Euro Bund Future March 2015
| Trading Metrics calculated at close of trading on 08-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2014 |
08-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
153.04 |
152.72 |
-0.32 |
-0.2% |
153.84 |
| High |
153.17 |
153.70 |
0.53 |
0.3% |
153.86 |
| Low |
152.50 |
152.59 |
0.09 |
0.1% |
152.50 |
| Close |
152.68 |
153.49 |
0.81 |
0.5% |
152.68 |
| Range |
0.67 |
1.11 |
0.44 |
65.7% |
1.36 |
| ATR |
0.53 |
0.58 |
0.04 |
7.7% |
0.00 |
| Volume |
622,808 |
760,944 |
138,136 |
22.2% |
3,386,486 |
|
| Daily Pivots for day following 08-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
156.59 |
156.15 |
154.10 |
|
| R3 |
155.48 |
155.04 |
153.80 |
|
| R2 |
154.37 |
154.37 |
153.69 |
|
| R1 |
153.93 |
153.93 |
153.59 |
154.15 |
| PP |
153.26 |
153.26 |
153.26 |
153.37 |
| S1 |
152.82 |
152.82 |
153.39 |
153.04 |
| S2 |
152.15 |
152.15 |
153.29 |
|
| S3 |
151.04 |
151.71 |
153.18 |
|
| S4 |
149.93 |
150.60 |
152.88 |
|
|
| 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 |
153.70 |
152.50 |
1.20 |
0.8% |
0.66 |
0.4% |
83% |
True |
False |
741,511 |
| 10 |
153.86 |
152.50 |
1.36 |
0.9% |
0.57 |
0.4% |
73% |
False |
False |
462,249 |
| 20 |
153.86 |
151.72 |
2.14 |
1.4% |
0.51 |
0.3% |
83% |
False |
False |
238,905 |
| 40 |
153.86 |
150.77 |
3.09 |
2.0% |
0.59 |
0.4% |
88% |
False |
False |
121,042 |
| 60 |
153.86 |
148.17 |
5.69 |
3.7% |
0.55 |
0.4% |
93% |
False |
False |
80,946 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
158.42 |
|
2.618 |
156.61 |
|
1.618 |
155.50 |
|
1.000 |
154.81 |
|
0.618 |
154.39 |
|
HIGH |
153.70 |
|
0.618 |
153.28 |
|
0.500 |
153.15 |
|
0.382 |
153.01 |
|
LOW |
152.59 |
|
0.618 |
151.90 |
|
1.000 |
151.48 |
|
1.618 |
150.79 |
|
2.618 |
149.68 |
|
4.250 |
147.87 |
|
|
| Fisher Pivots for day following 08-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
153.38 |
153.36 |
| PP |
153.26 |
153.23 |
| S1 |
153.15 |
153.10 |
|