Euro Bund Future December 2014
Trading Metrics calculated at close of trading on 17-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2014 |
17-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
151.65 |
151.21 |
-0.44 |
-0.3% |
150.75 |
High |
152.47 |
151.26 |
-1.21 |
-0.8% |
152.49 |
Low |
150.87 |
150.49 |
-0.38 |
-0.3% |
150.22 |
Close |
151.12 |
150.64 |
-0.48 |
-0.3% |
150.64 |
Range |
1.60 |
0.77 |
-0.83 |
-51.9% |
2.27 |
ATR |
0.73 |
0.73 |
0.00 |
0.4% |
0.00 |
Volume |
951,841 |
695,337 |
-256,504 |
-26.9% |
5,659,507 |
|
Daily Pivots for day following 17-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
153.11 |
152.64 |
151.06 |
|
R3 |
152.34 |
151.87 |
150.85 |
|
R2 |
151.57 |
151.57 |
150.78 |
|
R1 |
151.10 |
151.10 |
150.71 |
150.95 |
PP |
150.80 |
150.80 |
150.80 |
150.72 |
S1 |
150.33 |
150.33 |
150.57 |
150.18 |
S2 |
150.03 |
150.03 |
150.50 |
|
S3 |
149.26 |
149.56 |
150.43 |
|
S4 |
148.49 |
148.79 |
150.22 |
|
|
Weekly Pivots for week ending 17-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
157.93 |
156.55 |
151.89 |
|
R3 |
155.66 |
154.28 |
151.26 |
|
R2 |
153.39 |
153.39 |
151.06 |
|
R1 |
152.01 |
152.01 |
150.85 |
151.57 |
PP |
151.12 |
151.12 |
151.12 |
150.89 |
S1 |
149.74 |
149.74 |
150.43 |
149.30 |
S2 |
148.85 |
148.85 |
150.22 |
|
S3 |
146.58 |
147.47 |
150.02 |
|
S4 |
144.31 |
145.20 |
149.39 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
152.49 |
150.22 |
2.27 |
1.5% |
1.09 |
0.7% |
19% |
False |
False |
1,131,901 |
10 |
152.49 |
149.83 |
2.66 |
1.8% |
0.79 |
0.5% |
30% |
False |
False |
939,846 |
20 |
152.49 |
148.57 |
3.92 |
2.6% |
0.65 |
0.4% |
53% |
False |
False |
819,030 |
40 |
152.49 |
147.63 |
4.86 |
3.2% |
0.63 |
0.4% |
62% |
False |
False |
687,473 |
60 |
152.49 |
145.82 |
6.67 |
4.4% |
0.58 |
0.4% |
72% |
False |
False |
459,648 |
80 |
152.49 |
144.28 |
8.21 |
5.5% |
0.50 |
0.3% |
77% |
False |
False |
344,785 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
154.53 |
2.618 |
153.28 |
1.618 |
152.51 |
1.000 |
152.03 |
0.618 |
151.74 |
HIGH |
151.26 |
0.618 |
150.97 |
0.500 |
150.88 |
0.382 |
150.78 |
LOW |
150.49 |
0.618 |
150.01 |
1.000 |
149.72 |
1.618 |
149.24 |
2.618 |
148.47 |
4.250 |
147.22 |
|
|
Fisher Pivots for day following 17-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
150.88 |
151.49 |
PP |
150.80 |
151.21 |
S1 |
150.72 |
150.92 |
|