Euro Bund Future March 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 |
158.78 |
158.72 |
-0.06 |
0.0% |
158.53 |
High |
159.04 |
159.55 |
0.51 |
0.3% |
160.00 |
Low |
158.60 |
158.06 |
-0.54 |
-0.3% |
158.41 |
Close |
158.77 |
158.99 |
0.22 |
0.1% |
159.46 |
Range |
0.44 |
1.49 |
1.05 |
238.6% |
1.59 |
ATR |
0.64 |
0.70 |
0.06 |
9.5% |
0.00 |
Volume |
608,332 |
21,866 |
-586,466 |
-96.4% |
3,549,688 |
|
Daily Pivots for day following 05-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
163.34 |
162.65 |
159.81 |
|
R3 |
161.85 |
161.16 |
159.40 |
|
R2 |
160.36 |
160.36 |
159.26 |
|
R1 |
159.67 |
159.67 |
159.13 |
160.02 |
PP |
158.87 |
158.87 |
158.87 |
159.04 |
S1 |
158.18 |
158.18 |
158.85 |
158.53 |
S2 |
157.38 |
157.38 |
158.72 |
|
S3 |
155.89 |
156.69 |
158.58 |
|
S4 |
154.40 |
155.20 |
158.17 |
|
|
Weekly Pivots for week ending 27-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
164.06 |
163.35 |
160.33 |
|
R3 |
162.47 |
161.76 |
159.90 |
|
R2 |
160.88 |
160.88 |
159.75 |
|
R1 |
160.17 |
160.17 |
159.61 |
160.53 |
PP |
159.29 |
159.29 |
159.29 |
159.47 |
S1 |
158.58 |
158.58 |
159.31 |
158.94 |
S2 |
157.70 |
157.70 |
159.17 |
|
S3 |
156.11 |
156.99 |
159.02 |
|
S4 |
154.52 |
155.40 |
158.59 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
159.80 |
158.06 |
1.74 |
1.1% |
0.73 |
0.5% |
53% |
False |
True |
779,912 |
10 |
160.00 |
158.06 |
1.94 |
1.2% |
0.69 |
0.4% |
48% |
False |
True |
718,348 |
20 |
160.00 |
158.06 |
1.94 |
1.2% |
0.67 |
0.4% |
48% |
False |
True |
658,972 |
40 |
160.00 |
156.00 |
4.00 |
2.5% |
0.72 |
0.5% |
75% |
False |
False |
677,583 |
60 |
160.00 |
152.50 |
7.50 |
4.7% |
0.68 |
0.4% |
87% |
False |
False |
632,976 |
80 |
160.00 |
151.56 |
8.44 |
5.3% |
0.62 |
0.4% |
88% |
False |
False |
497,646 |
100 |
160.00 |
150.63 |
9.37 |
5.9% |
0.63 |
0.4% |
89% |
False |
False |
398,655 |
120 |
160.00 |
148.17 |
11.83 |
7.4% |
0.60 |
0.4% |
91% |
False |
False |
332,305 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
165.88 |
2.618 |
163.45 |
1.618 |
161.96 |
1.000 |
161.04 |
0.618 |
160.47 |
HIGH |
159.55 |
0.618 |
158.98 |
0.500 |
158.81 |
0.382 |
158.63 |
LOW |
158.06 |
0.618 |
157.14 |
1.000 |
156.57 |
1.618 |
155.65 |
2.618 |
154.16 |
4.250 |
151.73 |
|
|
Fisher Pivots for day following 05-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
158.93 |
158.93 |
PP |
158.87 |
158.87 |
S1 |
158.81 |
158.81 |
|