Euro Bund Future December 2014
Trading Metrics calculated at close of trading on 05-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2014 |
05-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
152.35 |
152.30 |
-0.05 |
0.0% |
152.96 |
High |
152.57 |
152.42 |
-0.15 |
-0.1% |
153.01 |
Low |
151.89 |
151.80 |
-0.09 |
-0.1% |
151.80 |
Close |
152.10 |
151.93 |
-0.17 |
-0.1% |
151.93 |
Range |
0.68 |
0.62 |
-0.06 |
-8.8% |
1.21 |
ATR |
0.54 |
0.55 |
0.01 |
1.0% |
0.00 |
Volume |
297,805 |
24,725 |
-273,080 |
-91.7% |
3,783,338 |
|
Daily Pivots for day following 05-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
153.91 |
153.54 |
152.27 |
|
R3 |
153.29 |
152.92 |
152.10 |
|
R2 |
152.67 |
152.67 |
152.04 |
|
R1 |
152.30 |
152.30 |
151.99 |
152.18 |
PP |
152.05 |
152.05 |
152.05 |
151.99 |
S1 |
151.68 |
151.68 |
151.87 |
151.56 |
S2 |
151.43 |
151.43 |
151.82 |
|
S3 |
150.81 |
151.06 |
151.76 |
|
S4 |
150.19 |
150.44 |
151.59 |
|
|
Weekly Pivots for week ending 05-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
155.88 |
155.11 |
152.60 |
|
R3 |
154.67 |
153.90 |
152.26 |
|
R2 |
153.46 |
153.46 |
152.15 |
|
R1 |
152.69 |
152.69 |
152.04 |
152.47 |
PP |
152.25 |
152.25 |
152.25 |
152.14 |
S1 |
151.48 |
151.48 |
151.82 |
151.26 |
S2 |
151.04 |
151.04 |
151.71 |
|
S3 |
149.83 |
150.27 |
151.60 |
|
S4 |
148.62 |
149.06 |
151.26 |
|
|
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% |
0.58 |
0.4% |
11% |
False |
True |
756,667 |
10 |
153.01 |
151.54 |
1.47 |
1.0% |
0.47 |
0.3% |
27% |
False |
False |
650,602 |
20 |
153.01 |
150.78 |
2.23 |
1.5% |
0.49 |
0.3% |
52% |
False |
False |
597,202 |
40 |
153.01 |
150.02 |
2.99 |
2.0% |
0.61 |
0.4% |
64% |
False |
False |
673,467 |
60 |
153.01 |
147.63 |
5.38 |
3.5% |
0.59 |
0.4% |
80% |
False |
False |
687,072 |
80 |
153.01 |
147.63 |
5.38 |
3.5% |
0.58 |
0.4% |
80% |
False |
False |
604,543 |
100 |
153.01 |
145.82 |
7.19 |
4.7% |
0.55 |
0.4% |
85% |
False |
False |
483,865 |
120 |
153.01 |
143.96 |
9.05 |
6.0% |
0.50 |
0.3% |
88% |
False |
False |
403,226 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
155.06 |
2.618 |
154.04 |
1.618 |
153.42 |
1.000 |
153.04 |
0.618 |
152.80 |
HIGH |
152.42 |
0.618 |
152.18 |
0.500 |
152.11 |
0.382 |
152.04 |
LOW |
151.80 |
0.618 |
151.42 |
1.000 |
151.18 |
1.618 |
150.80 |
2.618 |
150.18 |
4.250 |
149.17 |
|
|
Fisher Pivots for day following 05-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
152.11 |
152.19 |
PP |
152.05 |
152.10 |
S1 |
151.99 |
152.02 |
|