Euro Bund Future March 2015
Trading Metrics calculated at close of trading on 03-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2014 |
03-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
153.03 |
153.10 |
0.07 |
0.0% |
152.78 |
High |
153.37 |
153.28 |
-0.09 |
-0.1% |
153.84 |
Low |
153.00 |
152.88 |
-0.12 |
-0.1% |
152.60 |
Close |
153.12 |
153.04 |
-0.08 |
-0.1% |
153.69 |
Range |
0.37 |
0.40 |
0.03 |
8.1% |
1.24 |
ATR |
0.51 |
0.50 |
-0.01 |
-1.6% |
0.00 |
Volume |
748,278 |
809,273 |
60,995 |
8.2% |
499,424 |
|
Daily Pivots for day following 03-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
154.27 |
154.05 |
153.26 |
|
R3 |
153.87 |
153.65 |
153.15 |
|
R2 |
153.47 |
153.47 |
153.11 |
|
R1 |
153.25 |
153.25 |
153.08 |
153.16 |
PP |
153.07 |
153.07 |
153.07 |
153.02 |
S1 |
152.85 |
152.85 |
153.00 |
152.76 |
S2 |
152.67 |
152.67 |
152.97 |
|
S3 |
152.27 |
152.45 |
152.93 |
|
S4 |
151.87 |
152.05 |
152.82 |
|
|
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 |
152.88 |
0.98 |
0.6% |
0.47 |
0.3% |
16% |
False |
True |
467,748 |
10 |
153.86 |
151.87 |
1.99 |
1.3% |
0.46 |
0.3% |
59% |
False |
False |
253,854 |
20 |
153.86 |
151.56 |
2.30 |
1.5% |
0.46 |
0.3% |
64% |
False |
False |
132,072 |
40 |
153.86 |
150.72 |
3.14 |
2.1% |
0.56 |
0.4% |
74% |
False |
False |
67,375 |
60 |
153.86 |
148.17 |
5.69 |
3.7% |
0.53 |
0.3% |
86% |
False |
False |
45,121 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
154.98 |
2.618 |
154.33 |
1.618 |
153.93 |
1.000 |
153.68 |
0.618 |
153.53 |
HIGH |
153.28 |
0.618 |
153.13 |
0.500 |
153.08 |
0.382 |
153.03 |
LOW |
152.88 |
0.618 |
152.63 |
1.000 |
152.48 |
1.618 |
152.23 |
2.618 |
151.83 |
4.250 |
151.18 |
|
|
Fisher Pivots for day following 03-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
153.08 |
153.37 |
PP |
153.07 |
153.26 |
S1 |
153.05 |
153.15 |
|