Euro Bund Future June 2015
Trading Metrics calculated at close of trading on 04-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2015 |
04-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
156.87 |
156.51 |
-0.36 |
-0.2% |
156.34 |
High |
157.05 |
156.80 |
-0.25 |
-0.2% |
157.77 |
Low |
156.50 |
156.37 |
-0.13 |
-0.1% |
156.22 |
Close |
156.76 |
156.52 |
-0.24 |
-0.2% |
157.26 |
Range |
0.55 |
0.43 |
-0.12 |
-21.8% |
1.55 |
ATR |
0.59 |
0.58 |
-0.01 |
-2.0% |
0.00 |
Volume |
917,903 |
1,358,241 |
440,338 |
48.0% |
560,780 |
|
Daily Pivots for day following 04-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
157.85 |
157.62 |
156.76 |
|
R3 |
157.42 |
157.19 |
156.64 |
|
R2 |
156.99 |
156.99 |
156.60 |
|
R1 |
156.76 |
156.76 |
156.56 |
156.88 |
PP |
156.56 |
156.56 |
156.56 |
156.62 |
S1 |
156.33 |
156.33 |
156.48 |
156.45 |
S2 |
156.13 |
156.13 |
156.44 |
|
S3 |
155.70 |
155.90 |
156.40 |
|
S4 |
155.27 |
155.47 |
156.28 |
|
|
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 |
156.37 |
1.40 |
0.9% |
0.54 |
0.3% |
11% |
False |
True |
697,023 |
10 |
157.77 |
156.00 |
1.77 |
1.1% |
0.57 |
0.4% |
29% |
False |
False |
370,046 |
20 |
157.77 |
155.98 |
1.79 |
1.1% |
0.56 |
0.4% |
30% |
False |
False |
189,162 |
40 |
157.77 |
153.90 |
3.87 |
2.5% |
0.58 |
0.4% |
68% |
False |
False |
95,411 |
60 |
157.77 |
151.01 |
6.76 |
4.3% |
0.50 |
0.3% |
82% |
False |
False |
63,645 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
158.63 |
2.618 |
157.93 |
1.618 |
157.50 |
1.000 |
157.23 |
0.618 |
157.07 |
HIGH |
156.80 |
0.618 |
156.64 |
0.500 |
156.59 |
0.382 |
156.53 |
LOW |
156.37 |
0.618 |
156.10 |
1.000 |
155.94 |
1.618 |
155.67 |
2.618 |
155.24 |
4.250 |
154.54 |
|
|
Fisher Pivots for day following 04-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
156.59 |
156.90 |
PP |
156.56 |
156.77 |
S1 |
156.54 |
156.65 |
|