Euro Bund Future March 2015
| Trading Metrics calculated at close of trading on 20-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2014 |
20-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
151.78 |
151.45 |
-0.33 |
-0.2% |
151.40 |
| High |
151.78 |
151.80 |
0.02 |
0.0% |
153.30 |
| Low |
151.27 |
151.44 |
0.17 |
0.1% |
150.94 |
| Close |
151.38 |
151.53 |
0.15 |
0.1% |
151.38 |
| Range |
0.51 |
0.36 |
-0.15 |
-29.4% |
2.36 |
| ATR |
0.69 |
0.67 |
-0.02 |
-2.8% |
0.00 |
| Volume |
14,973 |
1,499 |
-13,474 |
-90.0% |
26,686 |
|
| Daily Pivots for day following 20-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
152.67 |
152.46 |
151.73 |
|
| R3 |
152.31 |
152.10 |
151.63 |
|
| R2 |
151.95 |
151.95 |
151.60 |
|
| R1 |
151.74 |
151.74 |
151.56 |
151.85 |
| PP |
151.59 |
151.59 |
151.59 |
151.64 |
| S1 |
151.38 |
151.38 |
151.50 |
151.49 |
| S2 |
151.23 |
151.23 |
151.46 |
|
| S3 |
150.87 |
151.02 |
151.43 |
|
| S4 |
150.51 |
150.66 |
151.33 |
|
|
| Weekly Pivots for week ending 17-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
158.95 |
157.53 |
152.68 |
|
| R3 |
156.59 |
155.17 |
152.03 |
|
| R2 |
154.23 |
154.23 |
151.81 |
|
| R1 |
152.81 |
152.81 |
151.60 |
152.34 |
| PP |
151.87 |
151.87 |
151.87 |
151.64 |
| S1 |
150.45 |
150.45 |
151.16 |
149.98 |
| S2 |
149.51 |
149.51 |
150.95 |
|
| S3 |
147.15 |
148.09 |
150.73 |
|
| S4 |
144.79 |
145.73 |
150.08 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
153.33 |
|
2.618 |
152.74 |
|
1.618 |
152.38 |
|
1.000 |
152.16 |
|
0.618 |
152.02 |
|
HIGH |
151.80 |
|
0.618 |
151.66 |
|
0.500 |
151.62 |
|
0.382 |
151.58 |
|
LOW |
151.44 |
|
0.618 |
151.22 |
|
1.000 |
151.08 |
|
1.618 |
150.86 |
|
2.618 |
150.50 |
|
4.250 |
149.91 |
|
|
| Fisher Pivots for day following 20-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
151.62 |
152.29 |
| PP |
151.59 |
152.03 |
| S1 |
151.56 |
151.78 |
|