Euro Bund Future December 2014
Trading Metrics calculated at close of trading on 10-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2014 |
10-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
150.32 |
150.30 |
-0.02 |
0.0% |
149.94 |
High |
150.78 |
150.58 |
-0.20 |
-0.1% |
150.78 |
Low |
150.14 |
150.02 |
-0.12 |
-0.1% |
149.83 |
Close |
150.21 |
150.40 |
0.19 |
0.1% |
150.40 |
Range |
0.64 |
0.56 |
-0.08 |
-12.5% |
0.95 |
ATR |
0.57 |
0.56 |
0.00 |
-0.1% |
0.00 |
Volume |
711,390 |
474,934 |
-236,456 |
-33.2% |
3,738,962 |
|
Daily Pivots for day following 10-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
152.01 |
151.77 |
150.71 |
|
R3 |
151.45 |
151.21 |
150.55 |
|
R2 |
150.89 |
150.89 |
150.50 |
|
R1 |
150.65 |
150.65 |
150.45 |
150.77 |
PP |
150.33 |
150.33 |
150.33 |
150.40 |
S1 |
150.09 |
150.09 |
150.35 |
150.21 |
S2 |
149.77 |
149.77 |
150.30 |
|
S3 |
149.21 |
149.53 |
150.25 |
|
S4 |
148.65 |
148.97 |
150.09 |
|
|
Weekly Pivots for week ending 10-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
153.19 |
152.74 |
150.92 |
|
R3 |
152.24 |
151.79 |
150.66 |
|
R2 |
151.29 |
151.29 |
150.57 |
|
R1 |
150.84 |
150.84 |
150.49 |
151.07 |
PP |
150.34 |
150.34 |
150.34 |
150.45 |
S1 |
149.89 |
149.89 |
150.31 |
150.12 |
S2 |
149.39 |
149.39 |
150.23 |
|
S3 |
148.44 |
148.94 |
150.14 |
|
S4 |
147.49 |
147.99 |
149.88 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
150.78 |
149.83 |
0.95 |
0.6% |
0.50 |
0.3% |
60% |
False |
False |
747,792 |
10 |
150.78 |
149.21 |
1.57 |
1.0% |
0.54 |
0.4% |
76% |
False |
False |
761,912 |
20 |
150.78 |
147.63 |
3.15 |
2.1% |
0.56 |
0.4% |
88% |
False |
False |
709,779 |
40 |
150.78 |
147.63 |
3.15 |
2.1% |
0.55 |
0.4% |
88% |
False |
False |
546,866 |
60 |
150.78 |
145.82 |
4.96 |
3.3% |
0.52 |
0.3% |
92% |
False |
False |
365,372 |
80 |
150.78 |
143.96 |
6.82 |
4.5% |
0.45 |
0.3% |
94% |
False |
False |
274,042 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
152.96 |
2.618 |
152.05 |
1.618 |
151.49 |
1.000 |
151.14 |
0.618 |
150.93 |
HIGH |
150.58 |
0.618 |
150.37 |
0.500 |
150.30 |
0.382 |
150.23 |
LOW |
150.02 |
0.618 |
149.67 |
1.000 |
149.46 |
1.618 |
149.11 |
2.618 |
148.55 |
4.250 |
147.64 |
|
|
Fisher Pivots for day following 10-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
150.37 |
150.39 |
PP |
150.33 |
150.38 |
S1 |
150.30 |
150.37 |
|