Euro Bund Future March 2015
Trading Metrics calculated at close of trading on 20-Feb-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2015 |
20-Feb-2015 |
Change |
Change % |
Previous Week |
Open |
158.70 |
158.48 |
-0.22 |
-0.1% |
159.36 |
High |
158.88 |
159.20 |
0.32 |
0.2% |
159.36 |
Low |
158.33 |
158.20 |
-0.13 |
-0.1% |
158.20 |
Close |
158.63 |
158.82 |
0.19 |
0.1% |
158.82 |
Range |
0.55 |
1.00 |
0.45 |
81.8% |
1.16 |
ATR |
0.69 |
0.72 |
0.02 |
3.2% |
0.00 |
Volume |
759,828 |
467,283 |
-292,545 |
-38.5% |
2,630,378 |
|
Daily Pivots for day following 20-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
161.74 |
161.28 |
159.37 |
|
R3 |
160.74 |
160.28 |
159.10 |
|
R2 |
159.74 |
159.74 |
159.00 |
|
R1 |
159.28 |
159.28 |
158.91 |
159.51 |
PP |
158.74 |
158.74 |
158.74 |
158.86 |
S1 |
158.28 |
158.28 |
158.73 |
158.51 |
S2 |
157.74 |
157.74 |
158.64 |
|
S3 |
156.74 |
157.28 |
158.55 |
|
S4 |
155.74 |
156.28 |
158.27 |
|
|
Weekly Pivots for week ending 20-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
162.27 |
161.71 |
159.46 |
|
R3 |
161.11 |
160.55 |
159.14 |
|
R2 |
159.95 |
159.95 |
159.03 |
|
R1 |
159.39 |
159.39 |
158.93 |
159.09 |
PP |
158.79 |
158.79 |
158.79 |
158.65 |
S1 |
158.23 |
158.23 |
158.71 |
157.93 |
S2 |
157.63 |
157.63 |
158.61 |
|
S3 |
156.47 |
157.07 |
158.50 |
|
S4 |
155.31 |
155.91 |
158.18 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
159.36 |
158.20 |
1.16 |
0.7% |
0.70 |
0.4% |
53% |
False |
True |
579,731 |
10 |
159.36 |
158.18 |
1.18 |
0.7% |
0.66 |
0.4% |
54% |
False |
False |
585,053 |
20 |
159.54 |
157.69 |
1.85 |
1.2% |
0.72 |
0.5% |
61% |
False |
False |
597,774 |
40 |
159.54 |
154.58 |
4.96 |
3.1% |
0.71 |
0.4% |
85% |
False |
False |
604,707 |
60 |
159.54 |
151.87 |
7.67 |
4.8% |
0.65 |
0.4% |
91% |
False |
False |
549,860 |
80 |
159.54 |
150.77 |
8.77 |
5.5% |
0.61 |
0.4% |
92% |
False |
False |
413,834 |
100 |
159.54 |
149.51 |
10.03 |
6.3% |
0.62 |
0.4% |
93% |
False |
False |
331,579 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
163.45 |
2.618 |
161.82 |
1.618 |
160.82 |
1.000 |
160.20 |
0.618 |
159.82 |
HIGH |
159.20 |
0.618 |
158.82 |
0.500 |
158.70 |
0.382 |
158.58 |
LOW |
158.20 |
0.618 |
157.58 |
1.000 |
157.20 |
1.618 |
156.58 |
2.618 |
155.58 |
4.250 |
153.95 |
|
|
Fisher Pivots for day following 20-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
158.78 |
158.78 |
PP |
158.74 |
158.74 |
S1 |
158.70 |
158.70 |
|