Euro Bund Future December 2014
Trading Metrics calculated at close of trading on 29-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2014 |
29-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
150.55 |
150.56 |
0.01 |
0.0% |
150.68 |
High |
150.71 |
150.66 |
-0.05 |
0.0% |
151.12 |
Low |
150.23 |
150.06 |
-0.17 |
-0.1% |
150.08 |
Close |
150.53 |
150.33 |
-0.20 |
-0.1% |
150.35 |
Range |
0.48 |
0.60 |
0.12 |
25.0% |
1.04 |
ATR |
0.68 |
0.68 |
-0.01 |
-0.9% |
0.00 |
Volume |
498,391 |
795,676 |
297,285 |
59.6% |
3,219,899 |
|
Daily Pivots for day following 29-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
152.15 |
151.84 |
150.66 |
|
R3 |
151.55 |
151.24 |
150.50 |
|
R2 |
150.95 |
150.95 |
150.44 |
|
R1 |
150.64 |
150.64 |
150.39 |
150.50 |
PP |
150.35 |
150.35 |
150.35 |
150.28 |
S1 |
150.04 |
150.04 |
150.28 |
149.90 |
S2 |
149.75 |
149.75 |
150.22 |
|
S3 |
149.15 |
149.44 |
150.17 |
|
S4 |
148.55 |
148.84 |
150.00 |
|
|
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 |
150.06 |
0.87 |
0.6% |
0.61 |
0.4% |
31% |
False |
True |
602,443 |
10 |
152.47 |
150.06 |
2.41 |
1.6% |
0.73 |
0.5% |
11% |
False |
True |
672,986 |
20 |
152.49 |
149.45 |
3.04 |
2.0% |
0.70 |
0.5% |
29% |
False |
False |
784,021 |
40 |
152.49 |
147.63 |
4.86 |
3.2% |
0.65 |
0.4% |
56% |
False |
False |
765,062 |
60 |
152.49 |
146.30 |
6.19 |
4.1% |
0.60 |
0.4% |
65% |
False |
False |
544,258 |
80 |
152.49 |
145.46 |
7.03 |
4.7% |
0.54 |
0.4% |
69% |
False |
False |
408,316 |
100 |
152.49 |
142.90 |
9.59 |
6.4% |
0.47 |
0.3% |
77% |
False |
False |
326,656 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
153.21 |
2.618 |
152.23 |
1.618 |
151.63 |
1.000 |
151.26 |
0.618 |
151.03 |
HIGH |
150.66 |
0.618 |
150.43 |
0.500 |
150.36 |
0.382 |
150.29 |
LOW |
150.06 |
0.618 |
149.69 |
1.000 |
149.46 |
1.618 |
149.09 |
2.618 |
148.49 |
4.250 |
147.51 |
|
|
Fisher Pivots for day following 29-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
150.36 |
150.39 |
PP |
150.35 |
150.37 |
S1 |
150.34 |
150.35 |
|