Euro Bund Future December 2014
Trading Metrics calculated at close of trading on 06-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2014 |
06-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
149.99 |
149.94 |
-0.05 |
0.0% |
149.46 |
High |
150.07 |
150.23 |
0.16 |
0.1% |
150.42 |
Low |
149.45 |
149.93 |
0.48 |
0.3% |
149.21 |
Close |
149.82 |
150.12 |
0.30 |
0.2% |
149.82 |
Range |
0.62 |
0.30 |
-0.32 |
-51.6% |
1.21 |
ATR |
0.58 |
0.57 |
-0.01 |
-2.1% |
0.00 |
Volume |
569,577 |
841,263 |
271,686 |
47.7% |
3,880,162 |
|
Daily Pivots for day following 06-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
150.99 |
150.86 |
150.29 |
|
R3 |
150.69 |
150.56 |
150.20 |
|
R2 |
150.39 |
150.39 |
150.18 |
|
R1 |
150.26 |
150.26 |
150.15 |
150.33 |
PP |
150.09 |
150.09 |
150.09 |
150.13 |
S1 |
149.96 |
149.96 |
150.09 |
150.03 |
S2 |
149.79 |
149.79 |
150.07 |
|
S3 |
149.49 |
149.66 |
150.04 |
|
S4 |
149.19 |
149.36 |
149.96 |
|
|
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 |
149.30 |
1.12 |
0.7% |
0.54 |
0.4% |
73% |
False |
False |
765,781 |
10 |
150.42 |
148.78 |
1.64 |
1.1% |
0.50 |
0.3% |
82% |
False |
False |
723,245 |
20 |
150.42 |
147.63 |
2.79 |
1.9% |
0.54 |
0.4% |
89% |
False |
False |
712,384 |
40 |
150.42 |
147.20 |
3.22 |
2.1% |
0.53 |
0.4% |
91% |
False |
False |
475,264 |
60 |
150.42 |
145.64 |
4.78 |
3.2% |
0.50 |
0.3% |
94% |
False |
False |
317,089 |
80 |
150.42 |
143.20 |
7.22 |
4.8% |
0.42 |
0.3% |
96% |
False |
False |
237,821 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
151.51 |
2.618 |
151.02 |
1.618 |
150.72 |
1.000 |
150.53 |
0.618 |
150.42 |
HIGH |
150.23 |
0.618 |
150.12 |
0.500 |
150.08 |
0.382 |
150.04 |
LOW |
149.93 |
0.618 |
149.74 |
1.000 |
149.63 |
1.618 |
149.44 |
2.618 |
149.14 |
4.250 |
148.66 |
|
|
Fisher Pivots for day following 06-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
150.11 |
150.05 |
PP |
150.09 |
149.97 |
S1 |
150.08 |
149.90 |
|