Euro Bund Future December 2014
Trading Metrics calculated at close of trading on 09-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2014 |
09-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
150.18 |
150.32 |
0.14 |
0.1% |
149.46 |
High |
150.43 |
150.78 |
0.35 |
0.2% |
150.42 |
Low |
149.95 |
150.14 |
0.19 |
0.1% |
149.21 |
Close |
150.20 |
150.21 |
0.01 |
0.0% |
149.82 |
Range |
0.48 |
0.64 |
0.16 |
33.3% |
1.21 |
ATR |
0.56 |
0.57 |
0.01 |
1.0% |
0.00 |
Volume |
945,189 |
711,390 |
-233,799 |
-24.7% |
3,880,162 |
|
Daily Pivots for day following 09-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
152.30 |
151.89 |
150.56 |
|
R3 |
151.66 |
151.25 |
150.39 |
|
R2 |
151.02 |
151.02 |
150.33 |
|
R1 |
150.61 |
150.61 |
150.27 |
150.50 |
PP |
150.38 |
150.38 |
150.38 |
150.32 |
S1 |
149.97 |
149.97 |
150.15 |
149.86 |
S2 |
149.74 |
149.74 |
150.09 |
|
S3 |
149.10 |
149.33 |
150.03 |
|
S4 |
148.46 |
148.69 |
149.86 |
|
|
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 |
150.78 |
149.45 |
1.33 |
0.9% |
0.51 |
0.3% |
57% |
True |
False |
766,721 |
10 |
150.78 |
149.21 |
1.57 |
1.0% |
0.53 |
0.4% |
64% |
True |
False |
771,259 |
20 |
150.78 |
147.63 |
3.15 |
2.1% |
0.56 |
0.4% |
82% |
True |
False |
714,284 |
40 |
150.78 |
147.63 |
3.15 |
2.1% |
0.54 |
0.4% |
82% |
True |
False |
535,619 |
60 |
150.78 |
145.82 |
4.96 |
3.3% |
0.51 |
0.3% |
89% |
True |
False |
357,465 |
80 |
150.78 |
143.96 |
6.82 |
4.5% |
0.44 |
0.3% |
92% |
True |
False |
268,105 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
153.50 |
2.618 |
152.46 |
1.618 |
151.82 |
1.000 |
151.42 |
0.618 |
151.18 |
HIGH |
150.78 |
0.618 |
150.54 |
0.500 |
150.46 |
0.382 |
150.38 |
LOW |
150.14 |
0.618 |
149.74 |
1.000 |
149.50 |
1.618 |
149.10 |
2.618 |
148.46 |
4.250 |
147.42 |
|
|
Fisher Pivots for day following 09-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
150.46 |
150.31 |
PP |
150.38 |
150.27 |
S1 |
150.29 |
150.24 |
|