Euro Bund Future December 2014
Trading Metrics calculated at close of trading on 30-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2014 |
30-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
150.56 |
150.26 |
-0.30 |
-0.2% |
150.68 |
High |
150.66 |
151.10 |
0.44 |
0.3% |
151.12 |
Low |
150.06 |
150.23 |
0.17 |
0.1% |
150.08 |
Close |
150.33 |
150.88 |
0.55 |
0.4% |
150.35 |
Range |
0.60 |
0.87 |
0.27 |
45.0% |
1.04 |
ATR |
0.68 |
0.69 |
0.01 |
2.0% |
0.00 |
Volume |
795,676 |
814,480 |
18,804 |
2.4% |
3,219,899 |
|
Daily Pivots for day following 30-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
153.35 |
152.98 |
151.36 |
|
R3 |
152.48 |
152.11 |
151.12 |
|
R2 |
151.61 |
151.61 |
151.04 |
|
R1 |
151.24 |
151.24 |
150.96 |
151.43 |
PP |
150.74 |
150.74 |
150.74 |
150.83 |
S1 |
150.37 |
150.37 |
150.80 |
150.56 |
S2 |
149.87 |
149.87 |
150.72 |
|
S3 |
149.00 |
149.50 |
150.64 |
|
S4 |
148.13 |
148.63 |
150.40 |
|
|
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 |
151.10 |
150.06 |
1.04 |
0.7% |
0.61 |
0.4% |
79% |
True |
False |
641,764 |
10 |
151.26 |
150.06 |
1.20 |
0.8% |
0.66 |
0.4% |
68% |
False |
False |
659,250 |
20 |
152.49 |
149.45 |
3.04 |
2.0% |
0.72 |
0.5% |
47% |
False |
False |
793,260 |
40 |
152.49 |
147.63 |
4.86 |
3.2% |
0.64 |
0.4% |
67% |
False |
False |
756,599 |
60 |
152.49 |
146.98 |
5.51 |
3.7% |
0.60 |
0.4% |
71% |
False |
False |
557,819 |
80 |
152.49 |
145.58 |
6.91 |
4.6% |
0.55 |
0.4% |
77% |
False |
False |
418,497 |
100 |
152.49 |
143.20 |
9.29 |
6.2% |
0.47 |
0.3% |
83% |
False |
False |
334,800 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
154.80 |
2.618 |
153.38 |
1.618 |
152.51 |
1.000 |
151.97 |
0.618 |
151.64 |
HIGH |
151.10 |
0.618 |
150.77 |
0.500 |
150.67 |
0.382 |
150.56 |
LOW |
150.23 |
0.618 |
149.69 |
1.000 |
149.36 |
1.618 |
148.82 |
2.618 |
147.95 |
4.250 |
146.53 |
|
|
Fisher Pivots for day following 30-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
150.81 |
150.78 |
PP |
150.74 |
150.68 |
S1 |
150.67 |
150.58 |
|