Euro Bund Future December 2014
Trading Metrics calculated at close of trading on 02-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2014 |
02-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
149.72 |
150.33 |
0.61 |
0.4% |
148.77 |
High |
150.42 |
150.35 |
-0.07 |
0.0% |
149.72 |
Low |
149.65 |
149.85 |
0.20 |
0.1% |
148.57 |
Close |
150.21 |
150.12 |
-0.09 |
-0.1% |
149.44 |
Range |
0.77 |
0.50 |
-0.27 |
-35.1% |
1.15 |
ATR |
0.58 |
0.57 |
-0.01 |
-1.0% |
0.00 |
Volume |
895,834 |
629,706 |
-266,128 |
-29.7% |
3,101,976 |
|
Daily Pivots for day following 02-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
151.61 |
151.36 |
150.40 |
|
R3 |
151.11 |
150.86 |
150.26 |
|
R2 |
150.61 |
150.61 |
150.21 |
|
R1 |
150.36 |
150.36 |
150.17 |
150.24 |
PP |
150.11 |
150.11 |
150.11 |
150.04 |
S1 |
149.86 |
149.86 |
150.07 |
149.74 |
S2 |
149.61 |
149.61 |
150.03 |
|
S3 |
149.11 |
149.36 |
149.98 |
|
S4 |
148.61 |
148.86 |
149.85 |
|
|
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 |
149.21 |
1.21 |
0.8% |
0.54 |
0.4% |
75% |
False |
False |
775,797 |
10 |
150.42 |
147.63 |
2.79 |
1.9% |
0.56 |
0.4% |
89% |
False |
False |
693,568 |
20 |
150.42 |
147.63 |
2.79 |
1.9% |
0.57 |
0.4% |
89% |
False |
False |
719,939 |
40 |
150.42 |
146.98 |
3.44 |
2.3% |
0.54 |
0.4% |
91% |
False |
False |
440,099 |
60 |
150.42 |
145.58 |
4.84 |
3.2% |
0.49 |
0.3% |
94% |
False |
False |
293,576 |
80 |
150.42 |
143.20 |
7.22 |
4.8% |
0.41 |
0.3% |
96% |
False |
False |
220,185 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
152.48 |
2.618 |
151.66 |
1.618 |
151.16 |
1.000 |
150.85 |
0.618 |
150.66 |
HIGH |
150.35 |
0.618 |
150.16 |
0.500 |
150.10 |
0.382 |
150.04 |
LOW |
149.85 |
0.618 |
149.54 |
1.000 |
149.35 |
1.618 |
149.04 |
2.618 |
148.54 |
4.250 |
147.73 |
|
|
Fisher Pivots for day following 02-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
150.11 |
150.03 |
PP |
150.11 |
149.95 |
S1 |
150.10 |
149.86 |
|