Euro Bund Future March 2015
Trading Metrics calculated at close of trading on 28-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2014 |
28-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
153.33 |
153.73 |
0.40 |
0.3% |
152.78 |
High |
153.80 |
153.84 |
0.04 |
0.0% |
153.84 |
Low |
153.31 |
153.60 |
0.29 |
0.2% |
152.60 |
Close |
153.72 |
153.69 |
-0.03 |
0.0% |
153.69 |
Range |
0.49 |
0.24 |
-0.25 |
-51.0% |
1.24 |
ATR |
0.52 |
0.50 |
-0.02 |
-3.8% |
0.00 |
Volume |
89,533 |
251,784 |
162,251 |
181.2% |
499,424 |
|
Daily Pivots for day following 28-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
154.43 |
154.30 |
153.82 |
|
R3 |
154.19 |
154.06 |
153.76 |
|
R2 |
153.95 |
153.95 |
153.73 |
|
R1 |
153.82 |
153.82 |
153.71 |
153.77 |
PP |
153.71 |
153.71 |
153.71 |
153.68 |
S1 |
153.58 |
153.58 |
153.67 |
153.53 |
S2 |
153.47 |
153.47 |
153.65 |
|
S3 |
153.23 |
153.34 |
153.62 |
|
S4 |
152.99 |
153.10 |
153.56 |
|
|
Weekly Pivots for week ending 28-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
157.10 |
156.63 |
154.37 |
|
R3 |
155.86 |
155.39 |
154.03 |
|
R2 |
154.62 |
154.62 |
153.92 |
|
R1 |
154.15 |
154.15 |
153.80 |
154.39 |
PP |
153.38 |
153.38 |
153.38 |
153.49 |
S1 |
152.91 |
152.91 |
153.58 |
153.15 |
S2 |
152.14 |
152.14 |
153.46 |
|
S3 |
150.90 |
151.67 |
153.35 |
|
S4 |
149.66 |
150.43 |
153.01 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
153.84 |
152.60 |
1.24 |
0.8% |
0.36 |
0.2% |
88% |
True |
False |
99,884 |
10 |
153.84 |
151.72 |
2.12 |
1.4% |
0.46 |
0.3% |
93% |
True |
False |
59,062 |
20 |
153.84 |
151.48 |
2.36 |
1.5% |
0.44 |
0.3% |
94% |
True |
False |
32,458 |
40 |
153.84 |
150.51 |
3.33 |
2.2% |
0.55 |
0.4% |
95% |
True |
False |
17,579 |
60 |
153.84 |
148.17 |
5.67 |
3.7% |
0.52 |
0.3% |
97% |
True |
False |
11,834 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
154.86 |
2.618 |
154.47 |
1.618 |
154.23 |
1.000 |
154.08 |
0.618 |
153.99 |
HIGH |
153.84 |
0.618 |
153.75 |
0.500 |
153.72 |
0.382 |
153.69 |
LOW |
153.60 |
0.618 |
153.45 |
1.000 |
153.36 |
1.618 |
153.21 |
2.618 |
152.97 |
4.250 |
152.58 |
|
|
Fisher Pivots for day following 28-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
153.72 |
153.61 |
PP |
153.71 |
153.53 |
S1 |
153.70 |
153.46 |
|