Euro Bund Future June 2015
Trading Metrics calculated at close of trading on 23-Feb-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2015 |
23-Feb-2015 |
Change |
Change % |
Previous Week |
Open |
156.31 |
156.34 |
0.03 |
0.0% |
156.59 |
High |
156.97 |
156.73 |
-0.24 |
-0.2% |
157.10 |
Low |
156.00 |
156.22 |
0.22 |
0.1% |
156.00 |
Close |
156.61 |
156.65 |
0.04 |
0.0% |
156.61 |
Range |
0.97 |
0.51 |
-0.46 |
-47.4% |
1.10 |
ATR |
0.61 |
0.60 |
-0.01 |
-1.2% |
0.00 |
Volume |
48,800 |
16,697 |
-32,103 |
-65.8% |
111,116 |
|
Daily Pivots for day following 23-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
158.06 |
157.87 |
156.93 |
|
R3 |
157.55 |
157.36 |
156.79 |
|
R2 |
157.04 |
157.04 |
156.74 |
|
R1 |
156.85 |
156.85 |
156.70 |
156.95 |
PP |
156.53 |
156.53 |
156.53 |
156.58 |
S1 |
156.34 |
156.34 |
156.60 |
156.44 |
S2 |
156.02 |
156.02 |
156.56 |
|
S3 |
155.51 |
155.83 |
156.51 |
|
S4 |
155.00 |
155.32 |
156.37 |
|
|
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 |
157.04 |
156.00 |
1.04 |
0.7% |
0.66 |
0.4% |
63% |
False |
False |
20,406 |
10 |
157.10 |
155.98 |
1.12 |
0.7% |
0.55 |
0.3% |
60% |
False |
False |
15,112 |
20 |
157.27 |
155.69 |
1.58 |
1.0% |
0.56 |
0.4% |
61% |
False |
False |
9,762 |
40 |
157.27 |
153.04 |
4.23 |
2.7% |
0.56 |
0.4% |
85% |
False |
False |
5,084 |
60 |
157.27 |
151.01 |
6.26 |
4.0% |
0.45 |
0.3% |
90% |
False |
False |
3,405 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
158.90 |
2.618 |
158.07 |
1.618 |
157.56 |
1.000 |
157.24 |
0.618 |
157.05 |
HIGH |
156.73 |
0.618 |
156.54 |
0.500 |
156.48 |
0.382 |
156.41 |
LOW |
156.22 |
0.618 |
155.90 |
1.000 |
155.71 |
1.618 |
155.39 |
2.618 |
154.88 |
4.250 |
154.05 |
|
|
Fisher Pivots for day following 23-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
156.59 |
156.60 |
PP |
156.53 |
156.54 |
S1 |
156.48 |
156.49 |
|