Euro Bund Future December 2014
Trading Metrics calculated at close of trading on 04-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2014 |
04-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
152.25 |
152.35 |
0.10 |
0.1% |
151.98 |
High |
152.45 |
152.57 |
0.12 |
0.1% |
153.00 |
Low |
152.10 |
151.89 |
-0.21 |
-0.1% |
151.80 |
Close |
152.29 |
152.10 |
-0.19 |
-0.1% |
152.85 |
Range |
0.35 |
0.68 |
0.33 |
94.3% |
1.20 |
ATR |
0.53 |
0.54 |
0.01 |
2.0% |
0.00 |
Volume |
1,180,893 |
297,805 |
-883,088 |
-74.8% |
2,282,226 |
|
Daily Pivots for day following 04-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
154.23 |
153.84 |
152.47 |
|
R3 |
153.55 |
153.16 |
152.29 |
|
R2 |
152.87 |
152.87 |
152.22 |
|
R1 |
152.48 |
152.48 |
152.16 |
152.34 |
PP |
152.19 |
152.19 |
152.19 |
152.11 |
S1 |
151.80 |
151.80 |
152.04 |
151.66 |
S2 |
151.51 |
151.51 |
151.98 |
|
S3 |
150.83 |
151.12 |
151.91 |
|
S4 |
150.15 |
150.44 |
151.73 |
|
|
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 |
151.89 |
1.12 |
0.7% |
0.50 |
0.3% |
19% |
False |
True |
901,528 |
10 |
153.01 |
151.09 |
1.92 |
1.3% |
0.48 |
0.3% |
53% |
False |
False |
704,715 |
20 |
153.01 |
150.77 |
2.24 |
1.5% |
0.49 |
0.3% |
59% |
False |
False |
631,740 |
40 |
153.01 |
150.02 |
2.99 |
2.0% |
0.61 |
0.4% |
70% |
False |
False |
690,633 |
60 |
153.01 |
147.63 |
5.38 |
3.5% |
0.59 |
0.4% |
83% |
False |
False |
697,633 |
80 |
153.01 |
147.20 |
5.81 |
3.8% |
0.58 |
0.4% |
84% |
False |
False |
604,259 |
100 |
153.01 |
145.75 |
7.26 |
4.8% |
0.55 |
0.4% |
87% |
False |
False |
483,619 |
120 |
153.01 |
143.73 |
9.28 |
6.1% |
0.49 |
0.3% |
90% |
False |
False |
403,020 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
155.46 |
2.618 |
154.35 |
1.618 |
153.67 |
1.000 |
153.25 |
0.618 |
152.99 |
HIGH |
152.57 |
0.618 |
152.31 |
0.500 |
152.23 |
0.382 |
152.15 |
LOW |
151.89 |
0.618 |
151.47 |
1.000 |
151.21 |
1.618 |
150.79 |
2.618 |
150.11 |
4.250 |
149.00 |
|
|
Fisher Pivots for day following 04-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
152.23 |
152.23 |
PP |
152.19 |
152.19 |
S1 |
152.14 |
152.14 |
|