Euro Bund Future March 2015
Trading Metrics calculated at close of trading on 25-Feb-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2015 |
25-Feb-2015 |
Change |
Change % |
Previous Week |
Open |
158.95 |
158.95 |
0.00 |
0.0% |
159.36 |
High |
158.95 |
159.58 |
0.63 |
0.4% |
159.36 |
Low |
158.51 |
158.90 |
0.39 |
0.2% |
158.20 |
Close |
158.86 |
159.45 |
0.59 |
0.4% |
158.82 |
Range |
0.44 |
0.68 |
0.24 |
54.5% |
1.16 |
ATR |
0.68 |
0.69 |
0.00 |
0.4% |
0.00 |
Volume |
720,536 |
693,472 |
-27,064 |
-3.8% |
2,630,378 |
|
Daily Pivots for day following 25-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
161.35 |
161.08 |
159.82 |
|
R3 |
160.67 |
160.40 |
159.64 |
|
R2 |
159.99 |
159.99 |
159.57 |
|
R1 |
159.72 |
159.72 |
159.51 |
159.86 |
PP |
159.31 |
159.31 |
159.31 |
159.38 |
S1 |
159.04 |
159.04 |
159.39 |
159.18 |
S2 |
158.63 |
158.63 |
159.33 |
|
S3 |
157.95 |
158.36 |
159.26 |
|
S4 |
157.27 |
157.68 |
159.08 |
|
|
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 |
159.58 |
158.20 |
1.38 |
0.9% |
0.64 |
0.4% |
91% |
True |
False |
639,924 |
10 |
159.58 |
158.20 |
1.38 |
0.9% |
0.63 |
0.4% |
91% |
True |
False |
612,353 |
20 |
159.58 |
157.83 |
1.75 |
1.1% |
0.68 |
0.4% |
93% |
True |
False |
605,526 |
40 |
159.58 |
154.92 |
4.66 |
2.9% |
0.71 |
0.4% |
97% |
True |
False |
631,203 |
60 |
159.58 |
152.50 |
7.08 |
4.4% |
0.66 |
0.4% |
98% |
True |
False |
581,635 |
80 |
159.58 |
150.83 |
8.75 |
5.5% |
0.61 |
0.4% |
99% |
True |
False |
438,462 |
100 |
159.58 |
149.92 |
9.66 |
6.1% |
0.62 |
0.4% |
99% |
True |
False |
351,295 |
120 |
159.58 |
148.17 |
11.41 |
7.2% |
0.59 |
0.4% |
99% |
True |
False |
292,777 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
162.47 |
2.618 |
161.36 |
1.618 |
160.68 |
1.000 |
160.26 |
0.618 |
160.00 |
HIGH |
159.58 |
0.618 |
159.32 |
0.500 |
159.24 |
0.382 |
159.16 |
LOW |
158.90 |
0.618 |
158.48 |
1.000 |
158.22 |
1.618 |
157.80 |
2.618 |
157.12 |
4.250 |
156.01 |
|
|
Fisher Pivots for day following 25-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
159.38 |
159.30 |
PP |
159.31 |
159.15 |
S1 |
159.24 |
159.00 |
|