Euro Bund Future December 2014
Trading Metrics calculated at close of trading on 17-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2014 |
17-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
151.68 |
152.02 |
0.34 |
0.2% |
151.37 |
High |
151.93 |
152.08 |
0.15 |
0.1% |
151.93 |
Low |
151.62 |
151.51 |
-0.11 |
-0.1% |
150.97 |
Close |
151.74 |
151.66 |
-0.08 |
-0.1% |
151.74 |
Range |
0.31 |
0.57 |
0.26 |
83.9% |
0.96 |
ATR |
0.58 |
0.58 |
0.00 |
-0.1% |
0.00 |
Volume |
545,481 |
486,284 |
-59,197 |
-10.9% |
2,478,279 |
|
Daily Pivots for day following 17-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
153.46 |
153.13 |
151.97 |
|
R3 |
152.89 |
152.56 |
151.82 |
|
R2 |
152.32 |
152.32 |
151.76 |
|
R1 |
151.99 |
151.99 |
151.71 |
151.87 |
PP |
151.75 |
151.75 |
151.75 |
151.69 |
S1 |
151.42 |
151.42 |
151.61 |
151.30 |
S2 |
151.18 |
151.18 |
151.56 |
|
S3 |
150.61 |
150.85 |
151.50 |
|
S4 |
150.04 |
150.28 |
151.35 |
|
|
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 |
152.08 |
150.97 |
1.11 |
0.7% |
0.43 |
0.3% |
62% |
True |
False |
527,818 |
10 |
152.08 |
150.77 |
1.31 |
0.9% |
0.47 |
0.3% |
68% |
True |
False |
509,641 |
20 |
152.08 |
150.06 |
2.02 |
1.3% |
0.57 |
0.4% |
79% |
True |
False |
573,569 |
40 |
152.49 |
148.78 |
3.71 |
2.4% |
0.61 |
0.4% |
78% |
False |
False |
700,973 |
60 |
152.49 |
147.63 |
4.86 |
3.2% |
0.61 |
0.4% |
83% |
False |
False |
662,303 |
80 |
152.49 |
145.82 |
6.67 |
4.4% |
0.58 |
0.4% |
88% |
False |
False |
497,842 |
100 |
152.49 |
144.28 |
8.21 |
5.4% |
0.52 |
0.3% |
90% |
False |
False |
398,321 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
154.50 |
2.618 |
153.57 |
1.618 |
153.00 |
1.000 |
152.65 |
0.618 |
152.43 |
HIGH |
152.08 |
0.618 |
151.86 |
0.500 |
151.80 |
0.382 |
151.73 |
LOW |
151.51 |
0.618 |
151.16 |
1.000 |
150.94 |
1.618 |
150.59 |
2.618 |
150.02 |
4.250 |
149.09 |
|
|
Fisher Pivots for day following 17-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
151.80 |
151.69 |
PP |
151.75 |
151.68 |
S1 |
151.71 |
151.67 |
|