Euro Bund Future December 2014
| Trading Metrics calculated at close of trading on 05-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2014 |
05-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
149.02 |
148.70 |
-0.32 |
-0.2% |
149.59 |
| High |
149.55 |
149.33 |
-0.22 |
-0.1% |
149.60 |
| Low |
148.55 |
148.65 |
0.10 |
0.1% |
148.55 |
| Close |
148.71 |
149.17 |
0.46 |
0.3% |
149.17 |
| Range |
1.00 |
0.68 |
-0.32 |
-32.0% |
1.05 |
| ATR |
0.55 |
0.56 |
0.01 |
1.7% |
0.00 |
| Volume |
1,152,970 |
603,103 |
-549,867 |
-47.7% |
3,523,887 |
|
| Daily Pivots for day following 05-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
151.09 |
150.81 |
149.54 |
|
| R3 |
150.41 |
150.13 |
149.36 |
|
| R2 |
149.73 |
149.73 |
149.29 |
|
| R1 |
149.45 |
149.45 |
149.23 |
149.59 |
| PP |
149.05 |
149.05 |
149.05 |
149.12 |
| S1 |
148.77 |
148.77 |
149.11 |
148.91 |
| S2 |
148.37 |
148.37 |
149.05 |
|
| S3 |
147.69 |
148.09 |
148.98 |
|
| S4 |
147.01 |
147.41 |
148.80 |
|
|
| Weekly Pivots for week ending 05-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
152.26 |
151.76 |
149.75 |
|
| R3 |
151.21 |
150.71 |
149.46 |
|
| R2 |
150.16 |
150.16 |
149.36 |
|
| R1 |
149.66 |
149.66 |
149.27 |
149.39 |
| PP |
149.11 |
149.11 |
149.11 |
148.97 |
| S1 |
148.61 |
148.61 |
149.07 |
148.34 |
| S2 |
148.06 |
148.06 |
148.98 |
|
| S3 |
147.01 |
147.56 |
148.88 |
|
| S4 |
145.96 |
146.51 |
148.59 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
149.79 |
148.55 |
1.24 |
0.8% |
0.67 |
0.4% |
50% |
False |
False |
717,666 |
| 10 |
149.91 |
148.23 |
1.68 |
1.1% |
0.58 |
0.4% |
56% |
False |
False |
373,523 |
| 20 |
149.91 |
147.20 |
2.71 |
1.8% |
0.52 |
0.3% |
73% |
False |
False |
190,373 |
| 40 |
149.91 |
145.58 |
4.33 |
2.9% |
0.46 |
0.3% |
83% |
False |
False |
95,471 |
| 60 |
149.91 |
143.20 |
6.71 |
4.5% |
0.37 |
0.2% |
89% |
False |
False |
63,653 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
152.22 |
|
2.618 |
151.11 |
|
1.618 |
150.43 |
|
1.000 |
150.01 |
|
0.618 |
149.75 |
|
HIGH |
149.33 |
|
0.618 |
149.07 |
|
0.500 |
148.99 |
|
0.382 |
148.91 |
|
LOW |
148.65 |
|
0.618 |
148.23 |
|
1.000 |
147.97 |
|
1.618 |
147.55 |
|
2.618 |
146.87 |
|
4.250 |
145.76 |
|
|
| Fisher Pivots for day following 05-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
149.11 |
149.13 |
| PP |
149.05 |
149.09 |
| S1 |
148.99 |
149.05 |
|