Euro Bund Future December 2014
Trading Metrics calculated at close of trading on 20-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2014 |
20-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
151.21 |
150.68 |
-0.53 |
-0.4% |
150.75 |
High |
151.26 |
151.12 |
-0.14 |
-0.1% |
152.49 |
Low |
150.49 |
150.64 |
0.15 |
0.1% |
150.22 |
Close |
150.64 |
150.78 |
0.14 |
0.1% |
150.64 |
Range |
0.77 |
0.48 |
-0.29 |
-37.7% |
2.27 |
ATR |
0.73 |
0.71 |
-0.02 |
-2.5% |
0.00 |
Volume |
695,337 |
777,881 |
82,544 |
11.9% |
5,659,507 |
|
Daily Pivots for day following 20-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
152.29 |
152.01 |
151.04 |
|
R3 |
151.81 |
151.53 |
150.91 |
|
R2 |
151.33 |
151.33 |
150.87 |
|
R1 |
151.05 |
151.05 |
150.82 |
151.19 |
PP |
150.85 |
150.85 |
150.85 |
150.92 |
S1 |
150.57 |
150.57 |
150.74 |
150.71 |
S2 |
150.37 |
150.37 |
150.69 |
|
S3 |
149.89 |
150.09 |
150.65 |
|
S4 |
149.41 |
149.61 |
150.52 |
|
|
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 |
150.24 |
2.25 |
1.5% |
1.07 |
0.7% |
24% |
False |
False |
1,095,626 |
10 |
152.49 |
149.83 |
2.66 |
1.8% |
0.81 |
0.5% |
36% |
False |
False |
933,508 |
20 |
152.49 |
148.78 |
3.71 |
2.5% |
0.66 |
0.4% |
54% |
False |
False |
828,376 |
40 |
152.49 |
147.63 |
4.86 |
3.2% |
0.63 |
0.4% |
65% |
False |
False |
706,670 |
60 |
152.49 |
145.82 |
6.67 |
4.4% |
0.58 |
0.4% |
74% |
False |
False |
472,600 |
80 |
152.49 |
144.28 |
8.21 |
5.4% |
0.51 |
0.3% |
79% |
False |
False |
354,509 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
153.16 |
2.618 |
152.38 |
1.618 |
151.90 |
1.000 |
151.60 |
0.618 |
151.42 |
HIGH |
151.12 |
0.618 |
150.94 |
0.500 |
150.88 |
0.382 |
150.82 |
LOW |
150.64 |
0.618 |
150.34 |
1.000 |
150.16 |
1.618 |
149.86 |
2.618 |
149.38 |
4.250 |
148.60 |
|
|
Fisher Pivots for day following 20-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
150.88 |
151.48 |
PP |
150.85 |
151.25 |
S1 |
150.81 |
151.01 |
|