Euro Bund Future June 2015
Trading Metrics calculated at close of trading on 24-Feb-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2015 |
24-Feb-2015 |
Change |
Change % |
Previous Week |
Open |
156.34 |
156.72 |
0.38 |
0.2% |
156.59 |
High |
156.73 |
156.72 |
-0.01 |
0.0% |
157.10 |
Low |
156.22 |
156.32 |
0.10 |
0.1% |
156.00 |
Close |
156.65 |
156.65 |
0.00 |
0.0% |
156.61 |
Range |
0.51 |
0.40 |
-0.11 |
-21.6% |
1.10 |
ATR |
0.60 |
0.59 |
-0.01 |
-2.4% |
0.00 |
Volume |
16,697 |
54,864 |
38,167 |
228.6% |
111,116 |
|
Daily Pivots for day following 24-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
157.76 |
157.61 |
156.87 |
|
R3 |
157.36 |
157.21 |
156.76 |
|
R2 |
156.96 |
156.96 |
156.72 |
|
R1 |
156.81 |
156.81 |
156.69 |
156.69 |
PP |
156.56 |
156.56 |
156.56 |
156.50 |
S1 |
156.41 |
156.41 |
156.61 |
156.29 |
S2 |
156.16 |
156.16 |
156.58 |
|
S3 |
155.76 |
156.01 |
156.54 |
|
S4 |
155.36 |
155.61 |
156.43 |
|
|
Weekly Pivots for week ending 20-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
159.87 |
159.34 |
157.22 |
|
R3 |
158.77 |
158.24 |
156.91 |
|
R2 |
157.67 |
157.67 |
156.81 |
|
R1 |
157.14 |
157.14 |
156.71 |
157.41 |
PP |
156.57 |
156.57 |
156.57 |
156.70 |
S1 |
156.04 |
156.04 |
156.51 |
156.31 |
S2 |
155.47 |
155.47 |
156.41 |
|
S3 |
154.37 |
154.94 |
156.31 |
|
S4 |
153.27 |
153.84 |
156.01 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
156.97 |
156.00 |
0.97 |
0.6% |
0.56 |
0.4% |
67% |
False |
False |
28,947 |
10 |
157.10 |
156.00 |
1.10 |
0.7% |
0.55 |
0.3% |
59% |
False |
False |
19,629 |
20 |
157.27 |
155.69 |
1.58 |
1.0% |
0.57 |
0.4% |
61% |
False |
False |
12,334 |
40 |
157.27 |
153.31 |
3.96 |
2.5% |
0.56 |
0.4% |
84% |
False |
False |
6,455 |
60 |
157.27 |
151.01 |
6.26 |
4.0% |
0.46 |
0.3% |
90% |
False |
False |
4,320 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
158.42 |
2.618 |
157.77 |
1.618 |
157.37 |
1.000 |
157.12 |
0.618 |
156.97 |
HIGH |
156.72 |
0.618 |
156.57 |
0.500 |
156.52 |
0.382 |
156.47 |
LOW |
156.32 |
0.618 |
156.07 |
1.000 |
155.92 |
1.618 |
155.67 |
2.618 |
155.27 |
4.250 |
154.62 |
|
|
Fisher Pivots for day following 24-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
156.61 |
156.60 |
PP |
156.56 |
156.54 |
S1 |
156.52 |
156.49 |
|