Euro Bund Future December 2014
Trading Metrics calculated at close of trading on 01-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2014 |
01-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
152.90 |
152.96 |
0.06 |
0.0% |
151.98 |
High |
153.00 |
153.01 |
0.01 |
0.0% |
153.00 |
Low |
152.75 |
152.16 |
-0.59 |
-0.4% |
151.80 |
Close |
152.85 |
152.53 |
-0.32 |
-0.2% |
152.85 |
Range |
0.25 |
0.85 |
0.60 |
240.0% |
1.20 |
ATR |
0.53 |
0.56 |
0.02 |
4.2% |
0.00 |
Volume |
749,030 |
1,000,590 |
251,560 |
33.6% |
2,282,226 |
|
Daily Pivots for day following 01-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
155.12 |
154.67 |
153.00 |
|
R3 |
154.27 |
153.82 |
152.76 |
|
R2 |
153.42 |
153.42 |
152.69 |
|
R1 |
152.97 |
152.97 |
152.61 |
152.77 |
PP |
152.57 |
152.57 |
152.57 |
152.47 |
S1 |
152.12 |
152.12 |
152.45 |
151.92 |
S2 |
151.72 |
151.72 |
152.37 |
|
S3 |
150.87 |
151.27 |
152.30 |
|
S4 |
150.02 |
150.42 |
152.06 |
|
|
Weekly Pivots for week ending 28-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
156.15 |
155.70 |
153.51 |
|
R3 |
154.95 |
154.50 |
153.18 |
|
R2 |
153.75 |
153.75 |
153.07 |
|
R1 |
153.30 |
153.30 |
152.96 |
153.53 |
PP |
152.55 |
152.55 |
152.55 |
152.66 |
S1 |
152.10 |
152.10 |
152.74 |
152.33 |
S2 |
151.35 |
151.35 |
152.63 |
|
S3 |
150.15 |
150.90 |
152.52 |
|
S4 |
148.95 |
149.70 |
152.19 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
153.01 |
151.80 |
1.21 |
0.8% |
0.43 |
0.3% |
60% |
True |
False |
656,563 |
10 |
153.01 |
150.94 |
2.07 |
1.4% |
0.50 |
0.3% |
77% |
True |
False |
625,851 |
20 |
153.01 |
150.68 |
2.33 |
1.5% |
0.49 |
0.3% |
79% |
True |
False |
579,317 |
40 |
153.01 |
149.83 |
3.18 |
2.1% |
0.61 |
0.4% |
85% |
True |
False |
685,499 |
60 |
153.01 |
147.63 |
5.38 |
3.5% |
0.59 |
0.4% |
91% |
True |
False |
696,420 |
80 |
153.01 |
147.20 |
5.81 |
3.8% |
0.57 |
0.4% |
92% |
True |
False |
569,908 |
100 |
153.01 |
145.58 |
7.43 |
4.9% |
0.54 |
0.4% |
94% |
True |
False |
456,040 |
120 |
153.01 |
143.20 |
9.81 |
6.4% |
0.48 |
0.3% |
95% |
True |
False |
380,036 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
156.62 |
2.618 |
155.24 |
1.618 |
154.39 |
1.000 |
153.86 |
0.618 |
153.54 |
HIGH |
153.01 |
0.618 |
152.69 |
0.500 |
152.59 |
0.382 |
152.48 |
LOW |
152.16 |
0.618 |
151.63 |
1.000 |
151.31 |
1.618 |
150.78 |
2.618 |
149.93 |
4.250 |
148.55 |
|
|
Fisher Pivots for day following 01-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
152.59 |
152.59 |
PP |
152.57 |
152.57 |
S1 |
152.55 |
152.55 |
|