Euro Bund Future March 2015
Trading Metrics calculated at close of trading on 24-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2014 |
24-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
152.38 |
152.78 |
0.40 |
0.3% |
152.81 |
High |
152.86 |
152.86 |
0.00 |
0.0% |
152.88 |
Low |
152.35 |
152.60 |
0.25 |
0.2% |
151.72 |
Close |
152.80 |
152.68 |
-0.12 |
-0.1% |
152.80 |
Range |
0.51 |
0.26 |
-0.25 |
-49.0% |
1.16 |
ATR |
0.55 |
0.53 |
-0.02 |
-3.8% |
0.00 |
Volume |
23,603 |
24,361 |
758 |
3.2% |
91,199 |
|
Daily Pivots for day following 24-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
153.49 |
153.35 |
152.82 |
|
R3 |
153.23 |
153.09 |
152.75 |
|
R2 |
152.97 |
152.97 |
152.73 |
|
R1 |
152.83 |
152.83 |
152.70 |
152.77 |
PP |
152.71 |
152.71 |
152.71 |
152.69 |
S1 |
152.57 |
152.57 |
152.66 |
152.51 |
S2 |
152.45 |
152.45 |
152.63 |
|
S3 |
152.19 |
152.31 |
152.61 |
|
S4 |
151.93 |
152.05 |
152.54 |
|
|
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 |
152.86 |
151.72 |
1.14 |
0.7% |
0.51 |
0.3% |
84% |
True |
False |
20,314 |
10 |
152.88 |
151.72 |
1.16 |
0.8% |
0.45 |
0.3% |
83% |
False |
False |
15,561 |
20 |
152.88 |
150.83 |
2.05 |
1.3% |
0.47 |
0.3% |
90% |
False |
False |
8,944 |
40 |
153.30 |
149.92 |
3.38 |
2.2% |
0.56 |
0.4% |
82% |
False |
False |
5,785 |
60 |
153.30 |
148.17 |
5.13 |
3.4% |
0.52 |
0.3% |
88% |
False |
False |
3,919 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
153.97 |
2.618 |
153.54 |
1.618 |
153.28 |
1.000 |
153.12 |
0.618 |
153.02 |
HIGH |
152.86 |
0.618 |
152.76 |
0.500 |
152.73 |
0.382 |
152.70 |
LOW |
152.60 |
0.618 |
152.44 |
1.000 |
152.34 |
1.618 |
152.18 |
2.618 |
151.92 |
4.250 |
151.50 |
|
|
Fisher Pivots for day following 24-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
152.73 |
152.58 |
PP |
152.71 |
152.47 |
S1 |
152.70 |
152.37 |
|