Euro Bund Future March 2015
Trading Metrics calculated at close of trading on 03-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2015 |
03-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
159.44 |
159.08 |
-0.36 |
-0.2% |
158.53 |
High |
159.64 |
159.26 |
-0.38 |
-0.2% |
160.00 |
Low |
159.01 |
158.74 |
-0.27 |
-0.2% |
158.41 |
Close |
159.13 |
159.00 |
-0.13 |
-0.1% |
159.46 |
Range |
0.63 |
0.52 |
-0.11 |
-17.5% |
1.59 |
ATR |
0.67 |
0.66 |
-0.01 |
-1.6% |
0.00 |
Volume |
1,327,595 |
1,208,723 |
-118,872 |
-9.0% |
3,549,688 |
|
Daily Pivots for day following 03-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
160.56 |
160.30 |
159.29 |
|
R3 |
160.04 |
159.78 |
159.14 |
|
R2 |
159.52 |
159.52 |
159.10 |
|
R1 |
159.26 |
159.26 |
159.05 |
159.13 |
PP |
159.00 |
159.00 |
159.00 |
158.94 |
S1 |
158.74 |
158.74 |
158.95 |
158.61 |
S2 |
158.48 |
158.48 |
158.90 |
|
S3 |
157.96 |
158.22 |
158.86 |
|
S4 |
157.44 |
157.70 |
158.71 |
|
|
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 |
158.74 |
1.26 |
0.8% |
0.59 |
0.4% |
21% |
False |
True |
961,393 |
10 |
160.00 |
158.20 |
1.80 |
1.1% |
0.60 |
0.4% |
44% |
False |
False |
800,367 |
20 |
160.00 |
158.18 |
1.82 |
1.1% |
0.63 |
0.4% |
45% |
False |
False |
694,340 |
40 |
160.00 |
156.00 |
4.00 |
2.5% |
0.70 |
0.4% |
75% |
False |
False |
699,181 |
60 |
160.00 |
152.50 |
7.50 |
4.7% |
0.67 |
0.4% |
87% |
False |
False |
642,275 |
80 |
160.00 |
151.48 |
8.52 |
5.4% |
0.61 |
0.4% |
88% |
False |
False |
489,821 |
100 |
160.00 |
150.51 |
9.49 |
6.0% |
0.62 |
0.4% |
89% |
False |
False |
392,397 |
120 |
160.00 |
148.17 |
11.83 |
7.4% |
0.59 |
0.4% |
92% |
False |
False |
327,055 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
161.47 |
2.618 |
160.62 |
1.618 |
160.10 |
1.000 |
159.78 |
0.618 |
159.58 |
HIGH |
159.26 |
0.618 |
159.06 |
0.500 |
159.00 |
0.382 |
158.94 |
LOW |
158.74 |
0.618 |
158.42 |
1.000 |
158.22 |
1.618 |
157.90 |
2.618 |
157.38 |
4.250 |
156.53 |
|
|
Fisher Pivots for day following 03-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
159.00 |
159.27 |
PP |
159.00 |
159.18 |
S1 |
159.00 |
159.09 |
|