Euro Bund Future March 2015
Trading Metrics calculated at close of trading on 09-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2014 |
09-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
152.72 |
153.56 |
0.84 |
0.6% |
153.84 |
High |
153.70 |
153.98 |
0.28 |
0.2% |
153.86 |
Low |
152.59 |
153.45 |
0.86 |
0.6% |
152.50 |
Close |
153.49 |
153.91 |
0.42 |
0.3% |
152.68 |
Range |
1.11 |
0.53 |
-0.58 |
-52.3% |
1.36 |
ATR |
0.58 |
0.57 |
0.00 |
-0.6% |
0.00 |
Volume |
760,944 |
515,533 |
-245,411 |
-32.3% |
3,386,486 |
|
Daily Pivots for day following 09-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
155.37 |
155.17 |
154.20 |
|
R3 |
154.84 |
154.64 |
154.06 |
|
R2 |
154.31 |
154.31 |
154.01 |
|
R1 |
154.11 |
154.11 |
153.96 |
154.21 |
PP |
153.78 |
153.78 |
153.78 |
153.83 |
S1 |
153.58 |
153.58 |
153.86 |
153.68 |
S2 |
153.25 |
153.25 |
153.81 |
|
S3 |
152.72 |
153.05 |
153.76 |
|
S4 |
152.19 |
152.52 |
153.62 |
|
|
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 |
153.98 |
152.50 |
1.48 |
1.0% |
0.70 |
0.5% |
95% |
True |
False |
694,962 |
10 |
153.98 |
152.50 |
1.48 |
1.0% |
0.58 |
0.4% |
95% |
True |
False |
508,708 |
20 |
153.98 |
151.72 |
2.26 |
1.5% |
0.52 |
0.3% |
97% |
True |
False |
264,080 |
40 |
153.98 |
150.77 |
3.21 |
2.1% |
0.58 |
0.4% |
98% |
True |
False |
133,907 |
60 |
153.98 |
148.17 |
5.81 |
3.8% |
0.55 |
0.4% |
99% |
True |
False |
89,535 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
156.23 |
2.618 |
155.37 |
1.618 |
154.84 |
1.000 |
154.51 |
0.618 |
154.31 |
HIGH |
153.98 |
0.618 |
153.78 |
0.500 |
153.72 |
0.382 |
153.65 |
LOW |
153.45 |
0.618 |
153.12 |
1.000 |
152.92 |
1.618 |
152.59 |
2.618 |
152.06 |
4.250 |
151.20 |
|
|
Fisher Pivots for day following 09-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
153.85 |
153.69 |
PP |
153.78 |
153.46 |
S1 |
153.72 |
153.24 |
|