Euro Bund Future March 2015
Trading Metrics calculated at close of trading on 10-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2014 |
10-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
153.56 |
153.83 |
0.27 |
0.2% |
153.84 |
High |
153.98 |
154.23 |
0.25 |
0.2% |
153.86 |
Low |
153.45 |
153.82 |
0.37 |
0.2% |
152.50 |
Close |
153.91 |
153.97 |
0.06 |
0.0% |
152.68 |
Range |
0.53 |
0.41 |
-0.12 |
-22.6% |
1.36 |
ATR |
0.57 |
0.56 |
-0.01 |
-2.0% |
0.00 |
Volume |
515,533 |
606,427 |
90,894 |
17.6% |
3,386,486 |
|
Daily Pivots for day following 10-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
155.24 |
155.01 |
154.20 |
|
R3 |
154.83 |
154.60 |
154.08 |
|
R2 |
154.42 |
154.42 |
154.05 |
|
R1 |
154.19 |
154.19 |
154.01 |
154.31 |
PP |
154.01 |
154.01 |
154.01 |
154.06 |
S1 |
153.78 |
153.78 |
153.93 |
153.90 |
S2 |
153.60 |
153.60 |
153.89 |
|
S3 |
153.19 |
153.37 |
153.86 |
|
S4 |
152.78 |
152.96 |
153.74 |
|
|
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 |
154.23 |
152.50 |
1.73 |
1.1% |
0.70 |
0.5% |
85% |
True |
False |
654,392 |
10 |
154.23 |
152.50 |
1.73 |
1.1% |
0.58 |
0.4% |
85% |
True |
False |
561,070 |
20 |
154.23 |
151.72 |
2.51 |
1.6% |
0.52 |
0.3% |
90% |
True |
False |
294,102 |
40 |
154.23 |
150.77 |
3.46 |
2.2% |
0.55 |
0.4% |
92% |
True |
False |
148,966 |
60 |
154.23 |
148.17 |
6.06 |
3.9% |
0.55 |
0.4% |
96% |
True |
False |
99,641 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
155.97 |
2.618 |
155.30 |
1.618 |
154.89 |
1.000 |
154.64 |
0.618 |
154.48 |
HIGH |
154.23 |
0.618 |
154.07 |
0.500 |
154.03 |
0.382 |
153.98 |
LOW |
153.82 |
0.618 |
153.57 |
1.000 |
153.41 |
1.618 |
153.16 |
2.618 |
152.75 |
4.250 |
152.08 |
|
|
Fisher Pivots for day following 10-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
154.03 |
153.78 |
PP |
154.01 |
153.60 |
S1 |
153.99 |
153.41 |
|