Euro Bund Future March 2015
Trading Metrics calculated at close of trading on 02-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2015 |
02-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
159.80 |
159.44 |
-0.36 |
-0.2% |
158.53 |
High |
159.80 |
159.64 |
-0.16 |
-0.1% |
160.00 |
Low |
159.22 |
159.01 |
-0.21 |
-0.1% |
158.41 |
Close |
159.46 |
159.13 |
-0.33 |
-0.2% |
159.46 |
Range |
0.58 |
0.63 |
0.05 |
8.6% |
1.59 |
ATR |
0.67 |
0.67 |
0.00 |
-0.4% |
0.00 |
Volume |
733,045 |
1,327,595 |
594,550 |
81.1% |
3,549,688 |
|
Daily Pivots for day following 02-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
161.15 |
160.77 |
159.48 |
|
R3 |
160.52 |
160.14 |
159.30 |
|
R2 |
159.89 |
159.89 |
159.25 |
|
R1 |
159.51 |
159.51 |
159.19 |
159.39 |
PP |
159.26 |
159.26 |
159.26 |
159.20 |
S1 |
158.88 |
158.88 |
159.07 |
158.76 |
S2 |
158.63 |
158.63 |
159.01 |
|
S3 |
158.00 |
158.25 |
158.96 |
|
S4 |
157.37 |
157.62 |
158.78 |
|
|
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 |
158.51 |
1.49 |
0.9% |
0.57 |
0.4% |
42% |
False |
False |
863,755 |
10 |
160.00 |
158.20 |
1.80 |
1.1% |
0.65 |
0.4% |
52% |
False |
False |
750,766 |
20 |
160.00 |
158.18 |
1.82 |
1.1% |
0.62 |
0.4% |
52% |
False |
False |
665,899 |
40 |
160.00 |
155.74 |
4.26 |
2.7% |
0.71 |
0.4% |
80% |
False |
False |
683,800 |
60 |
160.00 |
152.50 |
7.50 |
4.7% |
0.66 |
0.4% |
88% |
False |
False |
626,326 |
80 |
160.00 |
151.35 |
8.65 |
5.4% |
0.61 |
0.4% |
90% |
False |
False |
474,725 |
100 |
160.00 |
150.16 |
9.84 |
6.2% |
0.62 |
0.4% |
91% |
False |
False |
380,325 |
120 |
160.00 |
148.17 |
11.83 |
7.4% |
0.59 |
0.4% |
93% |
False |
False |
316,982 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
162.32 |
2.618 |
161.29 |
1.618 |
160.66 |
1.000 |
160.27 |
0.618 |
160.03 |
HIGH |
159.64 |
0.618 |
159.40 |
0.500 |
159.33 |
0.382 |
159.25 |
LOW |
159.01 |
0.618 |
158.62 |
1.000 |
158.38 |
1.618 |
157.99 |
2.618 |
157.36 |
4.250 |
156.33 |
|
|
Fisher Pivots for day following 02-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
159.33 |
159.51 |
PP |
159.26 |
159.38 |
S1 |
159.20 |
159.26 |
|