Euro Bund Future March 2015
Trading Metrics calculated at close of trading on 04-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2014 |
04-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
153.10 |
153.10 |
0.00 |
0.0% |
152.78 |
High |
153.28 |
153.33 |
0.05 |
0.0% |
153.84 |
Low |
152.88 |
152.56 |
-0.32 |
-0.2% |
152.60 |
Close |
153.04 |
152.82 |
-0.22 |
-0.1% |
153.69 |
Range |
0.40 |
0.77 |
0.37 |
92.5% |
1.24 |
ATR |
0.50 |
0.52 |
0.02 |
3.7% |
0.00 |
Volume |
809,273 |
766,252 |
-43,021 |
-5.3% |
499,424 |
|
Daily Pivots for day following 04-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
155.21 |
154.79 |
153.24 |
|
R3 |
154.44 |
154.02 |
153.03 |
|
R2 |
153.67 |
153.67 |
152.96 |
|
R1 |
153.25 |
153.25 |
152.89 |
153.08 |
PP |
152.90 |
152.90 |
152.90 |
152.82 |
S1 |
152.48 |
152.48 |
152.75 |
152.31 |
S2 |
152.13 |
152.13 |
152.68 |
|
S3 |
151.36 |
151.71 |
152.61 |
|
S4 |
150.59 |
150.94 |
152.40 |
|
|
Weekly Pivots for week ending 28-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
157.10 |
156.63 |
154.37 |
|
R3 |
155.86 |
155.39 |
154.03 |
|
R2 |
154.62 |
154.62 |
153.92 |
|
R1 |
154.15 |
154.15 |
153.80 |
154.39 |
PP |
153.38 |
153.38 |
153.38 |
153.49 |
S1 |
152.91 |
152.91 |
153.58 |
153.15 |
S2 |
152.14 |
152.14 |
153.46 |
|
S3 |
150.90 |
151.67 |
153.35 |
|
S4 |
149.66 |
150.43 |
153.01 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
153.86 |
152.56 |
1.30 |
0.9% |
0.53 |
0.3% |
20% |
False |
True |
603,092 |
10 |
153.86 |
152.35 |
1.51 |
1.0% |
0.47 |
0.3% |
31% |
False |
False |
328,670 |
20 |
153.86 |
151.60 |
2.26 |
1.5% |
0.47 |
0.3% |
54% |
False |
False |
170,164 |
40 |
153.86 |
150.72 |
3.14 |
2.1% |
0.57 |
0.4% |
67% |
False |
False |
86,505 |
60 |
153.86 |
148.17 |
5.69 |
3.7% |
0.54 |
0.4% |
82% |
False |
False |
57,887 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
156.60 |
2.618 |
155.35 |
1.618 |
154.58 |
1.000 |
154.10 |
0.618 |
153.81 |
HIGH |
153.33 |
0.618 |
153.04 |
0.500 |
152.95 |
0.382 |
152.85 |
LOW |
152.56 |
0.618 |
152.08 |
1.000 |
151.79 |
1.618 |
151.31 |
2.618 |
150.54 |
4.250 |
149.29 |
|
|
Fisher Pivots for day following 04-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
152.95 |
152.97 |
PP |
152.90 |
152.92 |
S1 |
152.86 |
152.87 |
|