Euro Bund Future December 2014
Trading Metrics calculated at close of trading on 28-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2014 |
28-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
150.29 |
150.55 |
0.26 |
0.2% |
150.68 |
High |
150.72 |
150.71 |
-0.01 |
0.0% |
151.12 |
Low |
150.07 |
150.23 |
0.16 |
0.1% |
150.08 |
Close |
150.61 |
150.53 |
-0.08 |
-0.1% |
150.35 |
Range |
0.65 |
0.48 |
-0.17 |
-26.2% |
1.04 |
ATR |
0.70 |
0.68 |
-0.02 |
-2.2% |
0.00 |
Volume |
568,719 |
498,391 |
-70,328 |
-12.4% |
3,219,899 |
|
Daily Pivots for day following 28-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
151.93 |
151.71 |
150.79 |
|
R3 |
151.45 |
151.23 |
150.66 |
|
R2 |
150.97 |
150.97 |
150.62 |
|
R1 |
150.75 |
150.75 |
150.57 |
150.62 |
PP |
150.49 |
150.49 |
150.49 |
150.43 |
S1 |
150.27 |
150.27 |
150.49 |
150.14 |
S2 |
150.01 |
150.01 |
150.44 |
|
S3 |
149.53 |
149.79 |
150.40 |
|
S4 |
149.05 |
149.31 |
150.27 |
|
|
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 |
150.93 |
150.07 |
0.86 |
0.6% |
0.60 |
0.4% |
53% |
False |
False |
570,229 |
10 |
152.49 |
150.07 |
2.42 |
1.6% |
0.83 |
0.5% |
19% |
False |
False |
734,637 |
20 |
152.49 |
149.45 |
3.04 |
2.0% |
0.71 |
0.5% |
36% |
False |
False |
789,029 |
40 |
152.49 |
147.63 |
4.86 |
3.2% |
0.65 |
0.4% |
60% |
False |
False |
770,107 |
60 |
152.49 |
146.00 |
6.49 |
4.3% |
0.60 |
0.4% |
70% |
False |
False |
531,027 |
80 |
152.49 |
145.13 |
7.36 |
4.9% |
0.54 |
0.4% |
73% |
False |
False |
398,371 |
100 |
152.49 |
142.90 |
9.59 |
6.4% |
0.46 |
0.3% |
80% |
False |
False |
318,699 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
152.75 |
2.618 |
151.97 |
1.618 |
151.49 |
1.000 |
151.19 |
0.618 |
151.01 |
HIGH |
150.71 |
0.618 |
150.53 |
0.500 |
150.47 |
0.382 |
150.41 |
LOW |
150.23 |
0.618 |
149.93 |
1.000 |
149.75 |
1.618 |
149.45 |
2.618 |
148.97 |
4.250 |
148.19 |
|
|
Fisher Pivots for day following 28-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
150.51 |
150.49 |
PP |
150.49 |
150.45 |
S1 |
150.47 |
150.41 |
|