Euro Bund Future December 2014
Trading Metrics calculated at close of trading on 13-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2014 |
13-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
151.33 |
151.34 |
0.01 |
0.0% |
151.17 |
High |
151.71 |
151.80 |
0.09 |
0.1% |
151.45 |
Low |
151.31 |
151.29 |
-0.02 |
0.0% |
150.68 |
Close |
151.49 |
151.62 |
0.13 |
0.1% |
151.27 |
Range |
0.40 |
0.51 |
0.11 |
27.5% |
0.77 |
ATR |
0.61 |
0.60 |
-0.01 |
-1.2% |
0.00 |
Volume |
553,239 |
454,086 |
-99,153 |
-17.9% |
2,849,552 |
|
Daily Pivots for day following 13-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
153.10 |
152.87 |
151.90 |
|
R3 |
152.59 |
152.36 |
151.76 |
|
R2 |
152.08 |
152.08 |
151.71 |
|
R1 |
151.85 |
151.85 |
151.67 |
151.97 |
PP |
151.57 |
151.57 |
151.57 |
151.63 |
S1 |
151.34 |
151.34 |
151.57 |
151.46 |
S2 |
151.06 |
151.06 |
151.53 |
|
S3 |
150.55 |
150.83 |
151.48 |
|
S4 |
150.04 |
150.32 |
151.34 |
|
|
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 |
151.80 |
150.78 |
1.02 |
0.7% |
0.48 |
0.3% |
82% |
True |
False |
471,462 |
10 |
151.80 |
150.55 |
1.25 |
0.8% |
0.51 |
0.3% |
86% |
True |
False |
532,033 |
20 |
151.80 |
150.06 |
1.74 |
1.1% |
0.59 |
0.4% |
90% |
True |
False |
595,641 |
40 |
152.49 |
147.63 |
4.86 |
3.2% |
0.63 |
0.4% |
82% |
False |
False |
703,030 |
60 |
152.49 |
147.63 |
4.86 |
3.2% |
0.61 |
0.4% |
82% |
False |
False |
645,573 |
80 |
152.49 |
145.82 |
6.67 |
4.4% |
0.58 |
0.4% |
87% |
False |
False |
484,969 |
100 |
152.49 |
144.28 |
8.21 |
5.4% |
0.52 |
0.3% |
89% |
False |
False |
388,003 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
153.97 |
2.618 |
153.14 |
1.618 |
152.63 |
1.000 |
152.31 |
0.618 |
152.12 |
HIGH |
151.80 |
0.618 |
151.61 |
0.500 |
151.55 |
0.382 |
151.48 |
LOW |
151.29 |
0.618 |
150.97 |
1.000 |
150.78 |
1.618 |
150.46 |
2.618 |
149.95 |
4.250 |
149.12 |
|
|
Fisher Pivots for day following 13-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
151.60 |
151.54 |
PP |
151.57 |
151.46 |
S1 |
151.55 |
151.39 |
|