870 |
60 |
159.54 |
151.72 |
7.82 |
4.9% |
0.63 |
0.4% |
93% |
False |
False |
507,130 |
80 |
159.54 |
150.77 |
8.77 |
5.5% |
0.60 |
0.4% |
94% |
False |
False |
381,302 |
100 |
159.54 |
148.17 |
11.37 |
7.2% |
0.61 |
0.4% |
95% |
False |
False |
305,291 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
160.87 |
2.618 |
160.20 |
1.618 |
159.79 |
1.000 |
159.54 |
0.618 |
159.38 |
HIGH |
159.13 |
0.618 |
158.97 |
0.500 |
158.93 |
0.382 |
158.88 |
LOW |
158.72 |
0.618 |
158.47 |
1.000 |
158.31 |
1.618 |
158.06 |
2.618 |
157.65 |
4.250 |
156.98 |
|
|
Fisher Pivots for day following 13-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
158.97 |
158.94 |
PP |
158.95 |
158.89 |
S1 |
158.93 |
158.85 |
|