Euro Bund Future December 2014
Trading Metrics calculated at close of trading on 03-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2014 |
03-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
152.20 |
152.25 |
0.05 |
0.0% |
151.98 |
High |
152.54 |
152.45 |
-0.09 |
-0.1% |
153.00 |
Low |
152.15 |
152.10 |
-0.05 |
0.0% |
151.80 |
Close |
152.29 |
152.29 |
0.00 |
0.0% |
152.85 |
Range |
0.39 |
0.35 |
-0.04 |
-10.3% |
1.20 |
ATR |
0.54 |
0.53 |
-0.01 |
-2.5% |
0.00 |
Volume |
1,279,325 |
1,180,893 |
-98,432 |
-7.7% |
2,282,226 |
|
Daily Pivots for day following 03-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
153.33 |
153.16 |
152.48 |
|
R3 |
152.98 |
152.81 |
152.39 |
|
R2 |
152.63 |
152.63 |
152.35 |
|
R1 |
152.46 |
152.46 |
152.32 |
152.55 |
PP |
152.28 |
152.28 |
152.28 |
152.32 |
S1 |
152.11 |
152.11 |
152.26 |
152.20 |
S2 |
151.93 |
151.93 |
152.23 |
|
S3 |
151.58 |
151.76 |
152.19 |
|
S4 |
151.23 |
151.41 |
152.10 |
|
|
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 |
152.10 |
0.91 |
0.6% |
0.43 |
0.3% |
21% |
False |
True |
919,531 |
10 |
153.01 |
150.94 |
2.07 |
1.4% |
0.49 |
0.3% |
65% |
False |
False |
750,628 |
20 |
153.01 |
150.77 |
2.24 |
1.5% |
0.47 |
0.3% |
68% |
False |
False |
641,646 |
40 |
153.01 |
149.95 |
3.06 |
2.0% |
0.60 |
0.4% |
76% |
False |
False |
706,818 |
60 |
153.01 |
147.63 |
5.38 |
3.5% |
0.58 |
0.4% |
87% |
False |
False |
707,503 |
80 |
153.01 |
147.20 |
5.81 |
3.8% |
0.57 |
0.4% |
88% |
False |
False |
600,612 |
100 |
153.01 |
145.71 |
7.30 |
4.8% |
0.54 |
0.4% |
90% |
False |
False |
480,642 |
120 |
153.01 |
143.20 |
9.81 |
6.4% |
0.49 |
0.3% |
93% |
False |
False |
400,538 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
153.94 |
2.618 |
153.37 |
1.618 |
153.02 |
1.000 |
152.80 |
0.618 |
152.67 |
HIGH |
152.45 |
0.618 |
152.32 |
0.500 |
152.28 |
0.382 |
152.23 |
LOW |
152.10 |
0.618 |
151.88 |
1.000 |
151.75 |
1.618 |
151.53 |
2.618 |
151.18 |
4.250 |
150.61 |
|
|
Fisher Pivots for day following 03-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
152.29 |
152.56 |
PP |
152.28 |
152.47 |
S1 |
152.28 |
152.38 |
|