Euro Bund Future March 2015
| Trading Metrics calculated at close of trading on 18-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2015 |
18-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
159.36 |
158.55 |
-0.81 |
-0.5% |
158.58 |
| High |
159.36 |
158.72 |
-0.64 |
-0.4% |
159.24 |
| Low |
158.29 |
158.23 |
-0.06 |
0.0% |
158.18 |
| Close |
158.61 |
158.53 |
-0.08 |
-0.1% |
158.99 |
| Range |
1.07 |
0.49 |
-0.58 |
-54.2% |
1.06 |
| ATR |
0.72 |
0.70 |
-0.02 |
-2.3% |
0.00 |
| Volume |
712,709 |
690,558 |
-22,151 |
-3.1% |
2,699,726 |
|
| Daily Pivots for day following 18-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
159.96 |
159.74 |
158.80 |
|
| R3 |
159.47 |
159.25 |
158.66 |
|
| R2 |
158.98 |
158.98 |
158.62 |
|
| R1 |
158.76 |
158.76 |
158.57 |
158.63 |
| PP |
158.49 |
158.49 |
158.49 |
158.43 |
| S1 |
158.27 |
158.27 |
158.49 |
158.14 |
| S2 |
158.00 |
158.00 |
158.44 |
|
| S3 |
157.51 |
157.78 |
158.40 |
|
| S4 |
157.02 |
157.29 |
158.26 |
|
|
| Weekly Pivots for week ending 13-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
161.98 |
161.55 |
159.57 |
|
| R3 |
160.92 |
160.49 |
159.28 |
|
| R2 |
159.86 |
159.86 |
159.18 |
|
| R1 |
159.43 |
159.43 |
159.09 |
159.65 |
| PP |
158.80 |
158.80 |
158.80 |
158.91 |
| S1 |
158.37 |
158.37 |
158.89 |
158.59 |
| S2 |
157.74 |
157.74 |
158.80 |
|
| S3 |
156.68 |
157.31 |
158.70 |
|
| S4 |
155.62 |
156.25 |
158.41 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
159.36 |
158.23 |
1.13 |
0.7% |
0.62 |
0.4% |
27% |
False |
True |
584,783 |
| 10 |
159.36 |
158.18 |
1.18 |
0.7% |
0.64 |
0.4% |
30% |
False |
False |
589,811 |
| 20 |
159.54 |
156.00 |
3.54 |
2.2% |
0.81 |
0.5% |
71% |
False |
False |
638,365 |
| 40 |
159.54 |
154.53 |
5.01 |
3.2% |
0.71 |
0.4% |
80% |
False |
False |
601,980 |
| 60 |
159.54 |
151.72 |
7.82 |
4.9% |
0.65 |
0.4% |
87% |
False |
False |
530,000 |
| 80 |
159.54 |
150.77 |
8.77 |
5.5% |
0.61 |
0.4% |
88% |
False |
False |
398,637 |
| 100 |
159.54 |
149.38 |
10.16 |
6.4% |
0.61 |
0.4% |
90% |
False |
False |
319,322 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
160.80 |
|
2.618 |
160.00 |
|
1.618 |
159.51 |
|
1.000 |
159.21 |
|
0.618 |
159.02 |
|
HIGH |
158.72 |
|
0.618 |
158.53 |
|
0.500 |
158.48 |
|
0.382 |
158.42 |
|
LOW |
158.23 |
|
0.618 |
157.93 |
|
1.000 |
157.74 |
|
1.618 |
157.44 |
|
2.618 |
156.95 |
|
4.250 |
156.15 |
|
|
| Fisher Pivots for day following 18-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
158.51 |
158.80 |
| PP |
158.49 |
158.71 |
| S1 |
158.48 |
158.62 |
|