Euro Bund Future December 2014
Trading Metrics calculated at close of trading on 08-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2014 |
08-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
152.30 |
151.99 |
-0.31 |
-0.2% |
152.96 |
High |
152.42 |
152.47 |
0.05 |
0.0% |
153.01 |
Low |
151.80 |
151.90 |
0.10 |
0.1% |
151.80 |
Close |
151.93 |
152.45 |
0.52 |
0.3% |
151.93 |
Range |
0.62 |
0.57 |
-0.05 |
-8.1% |
1.21 |
ATR |
0.55 |
0.55 |
0.00 |
0.3% |
0.00 |
Volume |
24,725 |
24,725 |
0 |
0.0% |
3,783,338 |
|
Daily Pivots for day following 08-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
153.98 |
153.79 |
152.76 |
|
R3 |
153.41 |
153.22 |
152.61 |
|
R2 |
152.84 |
152.84 |
152.55 |
|
R1 |
152.65 |
152.65 |
152.50 |
152.75 |
PP |
152.27 |
152.27 |
152.27 |
152.32 |
S1 |
152.08 |
152.08 |
152.40 |
152.18 |
S2 |
151.70 |
151.70 |
152.35 |
|
S3 |
151.13 |
151.51 |
152.29 |
|
S4 |
150.56 |
150.94 |
152.14 |
|
|
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 |
152.57 |
151.80 |
0.77 |
0.5% |
0.52 |
0.3% |
84% |
False |
False |
561,494 |
10 |
153.01 |
151.80 |
1.21 |
0.8% |
0.48 |
0.3% |
54% |
False |
False |
609,028 |
20 |
153.01 |
150.94 |
2.07 |
1.4% |
0.49 |
0.3% |
73% |
False |
False |
577,213 |
40 |
153.01 |
150.06 |
2.95 |
1.9% |
0.61 |
0.4% |
81% |
False |
False |
662,211 |
60 |
153.01 |
147.63 |
5.38 |
3.5% |
0.59 |
0.4% |
90% |
False |
False |
678,067 |
80 |
153.01 |
147.63 |
5.38 |
3.5% |
0.58 |
0.4% |
90% |
False |
False |
604,539 |
100 |
153.01 |
145.82 |
7.19 |
4.7% |
0.55 |
0.4% |
92% |
False |
False |
484,108 |
120 |
153.01 |
143.96 |
9.05 |
5.9% |
0.50 |
0.3% |
94% |
False |
False |
403,432 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
154.89 |
2.618 |
153.96 |
1.618 |
153.39 |
1.000 |
153.04 |
0.618 |
152.82 |
HIGH |
152.47 |
0.618 |
152.25 |
0.500 |
152.19 |
0.382 |
152.12 |
LOW |
151.90 |
0.618 |
151.55 |
1.000 |
151.33 |
1.618 |
150.98 |
2.618 |
150.41 |
4.250 |
149.48 |
|
|
Fisher Pivots for day following 08-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
152.36 |
152.36 |
PP |
152.27 |
152.27 |
S1 |
152.19 |
152.19 |
|