Euro Bund Future December 2014
Trading Metrics calculated at close of trading on 31-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2014 |
31-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
150.26 |
150.76 |
0.50 |
0.3% |
150.29 |
High |
151.10 |
151.15 |
0.05 |
0.0% |
151.15 |
Low |
150.23 |
150.55 |
0.32 |
0.2% |
150.06 |
Close |
150.88 |
150.91 |
0.03 |
0.0% |
150.91 |
Range |
0.87 |
0.60 |
-0.27 |
-31.0% |
1.09 |
ATR |
0.69 |
0.69 |
-0.01 |
-0.9% |
0.00 |
Volume |
814,480 |
537,984 |
-276,496 |
-33.9% |
3,215,250 |
|
Daily Pivots for day following 31-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
152.67 |
152.39 |
151.24 |
|
R3 |
152.07 |
151.79 |
151.08 |
|
R2 |
151.47 |
151.47 |
151.02 |
|
R1 |
151.19 |
151.19 |
150.97 |
151.33 |
PP |
150.87 |
150.87 |
150.87 |
150.94 |
S1 |
150.59 |
150.59 |
150.86 |
150.73 |
S2 |
150.27 |
150.27 |
150.80 |
|
S3 |
149.67 |
149.99 |
150.75 |
|
S4 |
149.07 |
149.39 |
150.58 |
|
|
Weekly Pivots for week ending 31-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
153.98 |
153.53 |
151.51 |
|
R3 |
152.89 |
152.44 |
151.21 |
|
R2 |
151.80 |
151.80 |
151.11 |
|
R1 |
151.35 |
151.35 |
151.01 |
151.58 |
PP |
150.71 |
150.71 |
150.71 |
150.82 |
S1 |
150.26 |
150.26 |
150.81 |
150.49 |
S2 |
149.62 |
149.62 |
150.71 |
|
S3 |
148.53 |
149.17 |
150.61 |
|
S4 |
147.44 |
148.08 |
150.31 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
151.15 |
150.06 |
1.09 |
0.7% |
0.64 |
0.4% |
78% |
True |
False |
643,050 |
10 |
151.15 |
150.06 |
1.09 |
0.7% |
0.64 |
0.4% |
78% |
True |
False |
643,514 |
20 |
152.49 |
149.83 |
2.66 |
1.8% |
0.72 |
0.5% |
41% |
False |
False |
791,680 |
40 |
152.49 |
147.63 |
4.86 |
3.2% |
0.64 |
0.4% |
67% |
False |
False |
754,971 |
60 |
152.49 |
147.20 |
5.29 |
3.5% |
0.60 |
0.4% |
70% |
False |
False |
566,772 |
80 |
152.49 |
145.58 |
6.91 |
4.6% |
0.55 |
0.4% |
77% |
False |
False |
425,221 |
100 |
152.49 |
143.20 |
9.29 |
6.2% |
0.48 |
0.3% |
83% |
False |
False |
340,180 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
153.70 |
2.618 |
152.72 |
1.618 |
152.12 |
1.000 |
151.75 |
0.618 |
151.52 |
HIGH |
151.15 |
0.618 |
150.92 |
0.500 |
150.85 |
0.382 |
150.78 |
LOW |
150.55 |
0.618 |
150.18 |
1.000 |
149.95 |
1.618 |
149.58 |
2.618 |
148.98 |
4.250 |
148.00 |
|
|
Fisher Pivots for day following 31-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
150.89 |
150.81 |
PP |
150.87 |
150.71 |
S1 |
150.85 |
150.61 |
|