Euro Bund Future March 2015
Trading Metrics calculated at close of trading on 26-Feb-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2015 |
26-Feb-2015 |
Change |
Change % |
Previous Week |
Open |
158.95 |
159.54 |
0.59 |
0.4% |
159.36 |
High |
159.58 |
160.00 |
0.42 |
0.3% |
159.36 |
Low |
158.90 |
159.47 |
0.57 |
0.4% |
158.20 |
Close |
159.45 |
159.80 |
0.35 |
0.2% |
158.82 |
Range |
0.68 |
0.53 |
-0.15 |
-22.1% |
1.16 |
ATR |
0.69 |
0.68 |
-0.01 |
-1.4% |
0.00 |
Volume |
693,472 |
844,131 |
150,659 |
21.7% |
2,630,378 |
|
Daily Pivots for day following 26-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
161.35 |
161.10 |
160.09 |
|
R3 |
160.82 |
160.57 |
159.95 |
|
R2 |
160.29 |
160.29 |
159.90 |
|
R1 |
160.04 |
160.04 |
159.85 |
160.17 |
PP |
159.76 |
159.76 |
159.76 |
159.82 |
S1 |
159.51 |
159.51 |
159.75 |
159.64 |
S2 |
159.23 |
159.23 |
159.70 |
|
S3 |
158.70 |
158.98 |
159.65 |
|
S4 |
158.17 |
158.45 |
159.51 |
|
|
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 |
160.00 |
158.20 |
1.80 |
1.1% |
0.64 |
0.4% |
89% |
True |
False |
656,785 |
10 |
160.00 |
158.20 |
1.80 |
1.1% |
0.65 |
0.4% |
89% |
True |
False |
621,928 |
20 |
160.00 |
158.18 |
1.82 |
1.1% |
0.64 |
0.4% |
89% |
True |
False |
618,817 |
40 |
160.00 |
155.06 |
4.94 |
3.1% |
0.71 |
0.4% |
96% |
True |
False |
646,353 |
60 |
160.00 |
152.50 |
7.50 |
4.7% |
0.66 |
0.4% |
97% |
True |
False |
594,854 |
80 |
160.00 |
150.83 |
9.17 |
5.7% |
0.61 |
0.4% |
98% |
True |
False |
449,006 |
100 |
160.00 |
150.16 |
9.84 |
6.2% |
0.62 |
0.4% |
98% |
True |
False |
359,733 |
120 |
160.00 |
148.17 |
11.83 |
7.4% |
0.59 |
0.4% |
98% |
True |
False |
299,811 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
162.25 |
2.618 |
161.39 |
1.618 |
160.86 |
1.000 |
160.53 |
0.618 |
160.33 |
HIGH |
160.00 |
0.618 |
159.80 |
0.500 |
159.74 |
0.382 |
159.67 |
LOW |
159.47 |
0.618 |
159.14 |
1.000 |
158.94 |
1.618 |
158.61 |
2.618 |
158.08 |
4.250 |
157.22 |
|
|
Fisher Pivots for day following 26-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
159.78 |
159.62 |
PP |
159.76 |
159.44 |
S1 |
159.74 |
159.26 |
|