Euro Bund Future December 2014
Trading Metrics calculated at close of trading on 21-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2014 |
21-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
150.68 |
151.01 |
0.33 |
0.2% |
150.75 |
High |
151.12 |
151.12 |
0.00 |
0.0% |
152.49 |
Low |
150.64 |
150.26 |
-0.38 |
-0.3% |
150.22 |
Close |
150.78 |
150.58 |
-0.20 |
-0.1% |
150.64 |
Range |
0.48 |
0.86 |
0.38 |
79.2% |
2.27 |
ATR |
0.71 |
0.72 |
0.01 |
1.5% |
0.00 |
Volume |
777,881 |
657,980 |
-119,901 |
-15.4% |
5,659,507 |
|
Daily Pivots for day following 21-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
153.23 |
152.77 |
151.05 |
|
R3 |
152.37 |
151.91 |
150.82 |
|
R2 |
151.51 |
151.51 |
150.74 |
|
R1 |
151.05 |
151.05 |
150.66 |
150.85 |
PP |
150.65 |
150.65 |
150.65 |
150.56 |
S1 |
150.19 |
150.19 |
150.50 |
149.99 |
S2 |
149.79 |
149.79 |
150.42 |
|
S3 |
148.93 |
149.33 |
150.34 |
|
S4 |
148.07 |
148.47 |
150.11 |
|
|
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 |
150.26 |
2.23 |
1.5% |
1.06 |
0.7% |
14% |
False |
True |
899,045 |
10 |
152.49 |
149.95 |
2.54 |
1.7% |
0.85 |
0.6% |
25% |
False |
False |
922,688 |
20 |
152.49 |
148.78 |
3.71 |
2.5% |
0.68 |
0.5% |
49% |
False |
False |
832,174 |
40 |
152.49 |
147.63 |
4.86 |
3.2% |
0.63 |
0.4% |
61% |
False |
False |
722,542 |
60 |
152.49 |
145.82 |
6.67 |
4.4% |
0.59 |
0.4% |
71% |
False |
False |
483,559 |
80 |
152.49 |
144.28 |
8.21 |
5.5% |
0.52 |
0.3% |
77% |
False |
False |
362,733 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
154.78 |
2.618 |
153.37 |
1.618 |
152.51 |
1.000 |
151.98 |
0.618 |
151.65 |
HIGH |
151.12 |
0.618 |
150.79 |
0.500 |
150.69 |
0.382 |
150.59 |
LOW |
150.26 |
0.618 |
149.73 |
1.000 |
149.40 |
1.618 |
148.87 |
2.618 |
148.01 |
4.250 |
146.61 |
|
|
Fisher Pivots for day following 21-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
150.69 |
150.76 |
PP |
150.65 |
150.70 |
S1 |
150.62 |
150.64 |
|