Euro Bund Future June 2015
Trading Metrics calculated at close of trading on 19-Feb-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2015 |
19-Feb-2015 |
Change |
Change % |
Previous Week |
Open |
156.30 |
156.50 |
0.20 |
0.1% |
156.28 |
High |
156.48 |
156.60 |
0.12 |
0.1% |
156.94 |
Low |
156.02 |
156.14 |
0.12 |
0.1% |
155.98 |
Close |
156.31 |
156.41 |
0.10 |
0.1% |
156.75 |
Range |
0.46 |
0.46 |
0.00 |
0.0% |
0.96 |
ATR |
0.59 |
0.58 |
-0.01 |
-1.6% |
0.00 |
Volume |
3,799 |
20,579 |
16,780 |
441.7% |
30,596 |
|
Daily Pivots for day following 19-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
157.76 |
157.55 |
156.66 |
|
R3 |
157.30 |
157.09 |
156.54 |
|
R2 |
156.84 |
156.84 |
156.49 |
|
R1 |
156.63 |
156.63 |
156.45 |
156.51 |
PP |
156.38 |
156.38 |
156.38 |
156.32 |
S1 |
156.17 |
156.17 |
156.37 |
156.05 |
S2 |
155.92 |
155.92 |
156.33 |
|
S3 |
155.46 |
155.71 |
156.28 |
|
S4 |
155.00 |
155.25 |
156.16 |
|
|
Weekly Pivots for week ending 13-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
159.44 |
159.05 |
157.28 |
|
R3 |
158.48 |
158.09 |
157.01 |
|
R2 |
157.52 |
157.52 |
156.93 |
|
R1 |
157.13 |
157.13 |
156.84 |
157.33 |
PP |
156.56 |
156.56 |
156.56 |
156.65 |
S1 |
156.17 |
156.17 |
156.66 |
156.37 |
S2 |
155.60 |
155.60 |
156.57 |
|
S3 |
154.64 |
155.21 |
156.49 |
|
S4 |
153.68 |
154.25 |
156.22 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
157.10 |
156.02 |
1.08 |
0.7% |
0.52 |
0.3% |
36% |
False |
False |
12,927 |
10 |
157.10 |
155.98 |
1.12 |
0.7% |
0.51 |
0.3% |
38% |
False |
False |
10,176 |
20 |
157.27 |
155.69 |
1.58 |
1.0% |
0.58 |
0.4% |
46% |
False |
False |
6,591 |
40 |
157.27 |
152.75 |
4.52 |
2.9% |
0.53 |
0.3% |
81% |
False |
False |
3,448 |
60 |
157.27 |
151.00 |
6.27 |
4.0% |
0.44 |
0.3% |
86% |
False |
False |
2,314 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
158.56 |
2.618 |
157.80 |
1.618 |
157.34 |
1.000 |
157.06 |
0.618 |
156.88 |
HIGH |
156.60 |
0.618 |
156.42 |
0.500 |
156.37 |
0.382 |
156.32 |
LOW |
156.14 |
0.618 |
155.86 |
1.000 |
155.68 |
1.618 |
155.40 |
2.618 |
154.94 |
4.250 |
154.19 |
|
|
Fisher Pivots for day following 19-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
156.40 |
156.53 |
PP |
156.38 |
156.49 |
S1 |
156.37 |
156.45 |
|