Euro Bund Future March 2015
Trading Metrics calculated at close of trading on 19-Feb-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2015 |
19-Feb-2015 |
Change |
Change % |
Previous Week |
Open |
158.55 |
158.70 |
0.15 |
0.1% |
158.58 |
High |
158.72 |
158.88 |
0.16 |
0.1% |
159.24 |
Low |
158.23 |
158.33 |
0.10 |
0.1% |
158.18 |
Close |
158.53 |
158.63 |
0.10 |
0.1% |
158.99 |
Range |
0.49 |
0.55 |
0.06 |
12.2% |
1.06 |
ATR |
0.70 |
0.69 |
-0.01 |
-1.6% |
0.00 |
Volume |
690,558 |
759,828 |
69,270 |
10.0% |
2,699,726 |
|
Daily Pivots for day following 19-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
160.26 |
160.00 |
158.93 |
|
R3 |
159.71 |
159.45 |
158.78 |
|
R2 |
159.16 |
159.16 |
158.73 |
|
R1 |
158.90 |
158.90 |
158.68 |
158.76 |
PP |
158.61 |
158.61 |
158.61 |
158.54 |
S1 |
158.35 |
158.35 |
158.58 |
158.21 |
S2 |
158.06 |
158.06 |
158.53 |
|
S3 |
157.51 |
157.80 |
158.48 |
|
S4 |
156.96 |
157.25 |
158.33 |
|
|
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 |
158.23 |
1.13 |
0.7% |
0.66 |
0.4% |
35% |
False |
False |
587,071 |
10 |
159.36 |
158.18 |
1.18 |
0.7% |
0.65 |
0.4% |
38% |
False |
False |
599,595 |
20 |
159.54 |
156.00 |
3.54 |
2.2% |
0.78 |
0.5% |
74% |
False |
False |
615,511 |
40 |
159.54 |
154.58 |
4.96 |
3.1% |
0.70 |
0.4% |
82% |
False |
False |
607,183 |
60 |
159.54 |
151.72 |
7.82 |
4.9% |
0.65 |
0.4% |
88% |
False |
False |
542,524 |
80 |
159.54 |
150.77 |
8.77 |
5.5% |
0.61 |
0.4% |
90% |
False |
False |
408,060 |
100 |
159.54 |
149.38 |
10.16 |
6.4% |
0.61 |
0.4% |
91% |
False |
False |
326,915 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
161.22 |
2.618 |
160.32 |
1.618 |
159.77 |
1.000 |
159.43 |
0.618 |
159.22 |
HIGH |
158.88 |
0.618 |
158.67 |
0.500 |
158.61 |
0.382 |
158.54 |
LOW |
158.33 |
0.618 |
157.99 |
1.000 |
157.78 |
1.618 |
157.44 |
2.618 |
156.89 |
4.250 |
155.99 |
|
|
Fisher Pivots for day following 19-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
158.62 |
158.80 |
PP |
158.61 |
158.74 |
S1 |
158.61 |
158.69 |
|