Euro Bund Future March 2015
Trading Metrics calculated at close of trading on 24-Feb-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2015 |
24-Feb-2015 |
Change |
Change % |
Previous Week |
Open |
158.53 |
158.95 |
0.42 |
0.3% |
159.36 |
High |
158.95 |
158.95 |
0.00 |
0.0% |
159.36 |
Low |
158.41 |
158.51 |
0.10 |
0.1% |
158.20 |
Close |
158.86 |
158.86 |
0.00 |
0.0% |
158.82 |
Range |
0.54 |
0.44 |
-0.10 |
-18.5% |
1.16 |
ATR |
0.70 |
0.68 |
-0.02 |
-2.7% |
0.00 |
Volume |
558,504 |
720,536 |
162,032 |
29.0% |
2,630,378 |
|
Daily Pivots for day following 24-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
160.09 |
159.92 |
159.10 |
|
R3 |
159.65 |
159.48 |
158.98 |
|
R2 |
159.21 |
159.21 |
158.94 |
|
R1 |
159.04 |
159.04 |
158.90 |
158.91 |
PP |
158.77 |
158.77 |
158.77 |
158.71 |
S1 |
158.60 |
158.60 |
158.82 |
158.47 |
S2 |
158.33 |
158.33 |
158.78 |
|
S3 |
157.89 |
158.16 |
158.74 |
|
S4 |
157.45 |
157.72 |
158.62 |
|
|
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 |
159.20 |
158.20 |
1.00 |
0.6% |
0.60 |
0.4% |
66% |
False |
False |
639,341 |
10 |
159.36 |
158.18 |
1.18 |
0.7% |
0.63 |
0.4% |
58% |
False |
False |
585,408 |
20 |
159.54 |
157.83 |
1.71 |
1.1% |
0.66 |
0.4% |
60% |
False |
False |
604,573 |
40 |
159.54 |
154.90 |
4.64 |
2.9% |
0.70 |
0.4% |
85% |
False |
False |
618,985 |
60 |
159.54 |
152.50 |
7.04 |
4.4% |
0.65 |
0.4% |
90% |
False |
False |
570,483 |
80 |
159.54 |
150.78 |
8.76 |
5.5% |
0.61 |
0.4% |
92% |
False |
False |
429,796 |
100 |
159.54 |
149.82 |
9.72 |
6.1% |
0.62 |
0.4% |
93% |
False |
False |
344,361 |
120 |
159.54 |
148.17 |
11.37 |
7.2% |
0.58 |
0.4% |
94% |
False |
False |
286,998 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
160.82 |
2.618 |
160.10 |
1.618 |
159.66 |
1.000 |
159.39 |
0.618 |
159.22 |
HIGH |
158.95 |
0.618 |
158.78 |
0.500 |
158.73 |
0.382 |
158.68 |
LOW |
158.51 |
0.618 |
158.24 |
1.000 |
158.07 |
1.618 |
157.80 |
2.618 |
157.36 |
4.250 |
156.64 |
|
|
Fisher Pivots for day following 24-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
158.82 |
158.81 |
PP |
158.77 |
158.75 |
S1 |
158.73 |
158.70 |
|