Euro Bund Future March 2015
| Trading Metrics calculated at close of trading on 29-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2014 |
29-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
155.13 |
155.14 |
0.01 |
0.0% |
155.23 |
| High |
155.31 |
155.88 |
0.57 |
0.4% |
155.31 |
| Low |
154.92 |
155.06 |
0.14 |
0.1% |
154.90 |
| Close |
155.17 |
155.82 |
0.65 |
0.4% |
155.17 |
| Range |
0.39 |
0.82 |
0.43 |
110.3% |
0.41 |
| ATR |
0.56 |
0.58 |
0.02 |
3.3% |
0.00 |
| Volume |
238,135 |
225,347 |
-12,788 |
-5.4% |
442,877 |
|
| Daily Pivots for day following 29-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
158.05 |
157.75 |
156.27 |
|
| R3 |
157.23 |
156.93 |
156.05 |
|
| R2 |
156.41 |
156.41 |
155.97 |
|
| R1 |
156.11 |
156.11 |
155.90 |
156.26 |
| PP |
155.59 |
155.59 |
155.59 |
155.66 |
| S1 |
155.29 |
155.29 |
155.74 |
155.44 |
| S2 |
154.77 |
154.77 |
155.67 |
|
| S3 |
153.95 |
154.47 |
155.59 |
|
| S4 |
153.13 |
153.65 |
155.37 |
|
|
| Weekly Pivots for week ending 26-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
156.36 |
156.17 |
155.40 |
|
| R3 |
155.95 |
155.76 |
155.28 |
|
| R2 |
155.54 |
155.54 |
155.25 |
|
| R1 |
155.35 |
155.35 |
155.21 |
155.24 |
| PP |
155.13 |
155.13 |
155.13 |
155.07 |
| S1 |
154.94 |
154.94 |
155.13 |
154.83 |
| S2 |
154.72 |
154.72 |
155.09 |
|
| S3 |
154.31 |
154.53 |
155.06 |
|
| S4 |
153.90 |
154.12 |
154.94 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
155.88 |
154.58 |
1.30 |
0.8% |
0.59 |
0.4% |
95% |
True |
False |
275,226 |
| 10 |
155.88 |
153.96 |
1.92 |
1.2% |
0.57 |
0.4% |
97% |
True |
False |
436,898 |
| 20 |
155.88 |
152.50 |
3.38 |
2.2% |
0.58 |
0.4% |
98% |
True |
False |
498,984 |
| 40 |
155.88 |
151.00 |
4.88 |
3.1% |
0.53 |
0.3% |
99% |
True |
False |
257,232 |
| 60 |
155.88 |
150.16 |
5.72 |
3.7% |
0.56 |
0.4% |
99% |
True |
False |
172,393 |
| 80 |
155.88 |
148.17 |
7.71 |
4.9% |
0.54 |
0.3% |
99% |
True |
False |
129,356 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
159.37 |
|
2.618 |
158.03 |
|
1.618 |
157.21 |
|
1.000 |
156.70 |
|
0.618 |
156.39 |
|
HIGH |
155.88 |
|
0.618 |
155.57 |
|
0.500 |
155.47 |
|
0.382 |
155.37 |
|
LOW |
155.06 |
|
0.618 |
154.55 |
|
1.000 |
154.24 |
|
1.618 |
153.73 |
|
2.618 |
152.91 |
|
4.250 |
151.58 |
|
|
| Fisher Pivots for day following 29-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
155.70 |
155.68 |
| PP |
155.59 |
155.53 |
| S1 |
155.47 |
155.39 |
|