Euro Bund Future March 2015
Trading Metrics calculated at close of trading on 04-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2015 |
04-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
159.08 |
158.78 |
-0.30 |
-0.2% |
158.53 |
High |
159.26 |
159.04 |
-0.22 |
-0.1% |
160.00 |
Low |
158.74 |
158.60 |
-0.14 |
-0.1% |
158.41 |
Close |
159.00 |
158.77 |
-0.23 |
-0.1% |
159.46 |
Range |
0.52 |
0.44 |
-0.08 |
-15.4% |
1.59 |
ATR |
0.66 |
0.64 |
-0.02 |
-2.4% |
0.00 |
Volume |
1,208,723 |
608,332 |
-600,391 |
-49.7% |
3,549,688 |
|
Daily Pivots for day following 04-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
160.12 |
159.89 |
159.01 |
|
R3 |
159.68 |
159.45 |
158.89 |
|
R2 |
159.24 |
159.24 |
158.85 |
|
R1 |
159.01 |
159.01 |
158.81 |
158.91 |
PP |
158.80 |
158.80 |
158.80 |
158.75 |
S1 |
158.57 |
158.57 |
158.73 |
158.47 |
S2 |
158.36 |
158.36 |
158.69 |
|
S3 |
157.92 |
158.13 |
158.65 |
|
S4 |
157.48 |
157.69 |
158.53 |
|
|
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 |
158.60 |
1.40 |
0.9% |
0.54 |
0.3% |
12% |
False |
True |
944,365 |
10 |
160.00 |
158.20 |
1.80 |
1.1% |
0.59 |
0.4% |
32% |
False |
False |
792,144 |
20 |
160.00 |
158.18 |
1.82 |
1.1% |
0.62 |
0.4% |
32% |
False |
False |
690,978 |
40 |
160.00 |
156.00 |
4.00 |
2.5% |
0.70 |
0.4% |
69% |
False |
False |
696,014 |
60 |
160.00 |
152.50 |
7.50 |
4.7% |
0.66 |
0.4% |
84% |
False |
False |
645,083 |
80 |
160.00 |
151.56 |
8.44 |
5.3% |
0.61 |
0.4% |
85% |
False |
False |
497,413 |
100 |
160.00 |
150.51 |
9.49 |
6.0% |
0.62 |
0.4% |
87% |
False |
False |
398,472 |
120 |
160.00 |
148.17 |
11.83 |
7.5% |
0.60 |
0.4% |
90% |
False |
False |
332,123 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
160.91 |
2.618 |
160.19 |
1.618 |
159.75 |
1.000 |
159.48 |
0.618 |
159.31 |
HIGH |
159.04 |
0.618 |
158.87 |
0.500 |
158.82 |
0.382 |
158.77 |
LOW |
158.60 |
0.618 |
158.33 |
1.000 |
158.16 |
1.618 |
157.89 |
2.618 |
157.45 |
4.250 |
156.73 |
|
|
Fisher Pivots for day following 04-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
158.82 |
159.12 |
PP |
158.80 |
159.00 |
S1 |
158.79 |
158.89 |
|