Euro Bund Future March 2015
Trading Metrics calculated at close of trading on 12-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2014 |
12-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
154.13 |
154.29 |
0.16 |
0.1% |
152.72 |
High |
154.33 |
154.80 |
0.47 |
0.3% |
154.80 |
Low |
153.96 |
154.23 |
0.27 |
0.2% |
152.59 |
Close |
154.06 |
154.73 |
0.67 |
0.4% |
154.73 |
Range |
0.37 |
0.57 |
0.20 |
54.1% |
2.21 |
ATR |
0.55 |
0.56 |
0.01 |
2.5% |
0.00 |
Volume |
555,954 |
472,300 |
-83,654 |
-15.0% |
2,911,158 |
|
Daily Pivots for day following 12-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
156.30 |
156.08 |
155.04 |
|
R3 |
155.73 |
155.51 |
154.89 |
|
R2 |
155.16 |
155.16 |
154.83 |
|
R1 |
154.94 |
154.94 |
154.78 |
155.05 |
PP |
154.59 |
154.59 |
154.59 |
154.64 |
S1 |
154.37 |
154.37 |
154.68 |
154.48 |
S2 |
154.02 |
154.02 |
154.63 |
|
S3 |
153.45 |
153.80 |
154.57 |
|
S4 |
152.88 |
153.23 |
154.42 |
|
|
Weekly Pivots for week ending 12-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
160.67 |
159.91 |
155.95 |
|
R3 |
158.46 |
157.70 |
155.34 |
|
R2 |
156.25 |
156.25 |
155.14 |
|
R1 |
155.49 |
155.49 |
154.93 |
155.87 |
PP |
154.04 |
154.04 |
154.04 |
154.23 |
S1 |
153.28 |
153.28 |
154.53 |
153.66 |
S2 |
151.83 |
151.83 |
154.32 |
|
S3 |
149.62 |
151.07 |
154.12 |
|
S4 |
147.41 |
148.86 |
153.51 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
154.80 |
152.59 |
2.21 |
1.4% |
0.60 |
0.4% |
97% |
True |
False |
582,231 |
10 |
154.80 |
152.50 |
2.30 |
1.5% |
0.61 |
0.4% |
97% |
True |
False |
629,764 |
20 |
154.80 |
151.72 |
3.08 |
2.0% |
0.53 |
0.3% |
98% |
True |
False |
344,413 |
40 |
154.80 |
150.77 |
4.03 |
2.6% |
0.52 |
0.3% |
98% |
True |
False |
174,167 |
60 |
154.80 |
149.15 |
5.65 |
3.7% |
0.54 |
0.4% |
99% |
True |
False |
116,777 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
157.22 |
2.618 |
156.29 |
1.618 |
155.72 |
1.000 |
155.37 |
0.618 |
155.15 |
HIGH |
154.80 |
0.618 |
154.58 |
0.500 |
154.52 |
0.382 |
154.45 |
LOW |
154.23 |
0.618 |
153.88 |
1.000 |
153.66 |
1.618 |
153.31 |
2.618 |
152.74 |
4.250 |
151.81 |
|
|
Fisher Pivots for day following 12-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
154.66 |
154.59 |
PP |
154.59 |
154.45 |
S1 |
154.52 |
154.31 |
|