Euro Bund Future March 2015
| Trading Metrics calculated at close of trading on 26-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2015 |
26-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
157.82 |
158.88 |
1.06 |
0.7% |
157.63 |
| High |
158.94 |
159.05 |
0.11 |
0.1% |
158.94 |
| Low |
157.69 |
158.13 |
0.44 |
0.3% |
156.00 |
| Close |
158.73 |
158.15 |
-0.58 |
-0.4% |
158.73 |
| Range |
1.25 |
0.92 |
-0.33 |
-26.4% |
2.94 |
| ATR |
0.78 |
0.79 |
0.01 |
1.3% |
0.00 |
| Volume |
547,700 |
595,361 |
47,661 |
8.7% |
3,639,557 |
|
| Daily Pivots for day following 26-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
161.20 |
160.60 |
158.66 |
|
| R3 |
160.28 |
159.68 |
158.40 |
|
| R2 |
159.36 |
159.36 |
158.32 |
|
| R1 |
158.76 |
158.76 |
158.23 |
158.60 |
| PP |
158.44 |
158.44 |
158.44 |
158.37 |
| S1 |
157.84 |
157.84 |
158.07 |
157.68 |
| S2 |
157.52 |
157.52 |
157.98 |
|
| S3 |
156.60 |
156.92 |
157.90 |
|
| S4 |
155.68 |
156.00 |
157.64 |
|
|
| Weekly Pivots for week ending 23-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
166.71 |
165.66 |
160.35 |
|
| R3 |
163.77 |
162.72 |
159.54 |
|
| R2 |
160.83 |
160.83 |
159.27 |
|
| R1 |
159.78 |
159.78 |
159.00 |
160.31 |
| PP |
157.89 |
157.89 |
157.89 |
158.15 |
| S1 |
156.84 |
156.84 |
158.46 |
157.37 |
| S2 |
154.95 |
154.95 |
158.19 |
|
| S3 |
152.01 |
153.90 |
157.92 |
|
| S4 |
149.07 |
150.96 |
157.11 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
159.05 |
156.00 |
3.05 |
1.9% |
1.14 |
0.7% |
70% |
True |
False |
846,983 |
| 10 |
159.05 |
156.00 |
3.05 |
1.9% |
0.87 |
0.5% |
70% |
True |
False |
775,031 |
| 20 |
159.05 |
154.90 |
4.15 |
2.6% |
0.73 |
0.5% |
78% |
True |
False |
633,397 |
| 40 |
159.05 |
152.50 |
6.55 |
4.1% |
0.64 |
0.4% |
86% |
True |
False |
553,438 |
| 60 |
159.05 |
150.78 |
8.27 |
5.2% |
0.59 |
0.4% |
89% |
True |
False |
371,537 |
| 80 |
159.05 |
149.82 |
9.23 |
5.8% |
0.61 |
0.4% |
90% |
True |
False |
279,308 |
| 100 |
159.05 |
148.17 |
10.88 |
6.9% |
0.57 |
0.4% |
92% |
True |
False |
223,483 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
162.96 |
|
2.618 |
161.46 |
|
1.618 |
160.54 |
|
1.000 |
159.97 |
|
0.618 |
159.62 |
|
HIGH |
159.05 |
|
0.618 |
158.70 |
|
0.500 |
158.59 |
|
0.382 |
158.48 |
|
LOW |
158.13 |
|
0.618 |
157.56 |
|
1.000 |
157.21 |
|
1.618 |
156.64 |
|
2.618 |
155.72 |
|
4.250 |
154.22 |
|
|
| Fisher Pivots for day following 26-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
158.59 |
157.94 |
| PP |
158.44 |
157.73 |
| S1 |
158.30 |
157.53 |
|