Euro Bund Future December 2014
Trading Metrics calculated at close of trading on 22-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2014 |
22-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
151.01 |
150.59 |
-0.42 |
-0.3% |
150.75 |
High |
151.12 |
150.83 |
-0.29 |
-0.2% |
152.49 |
Low |
150.26 |
150.29 |
0.03 |
0.0% |
150.22 |
Close |
150.58 |
150.64 |
0.06 |
0.0% |
150.64 |
Range |
0.86 |
0.54 |
-0.32 |
-37.2% |
2.27 |
ATR |
0.72 |
0.71 |
-0.01 |
-1.8% |
0.00 |
Volume |
657,980 |
634,607 |
-23,373 |
-3.6% |
5,659,507 |
|
Daily Pivots for day following 22-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
152.21 |
151.96 |
150.94 |
|
R3 |
151.67 |
151.42 |
150.79 |
|
R2 |
151.13 |
151.13 |
150.74 |
|
R1 |
150.88 |
150.88 |
150.69 |
151.01 |
PP |
150.59 |
150.59 |
150.59 |
150.65 |
S1 |
150.34 |
150.34 |
150.59 |
150.47 |
S2 |
150.05 |
150.05 |
150.54 |
|
S3 |
149.51 |
149.80 |
150.49 |
|
S4 |
148.97 |
149.26 |
150.34 |
|
|
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 |
152.47 |
150.26 |
2.21 |
1.5% |
0.85 |
0.6% |
17% |
False |
False |
743,529 |
10 |
152.49 |
150.02 |
2.47 |
1.6% |
0.85 |
0.6% |
25% |
False |
False |
891,629 |
20 |
152.49 |
148.90 |
3.59 |
2.4% |
0.69 |
0.5% |
48% |
False |
False |
832,116 |
40 |
152.49 |
147.63 |
4.86 |
3.2% |
0.64 |
0.4% |
62% |
False |
False |
737,857 |
60 |
152.49 |
145.82 |
6.67 |
4.4% |
0.59 |
0.4% |
72% |
False |
False |
494,123 |
80 |
152.49 |
144.28 |
8.21 |
5.5% |
0.52 |
0.3% |
77% |
False |
False |
370,666 |
100 |
152.49 |
142.84 |
9.65 |
6.4% |
0.45 |
0.3% |
81% |
False |
False |
296,534 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
153.13 |
2.618 |
152.24 |
1.618 |
151.70 |
1.000 |
151.37 |
0.618 |
151.16 |
HIGH |
150.83 |
0.618 |
150.62 |
0.500 |
150.56 |
0.382 |
150.50 |
LOW |
150.29 |
0.618 |
149.96 |
1.000 |
149.75 |
1.618 |
149.42 |
2.618 |
148.88 |
4.250 |
148.00 |
|
|
Fisher Pivots for day following 22-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
150.61 |
150.69 |
PP |
150.59 |
150.67 |
S1 |
150.56 |
150.66 |
|