Euro Bund Future December 2014
Trading Metrics calculated at close of trading on 04-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2014 |
04-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
151.17 |
150.98 |
-0.19 |
-0.1% |
150.29 |
High |
151.35 |
151.45 |
0.10 |
0.1% |
151.15 |
Low |
150.68 |
150.83 |
0.15 |
0.1% |
150.06 |
Close |
150.76 |
151.36 |
0.60 |
0.4% |
150.91 |
Range |
0.67 |
0.62 |
-0.05 |
-7.5% |
1.09 |
ATR |
0.68 |
0.68 |
0.00 |
0.1% |
0.00 |
Volume |
717,696 |
495,937 |
-221,759 |
-30.9% |
3,215,250 |
|
Daily Pivots for day following 04-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
153.07 |
152.84 |
151.70 |
|
R3 |
152.45 |
152.22 |
151.53 |
|
R2 |
151.83 |
151.83 |
151.47 |
|
R1 |
151.60 |
151.60 |
151.42 |
151.72 |
PP |
151.21 |
151.21 |
151.21 |
151.27 |
S1 |
150.98 |
150.98 |
151.30 |
151.10 |
S2 |
150.59 |
150.59 |
151.25 |
|
S3 |
149.97 |
150.36 |
151.19 |
|
S4 |
149.35 |
149.74 |
151.02 |
|
|
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 |
151.45 |
150.06 |
1.39 |
0.9% |
0.67 |
0.4% |
94% |
True |
False |
672,354 |
10 |
151.45 |
150.06 |
1.39 |
0.9% |
0.64 |
0.4% |
94% |
True |
False |
621,292 |
20 |
152.49 |
149.95 |
2.54 |
1.7% |
0.74 |
0.5% |
56% |
False |
False |
771,990 |
40 |
152.49 |
147.63 |
4.86 |
3.2% |
0.64 |
0.4% |
77% |
False |
False |
740,431 |
60 |
152.49 |
147.20 |
5.29 |
3.5% |
0.61 |
0.4% |
79% |
False |
False |
586,934 |
80 |
152.49 |
145.71 |
6.78 |
4.5% |
0.56 |
0.4% |
83% |
False |
False |
440,391 |
100 |
152.49 |
143.20 |
9.29 |
6.1% |
0.49 |
0.3% |
88% |
False |
False |
352,316 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
154.09 |
2.618 |
153.07 |
1.618 |
152.45 |
1.000 |
152.07 |
0.618 |
151.83 |
HIGH |
151.45 |
0.618 |
151.21 |
0.500 |
151.14 |
0.382 |
151.07 |
LOW |
150.83 |
0.618 |
150.45 |
1.000 |
150.21 |
1.618 |
149.83 |
2.618 |
149.21 |
4.250 |
148.20 |
|
|
Fisher Pivots for day following 04-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
151.29 |
151.24 |
PP |
151.21 |
151.12 |
S1 |
151.14 |
151.00 |
|