Euro Bund Future June 2015
Trading Metrics calculated at close of trading on 27-Feb-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2015 |
27-Feb-2015 |
Change |
Change % |
Previous Week |
Open |
157.36 |
157.60 |
0.24 |
0.2% |
156.34 |
High |
157.77 |
157.60 |
-0.17 |
-0.1% |
157.77 |
Low |
157.26 |
157.01 |
-0.25 |
-0.2% |
156.22 |
Close |
157.59 |
157.26 |
-0.33 |
-0.2% |
157.26 |
Range |
0.51 |
0.59 |
0.08 |
15.7% |
1.55 |
ATR |
0.59 |
0.59 |
0.00 |
-0.1% |
0.00 |
Volume |
134,145 |
280,663 |
146,518 |
109.2% |
560,780 |
|
Daily Pivots for day following 27-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
159.06 |
158.75 |
157.58 |
|
R3 |
158.47 |
158.16 |
157.42 |
|
R2 |
157.88 |
157.88 |
157.37 |
|
R1 |
157.57 |
157.57 |
157.31 |
157.43 |
PP |
157.29 |
157.29 |
157.29 |
157.22 |
S1 |
156.98 |
156.98 |
157.21 |
156.84 |
S2 |
156.70 |
156.70 |
157.15 |
|
S3 |
156.11 |
156.39 |
157.10 |
|
S4 |
155.52 |
155.80 |
156.94 |
|
|
Weekly Pivots for week ending 27-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
161.73 |
161.05 |
158.11 |
|
R3 |
160.18 |
159.50 |
157.69 |
|
R2 |
158.63 |
158.63 |
157.54 |
|
R1 |
157.95 |
157.95 |
157.40 |
158.29 |
PP |
157.08 |
157.08 |
157.08 |
157.26 |
S1 |
156.40 |
156.40 |
157.12 |
156.74 |
S2 |
155.53 |
155.53 |
156.98 |
|
S3 |
153.98 |
154.85 |
156.83 |
|
S4 |
152.43 |
153.30 |
156.41 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
157.77 |
156.22 |
1.55 |
1.0% |
0.54 |
0.3% |
67% |
False |
False |
112,156 |
10 |
157.77 |
156.00 |
1.77 |
1.1% |
0.60 |
0.4% |
71% |
False |
False |
67,189 |
20 |
157.77 |
155.98 |
1.79 |
1.1% |
0.53 |
0.3% |
72% |
False |
False |
36,580 |
40 |
157.77 |
153.90 |
3.87 |
2.5% |
0.58 |
0.4% |
87% |
False |
False |
18,683 |
60 |
157.77 |
151.01 |
6.76 |
4.3% |
0.48 |
0.3% |
92% |
False |
False |
12,473 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
160.11 |
2.618 |
159.14 |
1.618 |
158.55 |
1.000 |
158.19 |
0.618 |
157.96 |
HIGH |
157.60 |
0.618 |
157.37 |
0.500 |
157.31 |
0.382 |
157.24 |
LOW |
157.01 |
0.618 |
156.65 |
1.000 |
156.42 |
1.618 |
156.06 |
2.618 |
155.47 |
4.250 |
154.50 |
|
|
Fisher Pivots for day following 27-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
157.31 |
157.25 |
PP |
157.29 |
157.24 |
S1 |
157.28 |
157.24 |
|