Euro Bund Future March 2015
Trading Metrics calculated at close of trading on 26-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2014 |
26-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
152.78 |
153.25 |
0.47 |
0.3% |
152.81 |
High |
153.25 |
153.40 |
0.15 |
0.1% |
152.88 |
Low |
152.77 |
153.07 |
0.30 |
0.2% |
151.72 |
Close |
153.14 |
153.38 |
0.24 |
0.2% |
152.80 |
Range |
0.48 |
0.33 |
-0.15 |
-31.3% |
1.16 |
ATR |
0.53 |
0.52 |
-0.01 |
-2.7% |
0.00 |
Volume |
50,937 |
82,809 |
31,872 |
62.6% |
91,199 |
|
Daily Pivots for day following 26-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
154.27 |
154.16 |
153.56 |
|
R3 |
153.94 |
153.83 |
153.47 |
|
R2 |
153.61 |
153.61 |
153.44 |
|
R1 |
153.50 |
153.50 |
153.41 |
153.56 |
PP |
153.28 |
153.28 |
153.28 |
153.31 |
S1 |
153.17 |
153.17 |
153.35 |
153.23 |
S2 |
152.95 |
152.95 |
153.32 |
|
S3 |
152.62 |
152.84 |
153.29 |
|
S4 |
152.29 |
152.51 |
153.20 |
|
|
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 |
153.40 |
151.87 |
1.53 |
1.0% |
0.45 |
0.3% |
99% |
True |
False |
39,961 |
10 |
153.40 |
151.72 |
1.68 |
1.1% |
0.46 |
0.3% |
99% |
True |
False |
27,133 |
20 |
153.40 |
151.00 |
2.40 |
1.6% |
0.47 |
0.3% |
99% |
True |
False |
15,481 |
40 |
153.40 |
150.16 |
3.24 |
2.1% |
0.55 |
0.4% |
99% |
True |
False |
9,098 |
60 |
153.40 |
148.17 |
5.23 |
3.4% |
0.53 |
0.3% |
100% |
True |
False |
6,147 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
154.80 |
2.618 |
154.26 |
1.618 |
153.93 |
1.000 |
153.73 |
0.618 |
153.60 |
HIGH |
153.40 |
0.618 |
153.27 |
0.500 |
153.24 |
0.382 |
153.20 |
LOW |
153.07 |
0.618 |
152.87 |
1.000 |
152.74 |
1.618 |
152.54 |
2.618 |
152.21 |
4.250 |
151.67 |
|
|
Fisher Pivots for day following 26-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
153.33 |
153.25 |
PP |
153.28 |
153.13 |
S1 |
153.24 |
153.00 |
|