Euro Bund Future December 2014
| Trading Metrics calculated at close of trading on 20-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2014 |
20-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
151.65 |
151.15 |
-0.50 |
-0.3% |
151.37 |
| High |
151.75 |
151.77 |
0.02 |
0.0% |
151.93 |
| Low |
150.94 |
151.09 |
0.15 |
0.1% |
150.97 |
| Close |
151.13 |
151.64 |
0.51 |
0.3% |
151.74 |
| Range |
0.81 |
0.68 |
-0.13 |
-16.0% |
0.96 |
| ATR |
0.58 |
0.58 |
0.01 |
1.3% |
0.00 |
| Volume |
756,936 |
565,857 |
-191,079 |
-25.2% |
2,478,279 |
|
| Daily Pivots for day following 20-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
153.54 |
153.27 |
152.01 |
|
| R3 |
152.86 |
152.59 |
151.83 |
|
| R2 |
152.18 |
152.18 |
151.76 |
|
| R1 |
151.91 |
151.91 |
151.70 |
152.05 |
| PP |
151.50 |
151.50 |
151.50 |
151.57 |
| S1 |
151.23 |
151.23 |
151.58 |
151.37 |
| S2 |
150.82 |
150.82 |
151.52 |
|
| S3 |
150.14 |
150.55 |
151.45 |
|
| S4 |
149.46 |
149.87 |
151.27 |
|
|
| Weekly Pivots for week ending 14-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
154.43 |
154.04 |
152.27 |
|
| R3 |
153.47 |
153.08 |
152.00 |
|
| R2 |
152.51 |
152.51 |
151.92 |
|
| R1 |
152.12 |
152.12 |
151.83 |
152.32 |
| PP |
151.55 |
151.55 |
151.55 |
151.64 |
| S1 |
151.16 |
151.16 |
151.65 |
151.36 |
| S2 |
150.59 |
150.59 |
151.56 |
|
| S3 |
149.63 |
150.20 |
151.48 |
|
| S4 |
148.67 |
149.24 |
151.21 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
152.08 |
150.94 |
1.14 |
0.8% |
0.53 |
0.4% |
61% |
False |
False |
616,144 |
| 10 |
152.08 |
150.78 |
1.30 |
0.9% |
0.51 |
0.3% |
66% |
False |
False |
543,803 |
| 20 |
152.08 |
150.06 |
2.02 |
1.3% |
0.54 |
0.4% |
78% |
False |
False |
580,493 |
| 40 |
152.49 |
149.21 |
3.28 |
2.2% |
0.62 |
0.4% |
74% |
False |
False |
703,631 |
| 60 |
152.49 |
147.63 |
4.86 |
3.2% |
0.61 |
0.4% |
83% |
False |
False |
695,121 |
| 80 |
152.49 |
145.82 |
6.67 |
4.4% |
0.58 |
0.4% |
87% |
False |
False |
523,436 |
| 100 |
152.49 |
144.28 |
8.21 |
5.4% |
0.53 |
0.3% |
90% |
False |
False |
418,809 |
| 120 |
152.49 |
142.90 |
9.59 |
6.3% |
0.47 |
0.3% |
91% |
False |
False |
349,009 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
154.66 |
|
2.618 |
153.55 |
|
1.618 |
152.87 |
|
1.000 |
152.45 |
|
0.618 |
152.19 |
|
HIGH |
151.77 |
|
0.618 |
151.51 |
|
0.500 |
151.43 |
|
0.382 |
151.35 |
|
LOW |
151.09 |
|
0.618 |
150.67 |
|
1.000 |
150.41 |
|
1.618 |
149.99 |
|
2.618 |
149.31 |
|
4.250 |
148.20 |
|
|
| Fisher Pivots for day following 20-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
151.57 |
151.56 |
| PP |
151.50 |
151.48 |
| S1 |
151.43 |
151.40 |
|