Euro Bund Future December 2014
Trading Metrics calculated at close of trading on 03-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2014 |
03-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
150.33 |
149.99 |
-0.34 |
-0.2% |
149.46 |
High |
150.35 |
150.07 |
-0.28 |
-0.2% |
150.42 |
Low |
149.85 |
149.45 |
-0.40 |
-0.3% |
149.21 |
Close |
150.12 |
149.82 |
-0.30 |
-0.2% |
149.82 |
Range |
0.50 |
0.62 |
0.12 |
24.0% |
1.21 |
ATR |
0.57 |
0.58 |
0.01 |
1.2% |
0.00 |
Volume |
629,706 |
569,577 |
-60,129 |
-9.5% |
3,880,162 |
|
Daily Pivots for day following 03-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
151.64 |
151.35 |
150.16 |
|
R3 |
151.02 |
150.73 |
149.99 |
|
R2 |
150.40 |
150.40 |
149.93 |
|
R1 |
150.11 |
150.11 |
149.88 |
149.95 |
PP |
149.78 |
149.78 |
149.78 |
149.70 |
S1 |
149.49 |
149.49 |
149.76 |
149.33 |
S2 |
149.16 |
149.16 |
149.71 |
|
S3 |
148.54 |
148.87 |
149.65 |
|
S4 |
147.92 |
148.25 |
149.48 |
|
|
Weekly Pivots for week ending 03-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
153.45 |
152.84 |
150.49 |
|
R3 |
152.24 |
151.63 |
150.15 |
|
R2 |
151.03 |
151.03 |
150.04 |
|
R1 |
150.42 |
150.42 |
149.93 |
150.73 |
PP |
149.82 |
149.82 |
149.82 |
149.97 |
S1 |
149.21 |
149.21 |
149.71 |
149.52 |
S2 |
148.61 |
148.61 |
149.60 |
|
S3 |
147.40 |
148.00 |
149.49 |
|
S4 |
146.19 |
146.79 |
149.15 |
|
|
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% |
0.57 |
0.4% |
50% |
False |
False |
776,032 |
10 |
150.42 |
148.57 |
1.85 |
1.2% |
0.51 |
0.3% |
68% |
False |
False |
698,213 |
20 |
150.42 |
147.63 |
2.79 |
1.9% |
0.57 |
0.4% |
78% |
False |
False |
718,262 |
40 |
150.42 |
147.20 |
3.22 |
2.1% |
0.54 |
0.4% |
81% |
False |
False |
454,318 |
60 |
150.42 |
145.58 |
4.84 |
3.2% |
0.49 |
0.3% |
88% |
False |
False |
303,068 |
80 |
150.42 |
143.20 |
7.22 |
4.8% |
0.42 |
0.3% |
92% |
False |
False |
227,305 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
152.71 |
2.618 |
151.69 |
1.618 |
151.07 |
1.000 |
150.69 |
0.618 |
150.45 |
HIGH |
150.07 |
0.618 |
149.83 |
0.500 |
149.76 |
0.382 |
149.69 |
LOW |
149.45 |
0.618 |
149.07 |
1.000 |
148.83 |
1.618 |
148.45 |
2.618 |
147.83 |
4.250 |
146.82 |
|
|
Fisher Pivots for day following 03-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
149.80 |
149.94 |
PP |
149.78 |
149.90 |
S1 |
149.76 |
149.86 |
|