Euro Bund Future June 2015
Trading Metrics calculated at close of trading on 26-Feb-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2015 |
26-Feb-2015 |
Change |
Change % |
Previous Week |
Open |
156.75 |
157.36 |
0.61 |
0.4% |
156.59 |
High |
157.37 |
157.77 |
0.40 |
0.3% |
157.10 |
Low |
156.70 |
157.26 |
0.56 |
0.4% |
156.00 |
Close |
157.24 |
157.59 |
0.35 |
0.2% |
156.61 |
Range |
0.67 |
0.51 |
-0.16 |
-23.9% |
1.10 |
ATR |
0.60 |
0.59 |
0.00 |
-0.8% |
0.00 |
Volume |
74,411 |
134,145 |
59,734 |
80.3% |
111,116 |
|
Daily Pivots for day following 26-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
159.07 |
158.84 |
157.87 |
|
R3 |
158.56 |
158.33 |
157.73 |
|
R2 |
158.05 |
158.05 |
157.68 |
|
R1 |
157.82 |
157.82 |
157.64 |
157.94 |
PP |
157.54 |
157.54 |
157.54 |
157.60 |
S1 |
157.31 |
157.31 |
157.54 |
157.43 |
S2 |
157.03 |
157.03 |
157.50 |
|
S3 |
156.52 |
156.80 |
157.45 |
|
S4 |
156.01 |
156.29 |
157.31 |
|
|
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 |
157.77 |
156.00 |
1.77 |
1.1% |
0.61 |
0.4% |
90% |
True |
False |
65,783 |
10 |
157.77 |
156.00 |
1.77 |
1.1% |
0.57 |
0.4% |
90% |
True |
False |
39,355 |
20 |
157.77 |
155.98 |
1.79 |
1.1% |
0.54 |
0.3% |
90% |
True |
False |
22,611 |
40 |
157.77 |
153.73 |
4.04 |
2.6% |
0.58 |
0.4% |
96% |
True |
False |
11,667 |
60 |
157.77 |
151.01 |
6.76 |
4.3% |
0.47 |
0.3% |
97% |
True |
False |
7,796 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
159.94 |
2.618 |
159.11 |
1.618 |
158.60 |
1.000 |
158.28 |
0.618 |
158.09 |
HIGH |
157.77 |
0.618 |
157.58 |
0.500 |
157.52 |
0.382 |
157.45 |
LOW |
157.26 |
0.618 |
156.94 |
1.000 |
156.75 |
1.618 |
156.43 |
2.618 |
155.92 |
4.250 |
155.09 |
|
|
Fisher Pivots for day following 26-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
157.57 |
157.41 |
PP |
157.54 |
157.23 |
S1 |
157.52 |
157.05 |
|