Euro Bund Future December 2014
Trading Metrics calculated at close of trading on 07-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2014 |
07-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
151.26 |
151.11 |
-0.15 |
-0.1% |
151.17 |
High |
151.35 |
151.40 |
0.05 |
0.0% |
151.45 |
Low |
150.77 |
150.78 |
0.01 |
0.0% |
150.68 |
Close |
151.13 |
151.27 |
0.14 |
0.1% |
151.27 |
Range |
0.58 |
0.62 |
0.04 |
6.9% |
0.77 |
ATR |
0.65 |
0.65 |
0.00 |
-0.3% |
0.00 |
Volume |
715,466 |
424,516 |
-290,950 |
-40.7% |
2,849,552 |
|
Daily Pivots for day following 07-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
153.01 |
152.76 |
151.61 |
|
R3 |
152.39 |
152.14 |
151.44 |
|
R2 |
151.77 |
151.77 |
151.38 |
|
R1 |
151.52 |
151.52 |
151.33 |
151.65 |
PP |
151.15 |
151.15 |
151.15 |
151.21 |
S1 |
150.90 |
150.90 |
151.21 |
151.03 |
S2 |
150.53 |
150.53 |
151.16 |
|
S3 |
149.91 |
150.28 |
151.10 |
|
S4 |
149.29 |
149.66 |
150.93 |
|
|
Weekly Pivots for week ending 07-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
153.44 |
153.13 |
151.69 |
|
R3 |
152.67 |
152.36 |
151.48 |
|
R2 |
151.90 |
151.90 |
151.41 |
|
R1 |
151.59 |
151.59 |
151.34 |
151.75 |
PP |
151.13 |
151.13 |
151.13 |
151.21 |
S1 |
150.82 |
150.82 |
151.20 |
150.98 |
S2 |
150.36 |
150.36 |
151.13 |
|
S3 |
149.59 |
150.05 |
151.06 |
|
S4 |
148.82 |
149.28 |
150.85 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
151.45 |
150.68 |
0.77 |
0.5% |
0.55 |
0.4% |
77% |
False |
False |
569,910 |
10 |
151.45 |
150.06 |
1.39 |
0.9% |
0.59 |
0.4% |
87% |
False |
False |
606,480 |
20 |
152.49 |
150.06 |
2.43 |
1.6% |
0.73 |
0.5% |
50% |
False |
False |
747,210 |
40 |
152.49 |
147.63 |
4.86 |
3.2% |
0.64 |
0.4% |
75% |
False |
False |
728,495 |
60 |
152.49 |
147.63 |
4.86 |
3.2% |
0.61 |
0.4% |
75% |
False |
False |
613,647 |
80 |
152.49 |
145.82 |
6.67 |
4.4% |
0.57 |
0.4% |
82% |
False |
False |
460,832 |
100 |
152.49 |
143.96 |
8.53 |
5.6% |
0.51 |
0.3% |
86% |
False |
False |
368,675 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
154.04 |
2.618 |
153.02 |
1.618 |
152.40 |
1.000 |
152.02 |
0.618 |
151.78 |
HIGH |
151.40 |
0.618 |
151.16 |
0.500 |
151.09 |
0.382 |
151.02 |
LOW |
150.78 |
0.618 |
150.40 |
1.000 |
150.16 |
1.618 |
149.78 |
2.618 |
149.16 |
4.250 |
148.15 |
|
|
Fisher Pivots for day following 07-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
151.21 |
151.21 |
PP |
151.15 |
151.15 |
S1 |
151.09 |
151.09 |
|