Euro Bund Future December 2014
Trading Metrics calculated at close of trading on 03-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2014 |
03-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
150.76 |
151.17 |
0.41 |
0.3% |
150.29 |
High |
151.15 |
151.35 |
0.20 |
0.1% |
151.15 |
Low |
150.55 |
150.68 |
0.13 |
0.1% |
150.06 |
Close |
150.91 |
150.76 |
-0.15 |
-0.1% |
150.91 |
Range |
0.60 |
0.67 |
0.07 |
11.7% |
1.09 |
ATR |
0.69 |
0.68 |
0.00 |
-0.2% |
0.00 |
Volume |
537,984 |
717,696 |
179,712 |
33.4% |
3,215,250 |
|
Daily Pivots for day following 03-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
152.94 |
152.52 |
151.13 |
|
R3 |
152.27 |
151.85 |
150.94 |
|
R2 |
151.60 |
151.60 |
150.88 |
|
R1 |
151.18 |
151.18 |
150.82 |
151.06 |
PP |
150.93 |
150.93 |
150.93 |
150.87 |
S1 |
150.51 |
150.51 |
150.70 |
150.39 |
S2 |
150.26 |
150.26 |
150.64 |
|
S3 |
149.59 |
149.84 |
150.58 |
|
S4 |
148.92 |
149.17 |
150.39 |
|
|
Weekly Pivots for week ending 31-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
153.98 |
153.53 |
151.51 |
|
R3 |
152.89 |
152.44 |
151.21 |
|
R2 |
151.80 |
151.80 |
151.11 |
|
R1 |
151.35 |
151.35 |
151.01 |
151.58 |
PP |
150.71 |
150.71 |
150.71 |
150.82 |
S1 |
150.26 |
150.26 |
150.81 |
150.49 |
S2 |
149.62 |
149.62 |
150.71 |
|
S3 |
148.53 |
149.17 |
150.61 |
|
S4 |
147.44 |
148.08 |
150.31 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
151.35 |
150.06 |
1.29 |
0.9% |
0.64 |
0.4% |
54% |
True |
False |
672,845 |
10 |
151.35 |
150.06 |
1.29 |
0.9% |
0.66 |
0.4% |
54% |
True |
False |
637,496 |
20 |
152.49 |
149.83 |
2.66 |
1.8% |
0.74 |
0.5% |
35% |
False |
False |
785,502 |
40 |
152.49 |
147.63 |
4.86 |
3.2% |
0.64 |
0.4% |
64% |
False |
False |
748,943 |
60 |
152.49 |
147.20 |
5.29 |
3.5% |
0.60 |
0.4% |
67% |
False |
False |
578,677 |
80 |
152.49 |
145.64 |
6.85 |
4.5% |
0.56 |
0.4% |
75% |
False |
False |
434,192 |
100 |
152.49 |
143.20 |
9.29 |
6.2% |
0.49 |
0.3% |
81% |
False |
False |
347,357 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
154.20 |
2.618 |
153.10 |
1.618 |
152.43 |
1.000 |
152.02 |
0.618 |
151.76 |
HIGH |
151.35 |
0.618 |
151.09 |
0.500 |
151.02 |
0.382 |
150.94 |
LOW |
150.68 |
0.618 |
150.27 |
1.000 |
150.01 |
1.618 |
149.60 |
2.618 |
148.93 |
4.250 |
147.83 |
|
|
Fisher Pivots for day following 03-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
151.02 |
150.79 |
PP |
150.93 |
150.78 |
S1 |
150.85 |
150.77 |
|