Euro Bund Future December 2014
Trading Metrics calculated at close of trading on 01-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2014 |
01-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
149.47 |
149.72 |
0.25 |
0.2% |
148.77 |
High |
149.80 |
150.42 |
0.62 |
0.4% |
149.72 |
Low |
149.30 |
149.65 |
0.35 |
0.2% |
148.57 |
Close |
149.70 |
150.21 |
0.51 |
0.3% |
149.44 |
Range |
0.50 |
0.77 |
0.27 |
54.0% |
1.15 |
ATR |
0.57 |
0.58 |
0.01 |
2.6% |
0.00 |
Volume |
892,526 |
895,834 |
3,308 |
0.4% |
3,101,976 |
|
Daily Pivots for day following 01-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
152.40 |
152.08 |
150.63 |
|
R3 |
151.63 |
151.31 |
150.42 |
|
R2 |
150.86 |
150.86 |
150.35 |
|
R1 |
150.54 |
150.54 |
150.28 |
150.70 |
PP |
150.09 |
150.09 |
150.09 |
150.18 |
S1 |
149.77 |
149.77 |
150.14 |
149.93 |
S2 |
149.32 |
149.32 |
150.07 |
|
S3 |
148.55 |
149.00 |
150.00 |
|
S4 |
147.78 |
148.23 |
149.79 |
|
|
Weekly Pivots for week ending 26-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
152.69 |
152.22 |
150.07 |
|
R3 |
151.54 |
151.07 |
149.76 |
|
R2 |
150.39 |
150.39 |
149.65 |
|
R1 |
149.92 |
149.92 |
149.55 |
150.16 |
PP |
149.24 |
149.24 |
149.24 |
149.36 |
S1 |
148.77 |
148.77 |
149.33 |
149.01 |
S2 |
148.09 |
148.09 |
149.23 |
|
S3 |
146.94 |
147.62 |
149.12 |
|
S4 |
145.79 |
146.47 |
148.81 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
150.42 |
148.90 |
1.52 |
1.0% |
0.56 |
0.4% |
86% |
True |
False |
794,822 |
10 |
150.42 |
147.63 |
2.79 |
1.9% |
0.58 |
0.4% |
92% |
True |
False |
706,956 |
20 |
150.42 |
147.63 |
2.79 |
1.9% |
0.60 |
0.4% |
92% |
True |
False |
746,102 |
40 |
150.42 |
146.30 |
4.12 |
2.7% |
0.55 |
0.4% |
95% |
True |
False |
424,377 |
60 |
150.42 |
145.46 |
4.96 |
3.3% |
0.49 |
0.3% |
96% |
True |
False |
283,081 |
80 |
150.42 |
142.90 |
7.52 |
5.0% |
0.41 |
0.3% |
97% |
True |
False |
212,314 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
153.69 |
2.618 |
152.44 |
1.618 |
151.67 |
1.000 |
151.19 |
0.618 |
150.90 |
HIGH |
150.42 |
0.618 |
150.13 |
0.500 |
150.04 |
0.382 |
149.94 |
LOW |
149.65 |
0.618 |
149.17 |
1.000 |
148.88 |
1.618 |
148.40 |
2.618 |
147.63 |
4.250 |
146.38 |
|
|
Fisher Pivots for day following 01-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
150.15 |
150.08 |
PP |
150.09 |
149.95 |
S1 |
150.04 |
149.82 |
|