Euro Bund Future March 2015
Trading Metrics calculated at close of trading on 21-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2014 |
21-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
151.93 |
152.38 |
0.45 |
0.3% |
152.81 |
High |
152.54 |
152.86 |
0.32 |
0.2% |
152.88 |
Low |
151.87 |
152.35 |
0.48 |
0.3% |
151.72 |
Close |
152.44 |
152.80 |
0.36 |
0.2% |
152.80 |
Range |
0.67 |
0.51 |
-0.16 |
-23.9% |
1.16 |
ATR |
0.55 |
0.55 |
0.00 |
-0.6% |
0.00 |
Volume |
18,095 |
23,603 |
5,508 |
30.4% |
91,199 |
|
Daily Pivots for day following 21-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
154.20 |
154.01 |
153.08 |
|
R3 |
153.69 |
153.50 |
152.94 |
|
R2 |
153.18 |
153.18 |
152.89 |
|
R1 |
152.99 |
152.99 |
152.85 |
153.09 |
PP |
152.67 |
152.67 |
152.67 |
152.72 |
S1 |
152.48 |
152.48 |
152.75 |
152.58 |
S2 |
152.16 |
152.16 |
152.71 |
|
S3 |
151.65 |
151.97 |
152.66 |
|
S4 |
151.14 |
151.46 |
152.52 |
|
|
Weekly Pivots for week ending 21-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
155.95 |
155.53 |
153.44 |
|
R3 |
154.79 |
154.37 |
153.12 |
|
R2 |
153.63 |
153.63 |
153.01 |
|
R1 |
153.21 |
153.21 |
152.91 |
152.84 |
PP |
152.47 |
152.47 |
152.47 |
152.28 |
S1 |
152.05 |
152.05 |
152.69 |
151.68 |
S2 |
151.31 |
151.31 |
152.59 |
|
S3 |
150.15 |
150.89 |
152.48 |
|
S4 |
148.99 |
149.73 |
152.16 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
152.88 |
151.72 |
1.16 |
0.8% |
0.56 |
0.4% |
93% |
False |
False |
18,239 |
10 |
152.88 |
151.72 |
1.16 |
0.8% |
0.47 |
0.3% |
93% |
False |
False |
13,415 |
20 |
152.88 |
150.78 |
2.10 |
1.4% |
0.49 |
0.3% |
96% |
False |
False |
7,736 |
40 |
153.30 |
149.82 |
3.48 |
2.3% |
0.57 |
0.4% |
86% |
False |
False |
5,179 |
60 |
153.30 |
148.17 |
5.13 |
3.4% |
0.52 |
0.3% |
90% |
False |
False |
3,513 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
155.03 |
2.618 |
154.20 |
1.618 |
153.69 |
1.000 |
153.37 |
0.618 |
153.18 |
HIGH |
152.86 |
0.618 |
152.67 |
0.500 |
152.61 |
0.382 |
152.54 |
LOW |
152.35 |
0.618 |
152.03 |
1.000 |
151.84 |
1.618 |
151.52 |
2.618 |
151.01 |
4.250 |
150.18 |
|
|
Fisher Pivots for day following 21-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
152.74 |
152.63 |
PP |
152.67 |
152.46 |
S1 |
152.61 |
152.29 |
|