Euro Bund Future March 2015
| Trading Metrics calculated at close of trading on 27-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2015 |
27-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
158.88 |
158.31 |
-0.57 |
-0.4% |
157.63 |
| High |
159.05 |
158.48 |
-0.57 |
-0.4% |
158.94 |
| Low |
158.13 |
158.15 |
0.02 |
0.0% |
156.00 |
| Close |
158.15 |
158.42 |
0.27 |
0.2% |
158.73 |
| Range |
0.92 |
0.33 |
-0.59 |
-64.1% |
2.94 |
| ATR |
0.79 |
0.75 |
-0.03 |
-4.1% |
0.00 |
| Volume |
595,361 |
674,402 |
79,041 |
13.3% |
3,639,557 |
|
| Daily Pivots for day following 27-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
159.34 |
159.21 |
158.60 |
|
| R3 |
159.01 |
158.88 |
158.51 |
|
| R2 |
158.68 |
158.68 |
158.48 |
|
| R1 |
158.55 |
158.55 |
158.45 |
158.62 |
| PP |
158.35 |
158.35 |
158.35 |
158.38 |
| S1 |
158.22 |
158.22 |
158.39 |
158.29 |
| S2 |
158.02 |
158.02 |
158.36 |
|
| S3 |
157.69 |
157.89 |
158.33 |
|
| S4 |
157.36 |
157.56 |
158.24 |
|
|
| 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% |
1.15 |
0.7% |
79% |
False |
False |
771,281 |
| 10 |
159.05 |
156.00 |
3.05 |
1.9% |
0.84 |
0.5% |
79% |
False |
False |
781,845 |
| 20 |
159.05 |
154.92 |
4.13 |
2.6% |
0.73 |
0.5% |
85% |
False |
False |
656,880 |
| 40 |
159.05 |
152.50 |
6.55 |
4.1% |
0.65 |
0.4% |
90% |
False |
False |
569,689 |
| 60 |
159.05 |
150.83 |
8.22 |
5.2% |
0.59 |
0.4% |
92% |
False |
False |
382,774 |
| 80 |
159.05 |
149.92 |
9.13 |
5.8% |
0.60 |
0.4% |
93% |
False |
False |
287,737 |
| 100 |
159.05 |
148.17 |
10.88 |
6.9% |
0.57 |
0.4% |
94% |
False |
False |
230,227 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
159.88 |
|
2.618 |
159.34 |
|
1.618 |
159.01 |
|
1.000 |
158.81 |
|
0.618 |
158.68 |
|
HIGH |
158.48 |
|
0.618 |
158.35 |
|
0.500 |
158.32 |
|
0.382 |
158.28 |
|
LOW |
158.15 |
|
0.618 |
157.95 |
|
1.000 |
157.82 |
|
1.618 |
157.62 |
|
2.618 |
157.29 |
|
4.250 |
156.75 |
|
|
| Fisher Pivots for day following 27-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
158.39 |
158.40 |
| PP |
158.35 |
158.39 |
| S1 |
158.32 |
158.37 |
|