Euro Bund Future December 2014
Trading Metrics calculated at close of trading on 15-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2014 |
15-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
150.38 |
150.92 |
0.54 |
0.4% |
149.94 |
High |
151.19 |
152.49 |
1.30 |
0.9% |
150.78 |
Low |
150.24 |
150.92 |
0.68 |
0.5% |
149.83 |
Close |
150.91 |
151.81 |
0.90 |
0.6% |
150.40 |
Range |
0.95 |
1.57 |
0.62 |
65.3% |
0.95 |
ATR |
0.59 |
0.66 |
0.07 |
12.0% |
0.00 |
Volume |
1,640,886 |
1,412,187 |
-228,699 |
-13.9% |
3,738,962 |
|
Daily Pivots for day following 15-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
156.45 |
155.70 |
152.67 |
|
R3 |
154.88 |
154.13 |
152.24 |
|
R2 |
153.31 |
153.31 |
152.10 |
|
R1 |
152.56 |
152.56 |
151.95 |
152.94 |
PP |
151.74 |
151.74 |
151.74 |
151.93 |
S1 |
150.99 |
150.99 |
151.67 |
151.37 |
S2 |
150.17 |
150.17 |
151.52 |
|
S3 |
148.60 |
149.42 |
151.38 |
|
S4 |
147.03 |
147.85 |
150.95 |
|
|
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 |
152.49 |
150.02 |
2.47 |
1.6% |
0.85 |
0.6% |
72% |
True |
False |
1,039,730 |
10 |
152.49 |
149.45 |
3.04 |
2.0% |
0.67 |
0.4% |
78% |
True |
False |
895,057 |
20 |
152.49 |
147.63 |
4.86 |
3.2% |
0.63 |
0.4% |
86% |
True |
False |
801,007 |
40 |
152.49 |
147.63 |
4.86 |
3.2% |
0.59 |
0.4% |
86% |
True |
False |
646,929 |
60 |
152.49 |
145.82 |
6.67 |
4.4% |
0.55 |
0.4% |
90% |
True |
False |
432,219 |
80 |
152.49 |
144.28 |
8.21 |
5.4% |
0.48 |
0.3% |
92% |
True |
False |
324,196 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
159.16 |
2.618 |
156.60 |
1.618 |
155.03 |
1.000 |
154.06 |
0.618 |
153.46 |
HIGH |
152.49 |
0.618 |
151.89 |
0.500 |
151.71 |
0.382 |
151.52 |
LOW |
150.92 |
0.618 |
149.95 |
1.000 |
149.35 |
1.618 |
148.38 |
2.618 |
146.81 |
4.250 |
144.25 |
|
|
Fisher Pivots for day following 15-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
151.78 |
151.66 |
PP |
151.74 |
151.51 |
S1 |
151.71 |
151.36 |
|