Euro Bund Future December 2014
Trading Metrics calculated at close of trading on 10-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2014 |
10-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
151.11 |
151.37 |
0.26 |
0.2% |
151.17 |
High |
151.40 |
151.59 |
0.19 |
0.1% |
151.45 |
Low |
150.78 |
151.08 |
0.30 |
0.2% |
150.68 |
Close |
151.27 |
151.30 |
0.03 |
0.0% |
151.27 |
Range |
0.62 |
0.51 |
-0.11 |
-17.7% |
0.77 |
ATR |
0.65 |
0.64 |
-0.01 |
-1.5% |
0.00 |
Volume |
424,516 |
325,470 |
-99,046 |
-23.3% |
2,849,552 |
|
Daily Pivots for day following 10-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
152.85 |
152.59 |
151.58 |
|
R3 |
152.34 |
152.08 |
151.44 |
|
R2 |
151.83 |
151.83 |
151.39 |
|
R1 |
151.57 |
151.57 |
151.35 |
151.45 |
PP |
151.32 |
151.32 |
151.32 |
151.26 |
S1 |
151.06 |
151.06 |
151.25 |
150.94 |
S2 |
150.81 |
150.81 |
151.21 |
|
S3 |
150.30 |
150.55 |
151.16 |
|
S4 |
149.79 |
150.04 |
151.02 |
|
|
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 |
151.59 |
150.77 |
0.82 |
0.5% |
0.51 |
0.3% |
65% |
True |
False |
491,465 |
10 |
151.59 |
150.06 |
1.53 |
1.0% |
0.58 |
0.4% |
81% |
True |
False |
582,155 |
20 |
152.49 |
150.06 |
2.43 |
1.6% |
0.73 |
0.5% |
51% |
False |
False |
715,521 |
40 |
152.49 |
147.63 |
4.86 |
3.2% |
0.64 |
0.4% |
76% |
False |
False |
719,630 |
60 |
152.49 |
147.63 |
4.86 |
3.2% |
0.61 |
0.4% |
76% |
False |
False |
619,023 |
80 |
152.49 |
145.82 |
6.67 |
4.4% |
0.57 |
0.4% |
82% |
False |
False |
464,892 |
100 |
152.49 |
144.13 |
8.36 |
5.5% |
0.51 |
0.3% |
86% |
False |
False |
371,930 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
153.76 |
2.618 |
152.93 |
1.618 |
152.42 |
1.000 |
152.10 |
0.618 |
151.91 |
HIGH |
151.59 |
0.618 |
151.40 |
0.500 |
151.34 |
0.382 |
151.27 |
LOW |
151.08 |
0.618 |
150.76 |
1.000 |
150.57 |
1.618 |
150.25 |
2.618 |
149.74 |
4.250 |
148.91 |
|
|
Fisher Pivots for day following 10-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
151.34 |
151.26 |
PP |
151.32 |
151.22 |
S1 |
151.31 |
151.18 |
|