Euro Bund Future December 2014
Trading Metrics calculated at close of trading on 23-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2014 |
23-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
150.59 |
150.79 |
0.20 |
0.1% |
150.75 |
High |
150.83 |
150.93 |
0.10 |
0.1% |
152.49 |
Low |
150.29 |
150.08 |
-0.21 |
-0.1% |
150.22 |
Close |
150.64 |
150.26 |
-0.38 |
-0.3% |
150.64 |
Range |
0.54 |
0.85 |
0.31 |
57.4% |
2.27 |
ATR |
0.71 |
0.72 |
0.01 |
1.4% |
0.00 |
Volume |
634,607 |
617,875 |
-16,732 |
-2.6% |
5,659,507 |
|
Daily Pivots for day following 23-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
152.97 |
152.47 |
150.73 |
|
R3 |
152.12 |
151.62 |
150.49 |
|
R2 |
151.27 |
151.27 |
150.42 |
|
R1 |
150.77 |
150.77 |
150.34 |
150.60 |
PP |
150.42 |
150.42 |
150.42 |
150.34 |
S1 |
149.92 |
149.92 |
150.18 |
149.75 |
S2 |
149.57 |
149.57 |
150.10 |
|
S3 |
148.72 |
149.07 |
150.03 |
|
S4 |
147.87 |
148.22 |
149.79 |
|
|
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 |
151.26 |
150.08 |
1.18 |
0.8% |
0.70 |
0.5% |
15% |
False |
True |
676,736 |
10 |
152.49 |
150.02 |
2.47 |
1.6% |
0.87 |
0.6% |
10% |
False |
False |
882,278 |
20 |
152.49 |
149.21 |
3.28 |
2.2% |
0.70 |
0.5% |
32% |
False |
False |
826,768 |
40 |
152.49 |
147.63 |
4.86 |
3.2% |
0.65 |
0.4% |
54% |
False |
False |
752,435 |
60 |
152.49 |
145.82 |
6.67 |
4.4% |
0.59 |
0.4% |
67% |
False |
False |
504,417 |
80 |
152.49 |
144.28 |
8.21 |
5.5% |
0.53 |
0.4% |
73% |
False |
False |
378,388 |
100 |
152.49 |
142.90 |
9.59 |
6.4% |
0.46 |
0.3% |
77% |
False |
False |
302,712 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
154.54 |
2.618 |
153.16 |
1.618 |
152.31 |
1.000 |
151.78 |
0.618 |
151.46 |
HIGH |
150.93 |
0.618 |
150.61 |
0.500 |
150.51 |
0.382 |
150.40 |
LOW |
150.08 |
0.618 |
149.55 |
1.000 |
149.23 |
1.618 |
148.70 |
2.618 |
147.85 |
4.250 |
146.47 |
|
|
Fisher Pivots for day following 23-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
150.51 |
150.60 |
PP |
150.42 |
150.49 |
S1 |
150.34 |
150.37 |
|