Euro Bund Future December 2014
Trading Metrics calculated at close of trading on 14-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2014 |
14-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
150.75 |
150.38 |
-0.37 |
-0.2% |
149.94 |
High |
150.76 |
151.19 |
0.43 |
0.3% |
150.78 |
Low |
150.22 |
150.24 |
0.02 |
0.0% |
149.83 |
Close |
150.37 |
150.91 |
0.54 |
0.4% |
150.40 |
Range |
0.54 |
0.95 |
0.41 |
75.9% |
0.95 |
ATR |
0.56 |
0.59 |
0.03 |
4.9% |
0.00 |
Volume |
959,256 |
1,640,886 |
681,630 |
71.1% |
3,738,962 |
|
Daily Pivots for day following 14-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
153.63 |
153.22 |
151.43 |
|
R3 |
152.68 |
152.27 |
151.17 |
|
R2 |
151.73 |
151.73 |
151.08 |
|
R1 |
151.32 |
151.32 |
151.00 |
151.53 |
PP |
150.78 |
150.78 |
150.78 |
150.88 |
S1 |
150.37 |
150.37 |
150.82 |
150.58 |
S2 |
149.83 |
149.83 |
150.74 |
|
S3 |
148.88 |
149.42 |
150.65 |
|
S4 |
147.93 |
148.47 |
150.39 |
|
|
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 |
151.19 |
149.95 |
1.24 |
0.8% |
0.63 |
0.4% |
77% |
True |
False |
946,331 |
10 |
151.19 |
149.45 |
1.74 |
1.2% |
0.59 |
0.4% |
84% |
True |
False |
843,422 |
20 |
151.19 |
147.63 |
3.56 |
2.4% |
0.58 |
0.4% |
92% |
True |
False |
772,917 |
40 |
151.19 |
147.63 |
3.56 |
2.4% |
0.56 |
0.4% |
92% |
True |
False |
611,756 |
60 |
151.19 |
145.82 |
5.37 |
3.6% |
0.53 |
0.4% |
95% |
True |
False |
408,693 |
80 |
151.19 |
144.13 |
7.06 |
4.7% |
0.47 |
0.3% |
96% |
True |
False |
306,544 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
155.23 |
2.618 |
153.68 |
1.618 |
152.73 |
1.000 |
152.14 |
0.618 |
151.78 |
HIGH |
151.19 |
0.618 |
150.83 |
0.500 |
150.72 |
0.382 |
150.60 |
LOW |
150.24 |
0.618 |
149.65 |
1.000 |
149.29 |
1.618 |
148.70 |
2.618 |
147.75 |
4.250 |
146.20 |
|
|
Fisher Pivots for day following 14-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
150.85 |
150.81 |
PP |
150.78 |
150.71 |
S1 |
150.72 |
150.61 |
|