Euro Bund Future December 2014
Trading Metrics calculated at close of trading on 12-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2014 |
12-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
151.11 |
151.33 |
0.22 |
0.1% |
151.17 |
High |
151.35 |
151.71 |
0.36 |
0.2% |
151.45 |
Low |
150.97 |
151.31 |
0.34 |
0.2% |
150.68 |
Close |
151.26 |
151.49 |
0.23 |
0.2% |
151.27 |
Range |
0.38 |
0.40 |
0.02 |
5.3% |
0.77 |
ATR |
0.62 |
0.61 |
-0.01 |
-2.0% |
0.00 |
Volume |
600,003 |
553,239 |
-46,764 |
-7.8% |
2,849,552 |
|
Daily Pivots for day following 12-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
152.70 |
152.50 |
151.71 |
|
R3 |
152.30 |
152.10 |
151.60 |
|
R2 |
151.90 |
151.90 |
151.56 |
|
R1 |
151.70 |
151.70 |
151.53 |
151.80 |
PP |
151.50 |
151.50 |
151.50 |
151.56 |
S1 |
151.30 |
151.30 |
151.45 |
151.40 |
S2 |
151.10 |
151.10 |
151.42 |
|
S3 |
150.70 |
150.90 |
151.38 |
|
S4 |
150.30 |
150.50 |
151.27 |
|
|
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 |
151.71 |
150.77 |
0.94 |
0.6% |
0.50 |
0.3% |
77% |
True |
False |
523,738 |
10 |
151.71 |
150.23 |
1.48 |
1.0% |
0.55 |
0.4% |
85% |
True |
False |
568,072 |
20 |
152.47 |
150.06 |
2.41 |
1.6% |
0.64 |
0.4% |
59% |
False |
False |
620,529 |
40 |
152.49 |
147.63 |
4.86 |
3.2% |
0.63 |
0.4% |
79% |
False |
False |
710,768 |
60 |
152.49 |
147.63 |
4.86 |
3.2% |
0.61 |
0.4% |
79% |
False |
False |
638,129 |
80 |
152.49 |
145.82 |
6.67 |
4.4% |
0.57 |
0.4% |
85% |
False |
False |
479,297 |
100 |
152.49 |
144.28 |
8.21 |
5.4% |
0.52 |
0.3% |
88% |
False |
False |
383,462 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
153.41 |
2.618 |
152.76 |
1.618 |
152.36 |
1.000 |
152.11 |
0.618 |
151.96 |
HIGH |
151.71 |
0.618 |
151.56 |
0.500 |
151.51 |
0.382 |
151.46 |
LOW |
151.31 |
0.618 |
151.06 |
1.000 |
150.91 |
1.618 |
150.66 |
2.618 |
150.26 |
4.250 |
149.61 |
|
|
Fisher Pivots for day following 12-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
151.51 |
151.44 |
PP |
151.50 |
151.39 |
S1 |
151.50 |
151.34 |
|