Euro Bund Future June 2015
Trading Metrics calculated at close of trading on 03-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2015 |
03-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
157.21 |
156.87 |
-0.34 |
-0.2% |
156.34 |
High |
157.42 |
157.05 |
-0.37 |
-0.2% |
157.77 |
Low |
156.80 |
156.50 |
-0.30 |
-0.2% |
156.22 |
Close |
156.93 |
156.76 |
-0.17 |
-0.1% |
157.26 |
Range |
0.62 |
0.55 |
-0.07 |
-11.3% |
1.55 |
ATR |
0.60 |
0.59 |
0.00 |
-0.6% |
0.00 |
Volume |
794,166 |
917,903 |
123,737 |
15.6% |
560,780 |
|
Daily Pivots for day following 03-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
158.42 |
158.14 |
157.06 |
|
R3 |
157.87 |
157.59 |
156.91 |
|
R2 |
157.32 |
157.32 |
156.86 |
|
R1 |
157.04 |
157.04 |
156.81 |
156.91 |
PP |
156.77 |
156.77 |
156.77 |
156.70 |
S1 |
156.49 |
156.49 |
156.71 |
156.36 |
S2 |
156.22 |
156.22 |
156.66 |
|
S3 |
155.67 |
155.94 |
156.61 |
|
S4 |
155.12 |
155.39 |
156.46 |
|
|
Weekly Pivots for week ending 27-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
161.73 |
161.05 |
158.11 |
|
R3 |
160.18 |
159.50 |
157.69 |
|
R2 |
158.63 |
158.63 |
157.54 |
|
R1 |
157.95 |
157.95 |
157.40 |
158.29 |
PP |
157.08 |
157.08 |
157.08 |
157.26 |
S1 |
156.40 |
156.40 |
157.12 |
156.74 |
S2 |
155.53 |
155.53 |
156.98 |
|
S3 |
153.98 |
154.85 |
156.83 |
|
S4 |
152.43 |
153.30 |
156.41 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
157.77 |
156.50 |
1.27 |
0.8% |
0.59 |
0.4% |
20% |
False |
True |
440,257 |
10 |
157.77 |
156.00 |
1.77 |
1.1% |
0.57 |
0.4% |
43% |
False |
False |
234,602 |
20 |
157.77 |
155.98 |
1.79 |
1.1% |
0.55 |
0.4% |
44% |
False |
False |
122,032 |
40 |
157.77 |
153.90 |
3.87 |
2.5% |
0.58 |
0.4% |
74% |
False |
False |
61,468 |
60 |
157.77 |
151.01 |
6.76 |
4.3% |
0.49 |
0.3% |
85% |
False |
False |
41,008 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
159.39 |
2.618 |
158.49 |
1.618 |
157.94 |
1.000 |
157.60 |
0.618 |
157.39 |
HIGH |
157.05 |
0.618 |
156.84 |
0.500 |
156.78 |
0.382 |
156.71 |
LOW |
156.50 |
0.618 |
156.16 |
1.000 |
155.95 |
1.618 |
155.61 |
2.618 |
155.06 |
4.250 |
154.16 |
|
|
Fisher Pivots for day following 03-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
156.78 |
157.05 |
PP |
156.77 |
156.95 |
S1 |
156.77 |
156.86 |
|