Euro Bund Future December 2014
Trading Metrics calculated at close of trading on 06-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2014 |
06-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
151.19 |
151.26 |
0.07 |
0.0% |
150.29 |
High |
151.31 |
151.35 |
0.04 |
0.0% |
151.15 |
Low |
151.07 |
150.77 |
-0.30 |
-0.2% |
150.06 |
Close |
151.16 |
151.13 |
-0.03 |
0.0% |
150.91 |
Range |
0.24 |
0.58 |
0.34 |
141.7% |
1.09 |
ATR |
0.66 |
0.65 |
-0.01 |
-0.8% |
0.00 |
Volume |
495,937 |
715,466 |
219,529 |
44.3% |
3,215,250 |
|
Daily Pivots for day following 06-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
152.82 |
152.56 |
151.45 |
|
R3 |
152.24 |
151.98 |
151.29 |
|
R2 |
151.66 |
151.66 |
151.24 |
|
R1 |
151.40 |
151.40 |
151.18 |
151.24 |
PP |
151.08 |
151.08 |
151.08 |
151.01 |
S1 |
150.82 |
150.82 |
151.08 |
150.66 |
S2 |
150.50 |
150.50 |
151.02 |
|
S3 |
149.92 |
150.24 |
150.97 |
|
S4 |
149.34 |
149.66 |
150.81 |
|
|
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 |
150.55 |
0.90 |
0.6% |
0.54 |
0.4% |
64% |
False |
False |
592,604 |
10 |
151.45 |
150.06 |
1.39 |
0.9% |
0.58 |
0.4% |
77% |
False |
False |
617,184 |
20 |
152.49 |
150.02 |
2.47 |
1.6% |
0.73 |
0.5% |
45% |
False |
False |
749,731 |
40 |
152.49 |
147.63 |
4.86 |
3.2% |
0.64 |
0.4% |
72% |
False |
False |
732,007 |
60 |
152.49 |
147.63 |
4.86 |
3.2% |
0.60 |
0.4% |
72% |
False |
False |
606,990 |
80 |
152.49 |
145.82 |
6.67 |
4.4% |
0.57 |
0.4% |
80% |
False |
False |
455,531 |
100 |
152.49 |
143.96 |
8.53 |
5.6% |
0.50 |
0.3% |
84% |
False |
False |
364,430 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
153.82 |
2.618 |
152.87 |
1.618 |
152.29 |
1.000 |
151.93 |
0.618 |
151.71 |
HIGH |
151.35 |
0.618 |
151.13 |
0.500 |
151.06 |
0.382 |
150.99 |
LOW |
150.77 |
0.618 |
150.41 |
1.000 |
150.19 |
1.618 |
149.83 |
2.618 |
149.25 |
4.250 |
148.31 |
|
|
Fisher Pivots for day following 06-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
151.11 |
151.12 |
PP |
151.08 |
151.12 |
S1 |
151.06 |
151.11 |
|