Euro Bund Future December 2014
Trading Metrics calculated at close of trading on 19-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2014 |
19-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
151.68 |
151.65 |
-0.03 |
0.0% |
151.37 |
High |
151.85 |
151.75 |
-0.10 |
-0.1% |
151.93 |
Low |
151.55 |
150.94 |
-0.61 |
-0.4% |
150.97 |
Close |
151.59 |
151.13 |
-0.46 |
-0.3% |
151.74 |
Range |
0.30 |
0.81 |
0.51 |
170.0% |
0.96 |
ATR |
0.56 |
0.58 |
0.02 |
3.2% |
0.00 |
Volume |
726,163 |
756,936 |
30,773 |
4.2% |
2,478,279 |
|
Daily Pivots for day following 19-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
153.70 |
153.23 |
151.58 |
|
R3 |
152.89 |
152.42 |
151.35 |
|
R2 |
152.08 |
152.08 |
151.28 |
|
R1 |
151.61 |
151.61 |
151.20 |
151.44 |
PP |
151.27 |
151.27 |
151.27 |
151.19 |
S1 |
150.80 |
150.80 |
151.06 |
150.63 |
S2 |
150.46 |
150.46 |
150.98 |
|
S3 |
149.65 |
149.99 |
150.91 |
|
S4 |
148.84 |
149.18 |
150.68 |
|
|
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 |
150.94 |
1.14 |
0.8% |
0.50 |
0.3% |
17% |
False |
True |
593,790 |
10 |
152.08 |
150.77 |
1.31 |
0.9% |
0.50 |
0.3% |
27% |
False |
False |
558,764 |
20 |
152.08 |
150.06 |
2.02 |
1.3% |
0.55 |
0.4% |
53% |
False |
False |
583,094 |
40 |
152.49 |
148.90 |
3.59 |
2.4% |
0.62 |
0.4% |
62% |
False |
False |
707,605 |
60 |
152.49 |
147.63 |
4.86 |
3.2% |
0.61 |
0.4% |
72% |
False |
False |
686,270 |
80 |
152.49 |
145.82 |
6.67 |
4.4% |
0.58 |
0.4% |
80% |
False |
False |
516,366 |
100 |
152.49 |
144.28 |
8.21 |
5.4% |
0.53 |
0.3% |
83% |
False |
False |
413,152 |
120 |
152.49 |
142.84 |
9.65 |
6.4% |
0.47 |
0.3% |
86% |
False |
False |
344,294 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
155.19 |
2.618 |
153.87 |
1.618 |
153.06 |
1.000 |
152.56 |
0.618 |
152.25 |
HIGH |
151.75 |
0.618 |
151.44 |
0.500 |
151.35 |
0.382 |
151.25 |
LOW |
150.94 |
0.618 |
150.44 |
1.000 |
150.13 |
1.618 |
149.63 |
2.618 |
148.82 |
4.250 |
147.50 |
|
|
Fisher Pivots for day following 19-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
151.35 |
151.51 |
PP |
151.27 |
151.38 |
S1 |
151.20 |
151.26 |
|