Euro Bund Future December 2014
Trading Metrics calculated at close of trading on 11-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2014 |
11-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
151.37 |
151.11 |
-0.26 |
-0.2% |
151.17 |
High |
151.59 |
151.35 |
-0.24 |
-0.2% |
151.45 |
Low |
151.08 |
150.97 |
-0.11 |
-0.1% |
150.68 |
Close |
151.30 |
151.26 |
-0.04 |
0.0% |
151.27 |
Range |
0.51 |
0.38 |
-0.13 |
-25.5% |
0.77 |
ATR |
0.64 |
0.62 |
-0.02 |
-2.9% |
0.00 |
Volume |
325,470 |
600,003 |
274,533 |
84.3% |
2,849,552 |
|
Daily Pivots for day following 11-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
152.33 |
152.18 |
151.47 |
|
R3 |
151.95 |
151.80 |
151.36 |
|
R2 |
151.57 |
151.57 |
151.33 |
|
R1 |
151.42 |
151.42 |
151.29 |
151.50 |
PP |
151.19 |
151.19 |
151.19 |
151.23 |
S1 |
151.04 |
151.04 |
151.23 |
151.12 |
S2 |
150.81 |
150.81 |
151.19 |
|
S3 |
150.43 |
150.66 |
151.16 |
|
S4 |
150.05 |
150.28 |
151.05 |
|
|
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% |
0.47 |
0.3% |
60% |
False |
False |
512,278 |
10 |
151.59 |
150.06 |
1.53 |
1.0% |
0.57 |
0.4% |
78% |
False |
False |
592,316 |
20 |
152.49 |
150.06 |
2.43 |
1.6% |
0.70 |
0.5% |
49% |
False |
False |
663,476 |
40 |
152.49 |
147.63 |
4.86 |
3.2% |
0.64 |
0.4% |
75% |
False |
False |
718,197 |
60 |
152.49 |
147.63 |
4.86 |
3.2% |
0.60 |
0.4% |
75% |
False |
False |
628,996 |
80 |
152.49 |
145.82 |
6.67 |
4.4% |
0.57 |
0.4% |
82% |
False |
False |
472,389 |
100 |
152.49 |
144.13 |
8.36 |
5.5% |
0.51 |
0.3% |
85% |
False |
False |
377,930 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
152.97 |
2.618 |
152.34 |
1.618 |
151.96 |
1.000 |
151.73 |
0.618 |
151.58 |
HIGH |
151.35 |
0.618 |
151.20 |
0.500 |
151.16 |
0.382 |
151.12 |
LOW |
150.97 |
0.618 |
150.74 |
1.000 |
150.59 |
1.618 |
150.36 |
2.618 |
149.98 |
4.250 |
149.36 |
|
|
Fisher Pivots for day following 11-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
151.23 |
151.24 |
PP |
151.19 |
151.21 |
S1 |
151.16 |
151.19 |
|