Euro Bund Future December 2014
Trading Metrics calculated at close of trading on 24-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2014 |
24-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
150.79 |
150.40 |
-0.39 |
-0.3% |
150.68 |
High |
150.93 |
150.74 |
-0.19 |
-0.1% |
151.12 |
Low |
150.08 |
150.27 |
0.19 |
0.1% |
150.08 |
Close |
150.26 |
150.35 |
0.09 |
0.1% |
150.35 |
Range |
0.85 |
0.47 |
-0.38 |
-44.7% |
1.04 |
ATR |
0.72 |
0.70 |
-0.02 |
-2.4% |
0.00 |
Volume |
617,875 |
531,556 |
-86,319 |
-14.0% |
3,219,899 |
|
Daily Pivots for day following 24-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
151.86 |
151.58 |
150.61 |
|
R3 |
151.39 |
151.11 |
150.48 |
|
R2 |
150.92 |
150.92 |
150.44 |
|
R1 |
150.64 |
150.64 |
150.39 |
150.55 |
PP |
150.45 |
150.45 |
150.45 |
150.41 |
S1 |
150.17 |
150.17 |
150.31 |
150.08 |
S2 |
149.98 |
149.98 |
150.26 |
|
S3 |
149.51 |
149.70 |
150.22 |
|
S4 |
149.04 |
149.23 |
150.09 |
|
|
Weekly Pivots for week ending 24-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
153.64 |
153.03 |
150.92 |
|
R3 |
152.60 |
151.99 |
150.64 |
|
R2 |
151.56 |
151.56 |
150.54 |
|
R1 |
150.95 |
150.95 |
150.45 |
150.74 |
PP |
150.52 |
150.52 |
150.52 |
150.41 |
S1 |
149.91 |
149.91 |
150.25 |
149.70 |
S2 |
149.48 |
149.48 |
150.16 |
|
S3 |
148.44 |
148.87 |
150.06 |
|
S4 |
147.40 |
147.83 |
149.78 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
151.12 |
150.08 |
1.04 |
0.7% |
0.64 |
0.4% |
26% |
False |
False |
643,979 |
10 |
152.49 |
150.08 |
2.41 |
1.6% |
0.86 |
0.6% |
11% |
False |
False |
887,940 |
20 |
152.49 |
149.21 |
3.28 |
2.2% |
0.70 |
0.5% |
35% |
False |
False |
824,926 |
40 |
152.49 |
147.63 |
4.86 |
3.2% |
0.65 |
0.4% |
56% |
False |
False |
764,298 |
60 |
152.49 |
145.88 |
6.61 |
4.4% |
0.59 |
0.4% |
68% |
False |
False |
513,271 |
80 |
152.49 |
144.87 |
7.62 |
5.1% |
0.53 |
0.4% |
72% |
False |
False |
385,032 |
100 |
152.49 |
142.90 |
9.59 |
6.4% |
0.46 |
0.3% |
78% |
False |
False |
308,028 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
152.74 |
2.618 |
151.97 |
1.618 |
151.50 |
1.000 |
151.21 |
0.618 |
151.03 |
HIGH |
150.74 |
0.618 |
150.56 |
0.500 |
150.51 |
0.382 |
150.45 |
LOW |
150.27 |
0.618 |
149.98 |
1.000 |
149.80 |
1.618 |
149.51 |
2.618 |
149.04 |
4.250 |
148.27 |
|
|
Fisher Pivots for day following 24-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
150.51 |
150.51 |
PP |
150.45 |
150.45 |
S1 |
150.40 |
150.40 |
|