Euro Bund Future March 2015
Trading Metrics calculated at close of trading on 06-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2015 |
06-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
158.72 |
159.27 |
0.55 |
0.3% |
159.44 |
High |
159.55 |
159.35 |
-0.20 |
-0.1% |
159.64 |
Low |
158.06 |
159.00 |
0.94 |
0.6% |
158.06 |
Close |
158.99 |
159.06 |
0.07 |
0.0% |
159.06 |
Range |
1.49 |
0.35 |
-1.14 |
-76.5% |
1.58 |
ATR |
0.70 |
0.68 |
-0.02 |
-3.5% |
0.00 |
Volume |
21,866 |
21,866 |
0 |
0.0% |
3,188,382 |
|
Daily Pivots for day following 06-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
160.19 |
159.97 |
159.25 |
|
R3 |
159.84 |
159.62 |
159.16 |
|
R2 |
159.49 |
159.49 |
159.12 |
|
R1 |
159.27 |
159.27 |
159.09 |
159.21 |
PP |
159.14 |
159.14 |
159.14 |
159.10 |
S1 |
158.92 |
158.92 |
159.03 |
158.86 |
S2 |
158.79 |
158.79 |
159.00 |
|
S3 |
158.44 |
158.57 |
158.96 |
|
S4 |
158.09 |
158.22 |
158.87 |
|
|
Weekly Pivots for week ending 06-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
163.66 |
162.94 |
159.93 |
|
R3 |
162.08 |
161.36 |
159.49 |
|
R2 |
160.50 |
160.50 |
159.35 |
|
R1 |
159.78 |
159.78 |
159.20 |
159.35 |
PP |
158.92 |
158.92 |
158.92 |
158.71 |
S1 |
158.20 |
158.20 |
158.92 |
157.77 |
S2 |
157.34 |
157.34 |
158.77 |
|
S3 |
155.76 |
156.62 |
158.63 |
|
S4 |
154.18 |
155.04 |
158.19 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
159.64 |
158.06 |
1.58 |
1.0% |
0.69 |
0.4% |
63% |
False |
False |
637,676 |
10 |
160.00 |
158.06 |
1.94 |
1.2% |
0.62 |
0.4% |
52% |
False |
False |
673,807 |
20 |
160.00 |
158.06 |
1.94 |
1.2% |
0.64 |
0.4% |
52% |
False |
False |
629,430 |
40 |
160.00 |
156.00 |
4.00 |
2.5% |
0.71 |
0.4% |
77% |
False |
False |
661,224 |
60 |
160.00 |
152.50 |
7.50 |
4.7% |
0.68 |
0.4% |
87% |
False |
False |
619,852 |
80 |
160.00 |
151.56 |
8.44 |
5.3% |
0.62 |
0.4% |
89% |
False |
False |
497,907 |
100 |
160.00 |
150.72 |
9.28 |
5.8% |
0.63 |
0.4% |
90% |
False |
False |
398,861 |
120 |
160.00 |
148.17 |
11.83 |
7.4% |
0.61 |
0.4% |
92% |
False |
False |
332,486 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
160.84 |
2.618 |
160.27 |
1.618 |
159.92 |
1.000 |
159.70 |
0.618 |
159.57 |
HIGH |
159.35 |
0.618 |
159.22 |
0.500 |
159.18 |
0.382 |
159.13 |
LOW |
159.00 |
0.618 |
158.78 |
1.000 |
158.65 |
1.618 |
158.43 |
2.618 |
158.08 |
4.250 |
157.51 |
|
|
Fisher Pivots for day following 06-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
159.18 |
158.98 |
PP |
159.14 |
158.89 |
S1 |
159.10 |
158.81 |
|