Euro Bund Future June 2015
Trading Metrics calculated at close of trading on 05-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2015 |
05-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
156.51 |
156.47 |
-0.04 |
0.0% |
156.34 |
High |
156.80 |
157.33 |
0.53 |
0.3% |
157.77 |
Low |
156.37 |
155.81 |
-0.56 |
-0.4% |
156.22 |
Close |
156.52 |
156.79 |
0.27 |
0.2% |
157.26 |
Range |
0.43 |
1.52 |
1.09 |
253.5% |
1.55 |
ATR |
0.58 |
0.65 |
0.07 |
11.5% |
0.00 |
Volume |
1,358,241 |
770,217 |
-588,024 |
-43.3% |
560,780 |
|
Daily Pivots for day following 05-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
161.20 |
160.52 |
157.63 |
|
R3 |
159.68 |
159.00 |
157.21 |
|
R2 |
158.16 |
158.16 |
157.07 |
|
R1 |
157.48 |
157.48 |
156.93 |
157.82 |
PP |
156.64 |
156.64 |
156.64 |
156.82 |
S1 |
155.96 |
155.96 |
156.65 |
156.30 |
S2 |
155.12 |
155.12 |
156.51 |
|
S3 |
153.60 |
154.44 |
156.37 |
|
S4 |
152.08 |
152.92 |
155.95 |
|
|
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 |
157.60 |
155.81 |
1.79 |
1.1% |
0.74 |
0.5% |
55% |
False |
True |
824,238 |
10 |
157.77 |
155.81 |
1.96 |
1.3% |
0.68 |
0.4% |
50% |
False |
True |
445,010 |
20 |
157.77 |
155.81 |
1.96 |
1.3% |
0.59 |
0.4% |
50% |
False |
True |
227,593 |
40 |
157.77 |
153.90 |
3.87 |
2.5% |
0.61 |
0.4% |
75% |
False |
False |
114,657 |
60 |
157.77 |
151.09 |
6.68 |
4.3% |
0.52 |
0.3% |
85% |
False |
False |
76,482 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
163.79 |
2.618 |
161.31 |
1.618 |
159.79 |
1.000 |
158.85 |
0.618 |
158.27 |
HIGH |
157.33 |
0.618 |
156.75 |
0.500 |
156.57 |
0.382 |
156.39 |
LOW |
155.81 |
0.618 |
154.87 |
1.000 |
154.29 |
1.618 |
153.35 |
2.618 |
151.83 |
4.250 |
149.35 |
|
|
Fisher Pivots for day following 05-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
156.72 |
156.72 |
PP |
156.64 |
156.64 |
S1 |
156.57 |
156.57 |
|