Euro Bund Future March 2015
Trading Metrics calculated at close of trading on 17-Feb-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2015 |
17-Feb-2015 |
Change |
Change % |
Previous Week |
Open |
159.09 |
159.36 |
0.27 |
0.2% |
158.58 |
High |
159.13 |
159.36 |
0.23 |
0.1% |
159.24 |
Low |
158.72 |
158.29 |
-0.43 |
-0.3% |
158.18 |
Close |
158.99 |
158.61 |
-0.38 |
-0.2% |
158.99 |
Range |
0.41 |
1.07 |
0.66 |
161.0% |
1.06 |
ATR |
0.69 |
0.72 |
0.03 |
3.9% |
0.00 |
Volume |
268,279 |
712,709 |
444,430 |
165.7% |
2,699,726 |
|
Daily Pivots for day following 17-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
161.96 |
161.36 |
159.20 |
|
R3 |
160.89 |
160.29 |
158.90 |
|
R2 |
159.82 |
159.82 |
158.81 |
|
R1 |
159.22 |
159.22 |
158.71 |
158.99 |
PP |
158.75 |
158.75 |
158.75 |
158.64 |
S1 |
158.15 |
158.15 |
158.51 |
157.92 |
S2 |
157.68 |
157.68 |
158.41 |
|
S3 |
156.61 |
157.08 |
158.32 |
|
S4 |
155.54 |
156.01 |
158.02 |
|
|
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 |
159.36 |
158.18 |
1.18 |
0.7% |
0.65 |
0.4% |
36% |
True |
False |
531,476 |
10 |
159.37 |
158.18 |
1.19 |
0.8% |
0.66 |
0.4% |
36% |
False |
False |
588,313 |
20 |
159.54 |
156.00 |
3.54 |
2.2% |
0.80 |
0.5% |
74% |
False |
False |
656,483 |
40 |
159.54 |
154.35 |
5.19 |
3.3% |
0.70 |
0.4% |
82% |
False |
False |
605,880 |
60 |
159.54 |
151.72 |
7.82 |
4.9% |
0.65 |
0.4% |
88% |
False |
False |
518,724 |
80 |
159.54 |
150.77 |
8.77 |
5.5% |
0.61 |
0.4% |
89% |
False |
False |
390,024 |
100 |
159.54 |
149.15 |
10.39 |
6.6% |
0.61 |
0.4% |
91% |
False |
False |
312,418 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
163.91 |
2.618 |
162.16 |
1.618 |
161.09 |
1.000 |
160.43 |
0.618 |
160.02 |
HIGH |
159.36 |
0.618 |
158.95 |
0.500 |
158.83 |
0.382 |
158.70 |
LOW |
158.29 |
0.618 |
157.63 |
1.000 |
157.22 |
1.618 |
156.56 |
2.618 |
155.49 |
4.250 |
153.74 |
|
|
Fisher Pivots for day following 17-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
158.83 |
158.83 |
PP |
158.75 |
158.75 |
S1 |
158.68 |
158.68 |
|