Euro Bund Future December 2014
Trading Metrics calculated at close of trading on 24-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2014 |
24-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
151.59 |
151.98 |
0.39 |
0.3% |
152.02 |
High |
152.05 |
152.06 |
0.01 |
0.0% |
152.08 |
Low |
151.54 |
151.80 |
0.26 |
0.2% |
150.94 |
Close |
151.97 |
151.88 |
-0.09 |
-0.1% |
151.97 |
Range |
0.51 |
0.26 |
-0.25 |
-49.0% |
1.14 |
ATR |
0.58 |
0.56 |
-0.02 |
-3.9% |
0.00 |
Volume |
440,460 |
574,522 |
134,062 |
30.4% |
2,975,700 |
|
Daily Pivots for day following 24-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
152.69 |
152.55 |
152.02 |
|
R3 |
152.43 |
152.29 |
151.95 |
|
R2 |
152.17 |
152.17 |
151.93 |
|
R1 |
152.03 |
152.03 |
151.90 |
151.97 |
PP |
151.91 |
151.91 |
151.91 |
151.89 |
S1 |
151.77 |
151.77 |
151.86 |
151.71 |
S2 |
151.65 |
151.65 |
151.83 |
|
S3 |
151.39 |
151.51 |
151.81 |
|
S4 |
151.13 |
151.25 |
151.74 |
|
|
Weekly Pivots for week ending 21-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
155.08 |
154.67 |
152.60 |
|
R3 |
153.94 |
153.53 |
152.28 |
|
R2 |
152.80 |
152.80 |
152.18 |
|
R1 |
152.39 |
152.39 |
152.07 |
152.03 |
PP |
151.66 |
151.66 |
151.66 |
151.48 |
S1 |
151.25 |
151.25 |
151.87 |
150.89 |
S2 |
150.52 |
150.52 |
151.76 |
|
S3 |
149.38 |
150.11 |
151.66 |
|
S4 |
148.24 |
148.97 |
151.34 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
152.06 |
150.94 |
1.12 |
0.7% |
0.51 |
0.3% |
84% |
True |
False |
612,787 |
10 |
152.08 |
150.94 |
1.14 |
0.8% |
0.47 |
0.3% |
82% |
False |
False |
570,303 |
20 |
152.08 |
150.06 |
2.02 |
1.3% |
0.53 |
0.3% |
90% |
False |
False |
576,229 |
40 |
152.49 |
149.30 |
3.19 |
2.1% |
0.62 |
0.4% |
81% |
False |
False |
692,482 |
60 |
152.49 |
147.63 |
4.86 |
3.2% |
0.61 |
0.4% |
87% |
False |
False |
710,013 |
80 |
152.49 |
146.00 |
6.49 |
4.3% |
0.57 |
0.4% |
91% |
False |
False |
536,101 |
100 |
152.49 |
144.96 |
7.53 |
5.0% |
0.53 |
0.3% |
92% |
False |
False |
428,959 |
120 |
152.49 |
142.90 |
9.59 |
6.3% |
0.47 |
0.3% |
94% |
False |
False |
357,467 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
153.17 |
2.618 |
152.74 |
1.618 |
152.48 |
1.000 |
152.32 |
0.618 |
152.22 |
HIGH |
152.06 |
0.618 |
151.96 |
0.500 |
151.93 |
0.382 |
151.90 |
LOW |
151.80 |
0.618 |
151.64 |
1.000 |
151.54 |
1.618 |
151.38 |
2.618 |
151.12 |
4.250 |
150.70 |
|
|
Fisher Pivots for day following 24-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
151.93 |
151.78 |
PP |
151.91 |
151.68 |
S1 |
151.90 |
151.58 |
|