Euro Bund Future December 2014
Trading Metrics calculated at close of trading on 14-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2014 |
14-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
151.34 |
151.68 |
0.34 |
0.2% |
151.37 |
High |
151.80 |
151.93 |
0.13 |
0.1% |
151.93 |
Low |
151.29 |
151.62 |
0.33 |
0.2% |
150.97 |
Close |
151.62 |
151.74 |
0.12 |
0.1% |
151.74 |
Range |
0.51 |
0.31 |
-0.20 |
-39.2% |
0.96 |
ATR |
0.60 |
0.58 |
-0.02 |
-3.5% |
0.00 |
Volume |
454,086 |
545,481 |
91,395 |
20.1% |
2,478,279 |
|
Daily Pivots for day following 14-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
152.69 |
152.53 |
151.91 |
|
R3 |
152.38 |
152.22 |
151.83 |
|
R2 |
152.07 |
152.07 |
151.80 |
|
R1 |
151.91 |
151.91 |
151.77 |
151.99 |
PP |
151.76 |
151.76 |
151.76 |
151.81 |
S1 |
151.60 |
151.60 |
151.71 |
151.68 |
S2 |
151.45 |
151.45 |
151.68 |
|
S3 |
151.14 |
151.29 |
151.65 |
|
S4 |
150.83 |
150.98 |
151.57 |
|
|
Weekly Pivots for week ending 14-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
154.43 |
154.04 |
152.27 |
|
R3 |
153.47 |
153.08 |
152.00 |
|
R2 |
152.51 |
152.51 |
151.92 |
|
R1 |
152.12 |
152.12 |
151.83 |
152.32 |
PP |
151.55 |
151.55 |
151.55 |
151.64 |
S1 |
151.16 |
151.16 |
151.65 |
151.36 |
S2 |
150.59 |
150.59 |
151.56 |
|
S3 |
149.63 |
150.20 |
151.48 |
|
S4 |
148.67 |
149.24 |
151.21 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
151.93 |
150.97 |
0.96 |
0.6% |
0.42 |
0.3% |
80% |
True |
False |
495,655 |
10 |
151.93 |
150.68 |
1.25 |
0.8% |
0.48 |
0.3% |
85% |
True |
False |
532,783 |
20 |
151.93 |
150.06 |
1.87 |
1.2% |
0.56 |
0.4% |
90% |
True |
False |
588,149 |
40 |
152.49 |
148.57 |
3.92 |
2.6% |
0.61 |
0.4% |
81% |
False |
False |
703,589 |
60 |
152.49 |
147.63 |
4.86 |
3.2% |
0.61 |
0.4% |
85% |
False |
False |
654,365 |
80 |
152.49 |
145.82 |
6.67 |
4.4% |
0.58 |
0.4% |
89% |
False |
False |
491,773 |
100 |
152.49 |
144.28 |
8.21 |
5.4% |
0.52 |
0.3% |
91% |
False |
False |
393,458 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
153.25 |
2.618 |
152.74 |
1.618 |
152.43 |
1.000 |
152.24 |
0.618 |
152.12 |
HIGH |
151.93 |
0.618 |
151.81 |
0.500 |
151.78 |
0.382 |
151.74 |
LOW |
151.62 |
0.618 |
151.43 |
1.000 |
151.31 |
1.618 |
151.12 |
2.618 |
150.81 |
4.250 |
150.30 |
|
|
Fisher Pivots for day following 14-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
151.78 |
151.70 |
PP |
151.76 |
151.65 |
S1 |
151.75 |
151.61 |
|