Euro Bund Future March 2015
Trading Metrics calculated at close of trading on 05-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2014 |
05-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
153.10 |
153.04 |
-0.06 |
0.0% |
153.84 |
High |
153.33 |
153.17 |
-0.16 |
-0.1% |
153.86 |
Low |
152.56 |
152.50 |
-0.06 |
0.0% |
152.50 |
Close |
152.82 |
152.68 |
-0.14 |
-0.1% |
152.68 |
Range |
0.77 |
0.67 |
-0.10 |
-13.0% |
1.36 |
ATR |
0.52 |
0.53 |
0.01 |
2.0% |
0.00 |
Volume |
766,252 |
622,808 |
-143,444 |
-18.7% |
3,386,486 |
|
Daily Pivots for day following 05-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
154.79 |
154.41 |
153.05 |
|
R3 |
154.12 |
153.74 |
152.86 |
|
R2 |
153.45 |
153.45 |
152.80 |
|
R1 |
153.07 |
153.07 |
152.74 |
152.93 |
PP |
152.78 |
152.78 |
152.78 |
152.71 |
S1 |
152.40 |
152.40 |
152.62 |
152.26 |
S2 |
152.11 |
152.11 |
152.56 |
|
S3 |
151.44 |
151.73 |
152.50 |
|
S4 |
150.77 |
151.06 |
152.31 |
|
|
Weekly Pivots for week ending 05-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
157.09 |
156.25 |
153.43 |
|
R3 |
155.73 |
154.89 |
153.05 |
|
R2 |
154.37 |
154.37 |
152.93 |
|
R1 |
153.53 |
153.53 |
152.80 |
153.27 |
PP |
153.01 |
153.01 |
153.01 |
152.89 |
S1 |
152.17 |
152.17 |
152.56 |
151.91 |
S2 |
151.65 |
151.65 |
152.43 |
|
S3 |
150.29 |
150.81 |
152.31 |
|
S4 |
148.93 |
149.45 |
151.93 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
153.86 |
152.50 |
1.36 |
0.9% |
0.61 |
0.4% |
13% |
False |
True |
677,297 |
10 |
153.86 |
152.50 |
1.36 |
0.9% |
0.49 |
0.3% |
13% |
False |
True |
388,591 |
20 |
153.86 |
151.72 |
2.14 |
1.4% |
0.48 |
0.3% |
45% |
False |
False |
201,003 |
40 |
153.86 |
150.77 |
3.09 |
2.0% |
0.57 |
0.4% |
62% |
False |
False |
102,056 |
60 |
153.86 |
148.17 |
5.69 |
3.7% |
0.54 |
0.4% |
79% |
False |
False |
68,264 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
156.02 |
2.618 |
154.92 |
1.618 |
154.25 |
1.000 |
153.84 |
0.618 |
153.58 |
HIGH |
153.17 |
0.618 |
152.91 |
0.500 |
152.84 |
0.382 |
152.76 |
LOW |
152.50 |
0.618 |
152.09 |
1.000 |
151.83 |
1.618 |
151.42 |
2.618 |
150.75 |
4.250 |
149.65 |
|
|
Fisher Pivots for day following 05-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
152.84 |
152.92 |
PP |
152.78 |
152.84 |
S1 |
152.73 |
152.76 |
|