Euro Bund Future December 2014
Trading Metrics calculated at close of trading on 08-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2014 |
08-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
150.16 |
150.18 |
0.02 |
0.0% |
149.46 |
High |
150.35 |
150.43 |
0.08 |
0.1% |
150.42 |
Low |
149.83 |
149.95 |
0.12 |
0.1% |
149.21 |
Close |
150.11 |
150.20 |
0.09 |
0.1% |
149.82 |
Range |
0.52 |
0.48 |
-0.04 |
-7.7% |
1.21 |
ATR |
0.57 |
0.56 |
-0.01 |
-1.1% |
0.00 |
Volume |
766,186 |
945,189 |
179,003 |
23.4% |
3,880,162 |
|
Daily Pivots for day following 08-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
151.63 |
151.40 |
150.46 |
|
R3 |
151.15 |
150.92 |
150.33 |
|
R2 |
150.67 |
150.67 |
150.29 |
|
R1 |
150.44 |
150.44 |
150.24 |
150.56 |
PP |
150.19 |
150.19 |
150.19 |
150.25 |
S1 |
149.96 |
149.96 |
150.16 |
150.08 |
S2 |
149.71 |
149.71 |
150.11 |
|
S3 |
149.23 |
149.48 |
150.07 |
|
S4 |
148.75 |
149.00 |
149.94 |
|
|
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 |
150.43 |
149.45 |
0.98 |
0.7% |
0.48 |
0.3% |
77% |
True |
False |
750,384 |
10 |
150.43 |
148.90 |
1.53 |
1.0% |
0.52 |
0.3% |
85% |
True |
False |
772,603 |
20 |
150.43 |
147.63 |
2.80 |
1.9% |
0.55 |
0.4% |
92% |
True |
False |
711,631 |
40 |
150.43 |
147.20 |
3.23 |
2.2% |
0.55 |
0.4% |
93% |
True |
False |
517,884 |
60 |
150.43 |
145.75 |
4.68 |
3.1% |
0.51 |
0.3% |
95% |
True |
False |
345,609 |
80 |
150.43 |
143.73 |
6.70 |
4.5% |
0.44 |
0.3% |
97% |
True |
False |
259,213 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
152.47 |
2.618 |
151.69 |
1.618 |
151.21 |
1.000 |
150.91 |
0.618 |
150.73 |
HIGH |
150.43 |
0.618 |
150.25 |
0.500 |
150.19 |
0.382 |
150.13 |
LOW |
149.95 |
0.618 |
149.65 |
1.000 |
149.47 |
1.618 |
149.17 |
2.618 |
148.69 |
4.250 |
147.91 |
|
|
Fisher Pivots for day following 08-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
150.20 |
150.18 |
PP |
150.19 |
150.15 |
S1 |
150.19 |
150.13 |
|