Euro Bund Future March 2015
Trading Metrics calculated at close of trading on 01-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2014 |
01-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
153.73 |
153.84 |
0.11 |
0.1% |
152.78 |
High |
153.84 |
153.86 |
0.02 |
0.0% |
153.84 |
Low |
153.60 |
153.01 |
-0.59 |
-0.4% |
152.60 |
Close |
153.69 |
153.39 |
-0.30 |
-0.2% |
153.69 |
Range |
0.24 |
0.85 |
0.61 |
254.2% |
1.24 |
ATR |
0.50 |
0.52 |
0.03 |
5.1% |
0.00 |
Volume |
251,784 |
439,875 |
188,091 |
74.7% |
499,424 |
|
Daily Pivots for day following 01-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
155.97 |
155.53 |
153.86 |
|
R3 |
155.12 |
154.68 |
153.62 |
|
R2 |
154.27 |
154.27 |
153.55 |
|
R1 |
153.83 |
153.83 |
153.47 |
153.63 |
PP |
153.42 |
153.42 |
153.42 |
153.32 |
S1 |
152.98 |
152.98 |
153.31 |
152.78 |
S2 |
152.57 |
152.57 |
153.23 |
|
S3 |
151.72 |
152.13 |
153.16 |
|
S4 |
150.87 |
151.28 |
152.92 |
|
|
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 |
153.86 |
152.77 |
1.09 |
0.7% |
0.48 |
0.3% |
57% |
True |
False |
182,987 |
10 |
153.86 |
151.72 |
2.14 |
1.4% |
0.49 |
0.3% |
78% |
True |
False |
101,650 |
20 |
153.86 |
151.56 |
2.30 |
1.5% |
0.45 |
0.3% |
80% |
True |
False |
54,402 |
40 |
153.86 |
150.51 |
3.35 |
2.2% |
0.57 |
0.4% |
86% |
True |
False |
28,555 |
60 |
153.86 |
148.17 |
5.69 |
3.7% |
0.53 |
0.3% |
92% |
True |
False |
19,163 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
157.47 |
2.618 |
156.09 |
1.618 |
155.24 |
1.000 |
154.71 |
0.618 |
154.39 |
HIGH |
153.86 |
0.618 |
153.54 |
0.500 |
153.44 |
0.382 |
153.33 |
LOW |
153.01 |
0.618 |
152.48 |
1.000 |
152.16 |
1.618 |
151.63 |
2.618 |
150.78 |
4.250 |
149.40 |
|
|
Fisher Pivots for day following 01-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
153.44 |
153.44 |
PP |
153.42 |
153.42 |
S1 |
153.41 |
153.41 |
|