Euro Bund Future December 2014
Trading Metrics calculated at close of trading on 13-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2014 |
13-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
150.30 |
150.75 |
0.45 |
0.3% |
149.94 |
High |
150.58 |
150.76 |
0.18 |
0.1% |
150.78 |
Low |
150.02 |
150.22 |
0.20 |
0.1% |
149.83 |
Close |
150.40 |
150.37 |
-0.03 |
0.0% |
150.40 |
Range |
0.56 |
0.54 |
-0.02 |
-3.6% |
0.95 |
ATR |
0.56 |
0.56 |
0.00 |
-0.3% |
0.00 |
Volume |
474,934 |
959,256 |
484,322 |
102.0% |
3,738,962 |
|
Daily Pivots for day following 13-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
152.07 |
151.76 |
150.67 |
|
R3 |
151.53 |
151.22 |
150.52 |
|
R2 |
150.99 |
150.99 |
150.47 |
|
R1 |
150.68 |
150.68 |
150.42 |
150.57 |
PP |
150.45 |
150.45 |
150.45 |
150.39 |
S1 |
150.14 |
150.14 |
150.32 |
150.03 |
S2 |
149.91 |
149.91 |
150.27 |
|
S3 |
149.37 |
149.60 |
150.22 |
|
S4 |
148.83 |
149.06 |
150.07 |
|
|
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% |
0.55 |
0.4% |
57% |
False |
False |
771,391 |
10 |
150.78 |
149.30 |
1.48 |
1.0% |
0.54 |
0.4% |
72% |
False |
False |
768,586 |
20 |
150.78 |
147.63 |
3.15 |
2.1% |
0.55 |
0.4% |
87% |
False |
False |
723,739 |
40 |
150.78 |
147.63 |
3.15 |
2.1% |
0.54 |
0.4% |
87% |
False |
False |
570,774 |
60 |
150.78 |
145.82 |
4.96 |
3.3% |
0.52 |
0.3% |
92% |
False |
False |
381,349 |
80 |
150.78 |
144.13 |
6.65 |
4.4% |
0.45 |
0.3% |
94% |
False |
False |
286,032 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
153.06 |
2.618 |
152.17 |
1.618 |
151.63 |
1.000 |
151.30 |
0.618 |
151.09 |
HIGH |
150.76 |
0.618 |
150.55 |
0.500 |
150.49 |
0.382 |
150.43 |
LOW |
150.22 |
0.618 |
149.89 |
1.000 |
149.68 |
1.618 |
149.35 |
2.618 |
148.81 |
4.250 |
147.93 |
|
|
Fisher Pivots for day following 13-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
150.49 |
150.40 |
PP |
150.45 |
150.39 |
S1 |
150.41 |
150.38 |
|