Euro Bund Future December 2014
| Trading Metrics calculated at close of trading on 25-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2014 |
25-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
151.98 |
151.99 |
0.01 |
0.0% |
152.02 |
| High |
152.06 |
152.43 |
0.37 |
0.2% |
152.08 |
| Low |
151.80 |
151.95 |
0.15 |
0.1% |
150.94 |
| Close |
151.88 |
152.32 |
0.44 |
0.3% |
151.97 |
| Range |
0.26 |
0.48 |
0.22 |
84.6% |
1.14 |
| ATR |
0.56 |
0.56 |
0.00 |
-0.1% |
0.00 |
| Volume |
574,522 |
570,857 |
-3,665 |
-0.6% |
2,975,700 |
|
| Daily Pivots for day following 25-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
153.67 |
153.48 |
152.58 |
|
| R3 |
153.19 |
153.00 |
152.45 |
|
| R2 |
152.71 |
152.71 |
152.41 |
|
| R1 |
152.52 |
152.52 |
152.36 |
152.62 |
| PP |
152.23 |
152.23 |
152.23 |
152.28 |
| S1 |
152.04 |
152.04 |
152.28 |
152.14 |
| S2 |
151.75 |
151.75 |
152.23 |
|
| S3 |
151.27 |
151.56 |
152.19 |
|
| S4 |
150.79 |
151.08 |
152.06 |
|
|
| Weekly Pivots for week ending 21-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
155.08 |
154.67 |
152.60 |
|
| R3 |
153.94 |
153.53 |
152.28 |
|
| R2 |
152.80 |
152.80 |
152.18 |
|
| R1 |
152.39 |
152.39 |
152.07 |
152.03 |
| PP |
151.66 |
151.66 |
151.66 |
151.48 |
| S1 |
151.25 |
151.25 |
151.87 |
150.89 |
| S2 |
150.52 |
150.52 |
151.76 |
|
| S3 |
149.38 |
150.11 |
151.66 |
|
| S4 |
148.24 |
148.97 |
151.34 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
152.43 |
150.94 |
1.49 |
1.0% |
0.55 |
0.4% |
93% |
True |
False |
581,726 |
| 10 |
152.43 |
150.94 |
1.49 |
1.0% |
0.48 |
0.3% |
93% |
True |
False |
567,388 |
| 20 |
152.43 |
150.06 |
2.37 |
1.6% |
0.53 |
0.3% |
95% |
True |
False |
579,852 |
| 40 |
152.49 |
149.45 |
3.04 |
2.0% |
0.62 |
0.4% |
94% |
False |
False |
684,441 |
| 60 |
152.49 |
147.63 |
4.86 |
3.2% |
0.61 |
0.4% |
97% |
False |
False |
706,689 |
| 80 |
152.49 |
146.00 |
6.49 |
4.3% |
0.58 |
0.4% |
97% |
False |
False |
543,233 |
| 100 |
152.49 |
145.13 |
7.36 |
4.8% |
0.53 |
0.4% |
98% |
False |
False |
434,667 |
| 120 |
152.49 |
142.90 |
9.59 |
6.3% |
0.47 |
0.3% |
98% |
False |
False |
362,224 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
154.47 |
|
2.618 |
153.69 |
|
1.618 |
153.21 |
|
1.000 |
152.91 |
|
0.618 |
152.73 |
|
HIGH |
152.43 |
|
0.618 |
152.25 |
|
0.500 |
152.19 |
|
0.382 |
152.13 |
|
LOW |
151.95 |
|
0.618 |
151.65 |
|
1.000 |
151.47 |
|
1.618 |
151.17 |
|
2.618 |
150.69 |
|
4.250 |
149.91 |
|
|
| Fisher Pivots for day following 25-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
152.28 |
152.21 |
| PP |
152.23 |
152.10 |
| S1 |
152.19 |
151.99 |
|