Euro Bund Future March 2015
Trading Metrics calculated at close of trading on 25-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2014 |
25-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
152.78 |
152.78 |
0.00 |
0.0% |
152.81 |
High |
152.86 |
153.25 |
0.39 |
0.3% |
152.88 |
Low |
152.60 |
152.77 |
0.17 |
0.1% |
151.72 |
Close |
152.68 |
153.14 |
0.46 |
0.3% |
152.80 |
Range |
0.26 |
0.48 |
0.22 |
84.6% |
1.16 |
ATR |
0.53 |
0.53 |
0.00 |
0.5% |
0.00 |
Volume |
24,361 |
50,937 |
26,576 |
109.1% |
91,199 |
|
Daily Pivots for day following 25-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
154.49 |
154.30 |
153.40 |
|
R3 |
154.01 |
153.82 |
153.27 |
|
R2 |
153.53 |
153.53 |
153.23 |
|
R1 |
153.34 |
153.34 |
153.18 |
153.44 |
PP |
153.05 |
153.05 |
153.05 |
153.10 |
S1 |
152.86 |
152.86 |
153.10 |
152.96 |
S2 |
152.57 |
152.57 |
153.05 |
|
S3 |
152.09 |
152.38 |
153.01 |
|
S4 |
151.61 |
151.90 |
152.88 |
|
|
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 |
153.25 |
151.72 |
1.53 |
1.0% |
0.55 |
0.4% |
93% |
True |
False |
28,826 |
10 |
153.25 |
151.72 |
1.53 |
1.0% |
0.46 |
0.3% |
93% |
True |
False |
19,451 |
20 |
153.25 |
150.83 |
2.42 |
1.6% |
0.48 |
0.3% |
95% |
True |
False |
11,462 |
40 |
153.30 |
150.16 |
3.14 |
2.1% |
0.56 |
0.4% |
95% |
False |
False |
7,051 |
60 |
153.30 |
148.17 |
5.13 |
3.3% |
0.52 |
0.3% |
97% |
False |
False |
4,767 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
155.29 |
2.618 |
154.51 |
1.618 |
154.03 |
1.000 |
153.73 |
0.618 |
153.55 |
HIGH |
153.25 |
0.618 |
153.07 |
0.500 |
153.01 |
0.382 |
152.95 |
LOW |
152.77 |
0.618 |
152.47 |
1.000 |
152.29 |
1.618 |
151.99 |
2.618 |
151.51 |
4.250 |
150.73 |
|
|
Fisher Pivots for day following 25-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
153.10 |
153.03 |
PP |
153.05 |
152.91 |
S1 |
153.01 |
152.80 |
|