Euro Bund Future December 2014
Trading Metrics calculated at close of trading on 07-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2014 |
07-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
149.94 |
150.16 |
0.22 |
0.1% |
149.46 |
High |
150.23 |
150.35 |
0.12 |
0.1% |
150.42 |
Low |
149.93 |
149.83 |
-0.10 |
-0.1% |
149.21 |
Close |
150.12 |
150.11 |
-0.01 |
0.0% |
149.82 |
Range |
0.30 |
0.52 |
0.22 |
73.3% |
1.21 |
ATR |
0.57 |
0.57 |
0.00 |
-0.6% |
0.00 |
Volume |
841,263 |
766,186 |
-75,077 |
-8.9% |
3,880,162 |
|
Daily Pivots for day following 07-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
151.66 |
151.40 |
150.40 |
|
R3 |
151.14 |
150.88 |
150.25 |
|
R2 |
150.62 |
150.62 |
150.21 |
|
R1 |
150.36 |
150.36 |
150.16 |
150.23 |
PP |
150.10 |
150.10 |
150.10 |
150.03 |
S1 |
149.84 |
149.84 |
150.06 |
149.71 |
S2 |
149.58 |
149.58 |
150.01 |
|
S3 |
149.06 |
149.32 |
149.97 |
|
S4 |
148.54 |
148.80 |
149.82 |
|
|
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 |
149.45 |
0.97 |
0.6% |
0.54 |
0.4% |
68% |
False |
False |
740,513 |
10 |
150.42 |
148.78 |
1.64 |
1.1% |
0.51 |
0.3% |
81% |
False |
False |
741,660 |
20 |
150.42 |
147.63 |
2.79 |
1.9% |
0.54 |
0.4% |
89% |
False |
False |
708,873 |
40 |
150.42 |
147.20 |
3.22 |
2.1% |
0.54 |
0.4% |
90% |
False |
False |
494,406 |
60 |
150.42 |
145.71 |
4.71 |
3.1% |
0.50 |
0.3% |
93% |
False |
False |
329,858 |
80 |
150.42 |
143.20 |
7.22 |
4.8% |
0.43 |
0.3% |
96% |
False |
False |
247,398 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
152.56 |
2.618 |
151.71 |
1.618 |
151.19 |
1.000 |
150.87 |
0.618 |
150.67 |
HIGH |
150.35 |
0.618 |
150.15 |
0.500 |
150.09 |
0.382 |
150.03 |
LOW |
149.83 |
0.618 |
149.51 |
1.000 |
149.31 |
1.618 |
148.99 |
2.618 |
148.47 |
4.250 |
147.62 |
|
|
Fisher Pivots for day following 07-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
150.10 |
150.04 |
PP |
150.10 |
149.97 |
S1 |
150.09 |
149.90 |
|