Euro Bund Future March 2015
Trading Metrics calculated at close of trading on 02-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2014 |
02-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
153.84 |
153.03 |
-0.81 |
-0.5% |
152.78 |
High |
153.86 |
153.37 |
-0.49 |
-0.3% |
153.84 |
Low |
153.01 |
153.00 |
-0.01 |
0.0% |
152.60 |
Close |
153.39 |
153.12 |
-0.27 |
-0.2% |
153.69 |
Range |
0.85 |
0.37 |
-0.48 |
-56.5% |
1.24 |
ATR |
0.52 |
0.51 |
-0.01 |
-1.8% |
0.00 |
Volume |
439,875 |
748,278 |
308,403 |
70.1% |
499,424 |
|
Daily Pivots for day following 02-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
154.27 |
154.07 |
153.32 |
|
R3 |
153.90 |
153.70 |
153.22 |
|
R2 |
153.53 |
153.53 |
153.19 |
|
R1 |
153.33 |
153.33 |
153.15 |
153.43 |
PP |
153.16 |
153.16 |
153.16 |
153.22 |
S1 |
152.96 |
152.96 |
153.09 |
153.06 |
S2 |
152.79 |
152.79 |
153.05 |
|
S3 |
152.42 |
152.59 |
153.02 |
|
S4 |
152.05 |
152.22 |
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 |
153.00 |
0.86 |
0.6% |
0.46 |
0.3% |
14% |
False |
True |
322,455 |
10 |
153.86 |
151.72 |
2.14 |
1.4% |
0.50 |
0.3% |
65% |
False |
False |
175,640 |
20 |
153.86 |
151.56 |
2.30 |
1.5% |
0.45 |
0.3% |
68% |
False |
False |
91,658 |
40 |
153.86 |
150.63 |
3.23 |
2.1% |
0.56 |
0.4% |
77% |
False |
False |
47,174 |
60 |
153.86 |
148.17 |
5.69 |
3.7% |
0.53 |
0.3% |
87% |
False |
False |
31,634 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
154.94 |
2.618 |
154.34 |
1.618 |
153.97 |
1.000 |
153.74 |
0.618 |
153.60 |
HIGH |
153.37 |
0.618 |
153.23 |
0.500 |
153.19 |
0.382 |
153.14 |
LOW |
153.00 |
0.618 |
152.77 |
1.000 |
152.63 |
1.618 |
152.40 |
2.618 |
152.03 |
4.250 |
151.43 |
|
|
Fisher Pivots for day following 02-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
153.19 |
153.43 |
PP |
153.16 |
153.33 |
S1 |
153.14 |
153.22 |
|