Euro Bund Future December 2014
Trading Metrics calculated at close of trading on 16-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2014 |
16-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
150.92 |
151.65 |
0.73 |
0.5% |
149.94 |
High |
152.49 |
152.47 |
-0.02 |
0.0% |
150.78 |
Low |
150.92 |
150.87 |
-0.05 |
0.0% |
149.83 |
Close |
151.81 |
151.12 |
-0.69 |
-0.5% |
150.40 |
Range |
1.57 |
1.60 |
0.03 |
1.9% |
0.95 |
ATR |
0.66 |
0.73 |
0.07 |
10.1% |
0.00 |
Volume |
1,412,187 |
951,841 |
-460,346 |
-32.6% |
3,738,962 |
|
Daily Pivots for day following 16-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
156.29 |
155.30 |
152.00 |
|
R3 |
154.69 |
153.70 |
151.56 |
|
R2 |
153.09 |
153.09 |
151.41 |
|
R1 |
152.10 |
152.10 |
151.27 |
151.80 |
PP |
151.49 |
151.49 |
151.49 |
151.33 |
S1 |
150.50 |
150.50 |
150.97 |
150.20 |
S2 |
149.89 |
149.89 |
150.83 |
|
S3 |
148.29 |
148.90 |
150.68 |
|
S4 |
146.69 |
147.30 |
150.24 |
|
|
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% |
1.04 |
0.7% |
45% |
False |
False |
1,087,820 |
10 |
152.49 |
149.45 |
3.04 |
2.0% |
0.78 |
0.5% |
55% |
False |
False |
927,270 |
20 |
152.49 |
147.63 |
4.86 |
3.2% |
0.67 |
0.4% |
72% |
False |
False |
810,419 |
40 |
152.49 |
147.63 |
4.86 |
3.2% |
0.62 |
0.4% |
72% |
False |
False |
670,539 |
60 |
152.49 |
145.82 |
6.67 |
4.4% |
0.57 |
0.4% |
79% |
False |
False |
448,078 |
80 |
152.49 |
144.28 |
8.21 |
5.4% |
0.50 |
0.3% |
83% |
False |
False |
336,094 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
159.27 |
2.618 |
156.66 |
1.618 |
155.06 |
1.000 |
154.07 |
0.618 |
153.46 |
HIGH |
152.47 |
0.618 |
151.86 |
0.500 |
151.67 |
0.382 |
151.48 |
LOW |
150.87 |
0.618 |
149.88 |
1.000 |
149.27 |
1.618 |
148.28 |
2.618 |
146.68 |
4.250 |
144.07 |
|
|
Fisher Pivots for day following 16-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
151.67 |
151.37 |
PP |
151.49 |
151.28 |
S1 |
151.30 |
151.20 |
|