Euro Bund Future March 2015
Trading Metrics calculated at close of trading on 23-Feb-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2015 |
23-Feb-2015 |
Change |
Change % |
Previous Week |
Open |
158.48 |
158.53 |
0.05 |
0.0% |
159.36 |
High |
159.20 |
158.95 |
-0.25 |
-0.2% |
159.36 |
Low |
158.20 |
158.41 |
0.21 |
0.1% |
158.20 |
Close |
158.82 |
158.86 |
0.04 |
0.0% |
158.82 |
Range |
1.00 |
0.54 |
-0.46 |
-46.0% |
1.16 |
ATR |
0.72 |
0.70 |
-0.01 |
-1.8% |
0.00 |
Volume |
467,283 |
558,504 |
91,221 |
19.5% |
2,630,378 |
|
Daily Pivots for day following 23-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
160.36 |
160.15 |
159.16 |
|
R3 |
159.82 |
159.61 |
159.01 |
|
R2 |
159.28 |
159.28 |
158.96 |
|
R1 |
159.07 |
159.07 |
158.91 |
159.18 |
PP |
158.74 |
158.74 |
158.74 |
158.79 |
S1 |
158.53 |
158.53 |
158.81 |
158.64 |
S2 |
158.20 |
158.20 |
158.76 |
|
S3 |
157.66 |
157.99 |
158.71 |
|
S4 |
157.12 |
157.45 |
158.56 |
|
|
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% |
0.73 |
0.5% |
57% |
False |
False |
637,776 |
10 |
159.36 |
158.18 |
1.18 |
0.7% |
0.65 |
0.4% |
58% |
False |
False |
588,860 |
20 |
159.54 |
157.83 |
1.71 |
1.1% |
0.69 |
0.4% |
60% |
False |
False |
598,314 |
40 |
159.54 |
154.58 |
4.96 |
3.1% |
0.70 |
0.4% |
86% |
False |
False |
609,820 |
60 |
159.54 |
152.35 |
7.19 |
4.5% |
0.65 |
0.4% |
91% |
False |
False |
558,867 |
80 |
159.54 |
150.78 |
8.76 |
5.5% |
0.61 |
0.4% |
92% |
False |
False |
420,802 |
100 |
159.54 |
149.82 |
9.72 |
6.1% |
0.62 |
0.4% |
93% |
False |
False |
337,160 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
161.25 |
2.618 |
160.36 |
1.618 |
159.82 |
1.000 |
159.49 |
0.618 |
159.28 |
HIGH |
158.95 |
0.618 |
158.74 |
0.500 |
158.68 |
0.382 |
158.62 |
LOW |
158.41 |
0.618 |
158.08 |
1.000 |
157.87 |
1.618 |
157.54 |
2.618 |
157.00 |
4.250 |
156.12 |
|
|
Fisher Pivots for day following 23-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
158.80 |
158.81 |
PP |
158.74 |
158.75 |
S1 |
158.68 |
158.70 |
|