Euro Bund Future December 2014
Trading Metrics calculated at close of trading on 18-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2014 |
18-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
152.02 |
151.68 |
-0.34 |
-0.2% |
151.37 |
High |
152.08 |
151.85 |
-0.23 |
-0.2% |
151.93 |
Low |
151.51 |
151.55 |
0.04 |
0.0% |
150.97 |
Close |
151.66 |
151.59 |
-0.07 |
0.0% |
151.74 |
Range |
0.57 |
0.30 |
-0.27 |
-47.4% |
0.96 |
ATR |
0.58 |
0.56 |
-0.02 |
-3.4% |
0.00 |
Volume |
486,284 |
726,163 |
239,879 |
49.3% |
2,478,279 |
|
Daily Pivots for day following 18-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
152.56 |
152.38 |
151.76 |
|
R3 |
152.26 |
152.08 |
151.67 |
|
R2 |
151.96 |
151.96 |
151.65 |
|
R1 |
151.78 |
151.78 |
151.62 |
151.72 |
PP |
151.66 |
151.66 |
151.66 |
151.64 |
S1 |
151.48 |
151.48 |
151.56 |
151.42 |
S2 |
151.36 |
151.36 |
151.54 |
|
S3 |
151.06 |
151.18 |
151.51 |
|
S4 |
150.76 |
150.88 |
151.43 |
|
|
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 |
151.29 |
0.79 |
0.5% |
0.42 |
0.3% |
38% |
False |
False |
553,050 |
10 |
152.08 |
150.77 |
1.31 |
0.9% |
0.44 |
0.3% |
63% |
False |
False |
532,664 |
20 |
152.08 |
150.06 |
2.02 |
1.3% |
0.54 |
0.4% |
76% |
False |
False |
576,978 |
40 |
152.49 |
148.78 |
3.71 |
2.4% |
0.61 |
0.4% |
76% |
False |
False |
704,576 |
60 |
152.49 |
147.63 |
4.86 |
3.2% |
0.60 |
0.4% |
81% |
False |
False |
674,021 |
80 |
152.49 |
145.82 |
6.67 |
4.4% |
0.58 |
0.4% |
87% |
False |
False |
506,914 |
100 |
152.49 |
144.28 |
8.21 |
5.4% |
0.52 |
0.3% |
89% |
False |
False |
405,582 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
153.13 |
2.618 |
152.64 |
1.618 |
152.34 |
1.000 |
152.15 |
0.618 |
152.04 |
HIGH |
151.85 |
0.618 |
151.74 |
0.500 |
151.70 |
0.382 |
151.66 |
LOW |
151.55 |
0.618 |
151.36 |
1.000 |
151.25 |
1.618 |
151.06 |
2.618 |
150.76 |
4.250 |
150.28 |
|
|
Fisher Pivots for day following 18-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
151.70 |
151.80 |
PP |
151.66 |
151.73 |
S1 |
151.63 |
151.66 |
|