Euro Bund Future December 2014
Trading Metrics calculated at close of trading on 26-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2014 |
26-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
151.99 |
152.42 |
0.43 |
0.3% |
152.02 |
High |
152.43 |
152.57 |
0.14 |
0.1% |
152.08 |
Low |
151.95 |
152.25 |
0.30 |
0.2% |
150.94 |
Close |
152.32 |
152.55 |
0.23 |
0.2% |
151.97 |
Range |
0.48 |
0.32 |
-0.16 |
-33.3% |
1.14 |
ATR |
0.56 |
0.54 |
-0.02 |
-3.0% |
0.00 |
Volume |
570,857 |
387,817 |
-183,040 |
-32.1% |
2,975,700 |
|
Daily Pivots for day following 26-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
153.42 |
153.30 |
152.73 |
|
R3 |
153.10 |
152.98 |
152.64 |
|
R2 |
152.78 |
152.78 |
152.61 |
|
R1 |
152.66 |
152.66 |
152.58 |
152.72 |
PP |
152.46 |
152.46 |
152.46 |
152.49 |
S1 |
152.34 |
152.34 |
152.52 |
152.40 |
S2 |
152.14 |
152.14 |
152.49 |
|
S3 |
151.82 |
152.02 |
152.46 |
|
S4 |
151.50 |
151.70 |
152.37 |
|
|
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 |
152.57 |
151.09 |
1.48 |
1.0% |
0.45 |
0.3% |
99% |
True |
False |
507,902 |
10 |
152.57 |
150.94 |
1.63 |
1.1% |
0.48 |
0.3% |
99% |
True |
False |
550,846 |
20 |
152.57 |
150.23 |
2.34 |
1.5% |
0.51 |
0.3% |
99% |
True |
False |
559,459 |
40 |
152.57 |
149.45 |
3.12 |
2.0% |
0.61 |
0.4% |
99% |
True |
False |
671,740 |
60 |
152.57 |
147.63 |
4.94 |
3.2% |
0.60 |
0.4% |
100% |
True |
False |
696,527 |
80 |
152.57 |
146.30 |
6.27 |
4.1% |
0.58 |
0.4% |
100% |
True |
False |
548,058 |
100 |
152.57 |
145.46 |
7.11 |
4.7% |
0.53 |
0.3% |
100% |
True |
False |
438,545 |
120 |
152.57 |
142.90 |
9.67 |
6.3% |
0.48 |
0.3% |
100% |
True |
False |
365,456 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
153.93 |
2.618 |
153.41 |
1.618 |
153.09 |
1.000 |
152.89 |
0.618 |
152.77 |
HIGH |
152.57 |
0.618 |
152.45 |
0.500 |
152.41 |
0.382 |
152.37 |
LOW |
152.25 |
0.618 |
152.05 |
1.000 |
151.93 |
1.618 |
151.73 |
2.618 |
151.41 |
4.250 |
150.89 |
|
|
Fisher Pivots for day following 26-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
152.50 |
152.43 |
PP |
152.46 |
152.31 |
S1 |
152.41 |
152.19 |
|