Euro Bund Future June 2015
Trading Metrics calculated at close of trading on 20-Feb-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2015 |
20-Feb-2015 |
Change |
Change % |
Previous Week |
Open |
156.50 |
156.31 |
-0.19 |
-0.1% |
156.59 |
High |
156.60 |
156.97 |
0.37 |
0.2% |
157.10 |
Low |
156.14 |
156.00 |
-0.14 |
-0.1% |
156.00 |
Close |
156.41 |
156.61 |
0.20 |
0.1% |
156.61 |
Range |
0.46 |
0.97 |
0.51 |
110.9% |
1.10 |
ATR |
0.58 |
0.61 |
0.03 |
4.7% |
0.00 |
Volume |
20,579 |
48,800 |
28,221 |
137.1% |
111,116 |
|
Daily Pivots for day following 20-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
159.44 |
158.99 |
157.14 |
|
R3 |
158.47 |
158.02 |
156.88 |
|
R2 |
157.50 |
157.50 |
156.79 |
|
R1 |
157.05 |
157.05 |
156.70 |
157.28 |
PP |
156.53 |
156.53 |
156.53 |
156.64 |
S1 |
156.08 |
156.08 |
156.52 |
156.31 |
S2 |
155.56 |
155.56 |
156.43 |
|
S3 |
154.59 |
155.11 |
156.34 |
|
S4 |
153.62 |
154.14 |
156.08 |
|
|
Weekly Pivots for week ending 20-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
159.87 |
159.34 |
157.22 |
|
R3 |
158.77 |
158.24 |
156.91 |
|
R2 |
157.67 |
157.67 |
156.81 |
|
R1 |
157.14 |
157.14 |
156.71 |
157.41 |
PP |
156.57 |
156.57 |
156.57 |
156.70 |
S1 |
156.04 |
156.04 |
156.51 |
156.31 |
S2 |
155.47 |
155.47 |
156.41 |
|
S3 |
154.37 |
154.94 |
156.31 |
|
S4 |
153.27 |
153.84 |
156.01 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
157.10 |
156.00 |
1.10 |
0.7% |
0.67 |
0.4% |
55% |
False |
True |
22,223 |
10 |
157.10 |
155.98 |
1.12 |
0.7% |
0.56 |
0.4% |
56% |
False |
False |
14,171 |
20 |
157.27 |
155.69 |
1.58 |
1.0% |
0.57 |
0.4% |
58% |
False |
False |
9,009 |
40 |
157.27 |
152.97 |
4.30 |
2.7% |
0.54 |
0.3% |
85% |
False |
False |
4,666 |
60 |
157.27 |
151.00 |
6.27 |
4.0% |
0.46 |
0.3% |
89% |
False |
False |
3,127 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
161.09 |
2.618 |
159.51 |
1.618 |
158.54 |
1.000 |
157.94 |
0.618 |
157.57 |
HIGH |
156.97 |
0.618 |
156.60 |
0.500 |
156.49 |
0.382 |
156.37 |
LOW |
156.00 |
0.618 |
155.40 |
1.000 |
155.03 |
1.618 |
154.43 |
2.618 |
153.46 |
4.250 |
151.88 |
|
|
Fisher Pivots for day following 20-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
156.57 |
156.57 |
PP |
156.53 |
156.53 |
S1 |
156.49 |
156.49 |
|