Euro Bund Future March 2015
Trading Metrics calculated at close of trading on 27-Feb-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2015 |
27-Feb-2015 |
Change |
Change % |
Previous Week |
Open |
159.54 |
159.80 |
0.26 |
0.2% |
158.53 |
High |
160.00 |
159.80 |
-0.20 |
-0.1% |
160.00 |
Low |
159.47 |
159.22 |
-0.25 |
-0.2% |
158.41 |
Close |
159.80 |
159.46 |
-0.34 |
-0.2% |
159.46 |
Range |
0.53 |
0.58 |
0.05 |
9.4% |
1.59 |
ATR |
0.68 |
0.67 |
-0.01 |
-1.0% |
0.00 |
Volume |
844,131 |
733,045 |
-111,086 |
-13.2% |
3,549,688 |
|
Daily Pivots for day following 27-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
161.23 |
160.93 |
159.78 |
|
R3 |
160.65 |
160.35 |
159.62 |
|
R2 |
160.07 |
160.07 |
159.57 |
|
R1 |
159.77 |
159.77 |
159.51 |
159.63 |
PP |
159.49 |
159.49 |
159.49 |
159.43 |
S1 |
159.19 |
159.19 |
159.41 |
159.05 |
S2 |
158.91 |
158.91 |
159.35 |
|
S3 |
158.33 |
158.61 |
159.30 |
|
S4 |
157.75 |
158.03 |
159.14 |
|
|
Weekly Pivots for week ending 27-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
164.06 |
163.35 |
160.33 |
|
R3 |
162.47 |
161.76 |
159.90 |
|
R2 |
160.88 |
160.88 |
159.75 |
|
R1 |
160.17 |
160.17 |
159.61 |
160.53 |
PP |
159.29 |
159.29 |
159.29 |
159.47 |
S1 |
158.58 |
158.58 |
159.31 |
158.94 |
S2 |
157.70 |
157.70 |
159.17 |
|
S3 |
156.11 |
156.99 |
159.02 |
|
S4 |
154.52 |
155.40 |
158.59 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
160.00 |
158.41 |
1.59 |
1.0% |
0.55 |
0.3% |
66% |
False |
False |
709,937 |
10 |
160.00 |
158.20 |
1.80 |
1.1% |
0.63 |
0.4% |
70% |
False |
False |
644,834 |
20 |
160.00 |
158.18 |
1.82 |
1.1% |
0.64 |
0.4% |
70% |
False |
False |
623,720 |
40 |
160.00 |
155.56 |
4.44 |
2.8% |
0.70 |
0.4% |
88% |
False |
False |
659,046 |
60 |
160.00 |
152.50 |
7.50 |
4.7% |
0.66 |
0.4% |
93% |
False |
False |
605,692 |
80 |
160.00 |
151.00 |
9.00 |
5.6% |
0.61 |
0.4% |
94% |
False |
False |
458,139 |
100 |
160.00 |
150.16 |
9.84 |
6.2% |
0.62 |
0.4% |
95% |
False |
False |
367,054 |
120 |
160.00 |
148.17 |
11.83 |
7.4% |
0.59 |
0.4% |
95% |
False |
False |
305,919 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
162.27 |
2.618 |
161.32 |
1.618 |
160.74 |
1.000 |
160.38 |
0.618 |
160.16 |
HIGH |
159.80 |
0.618 |
159.58 |
0.500 |
159.51 |
0.382 |
159.44 |
LOW |
159.22 |
0.618 |
158.86 |
1.000 |
158.64 |
1.618 |
158.28 |
2.618 |
157.70 |
4.250 |
156.76 |
|
|
Fisher Pivots for day following 27-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
159.51 |
159.46 |
PP |
159.49 |
159.45 |
S1 |
159.48 |
159.45 |
|