Euro Bund Future December 2014
| Trading Metrics calculated at close of trading on 10-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2014 |
10-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
148.62 |
148.34 |
-0.28 |
-0.2% |
149.59 |
| High |
148.69 |
148.45 |
-0.24 |
-0.2% |
149.60 |
| Low |
148.16 |
148.02 |
-0.14 |
-0.1% |
148.55 |
| Close |
148.40 |
148.38 |
-0.02 |
0.0% |
149.17 |
| Range |
0.53 |
0.43 |
-0.10 |
-18.9% |
1.05 |
| ATR |
0.60 |
0.59 |
-0.01 |
-2.0% |
0.00 |
| Volume |
836,408 |
890,026 |
53,618 |
6.4% |
3,523,887 |
|
| Daily Pivots for day following 10-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
149.57 |
149.41 |
148.62 |
|
| R3 |
149.14 |
148.98 |
148.50 |
|
| R2 |
148.71 |
148.71 |
148.46 |
|
| R1 |
148.55 |
148.55 |
148.42 |
148.63 |
| PP |
148.28 |
148.28 |
148.28 |
148.33 |
| S1 |
148.12 |
148.12 |
148.34 |
148.20 |
| S2 |
147.85 |
147.85 |
148.30 |
|
| S3 |
147.42 |
147.69 |
148.26 |
|
| S4 |
146.99 |
147.26 |
148.14 |
|
|
| 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 |
149.55 |
148.02 |
1.53 |
1.0% |
0.69 |
0.5% |
24% |
False |
True |
888,267 |
| 10 |
149.91 |
148.02 |
1.89 |
1.3% |
0.62 |
0.4% |
19% |
False |
True |
636,538 |
| 20 |
149.91 |
147.20 |
2.71 |
1.8% |
0.55 |
0.4% |
44% |
False |
False |
324,137 |
| 40 |
149.91 |
145.75 |
4.16 |
2.8% |
0.49 |
0.3% |
63% |
False |
False |
162,598 |
| 60 |
149.91 |
143.73 |
6.18 |
4.2% |
0.40 |
0.3% |
75% |
False |
False |
108,407 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
150.28 |
|
2.618 |
149.58 |
|
1.618 |
149.15 |
|
1.000 |
148.88 |
|
0.618 |
148.72 |
|
HIGH |
148.45 |
|
0.618 |
148.29 |
|
0.500 |
148.24 |
|
0.382 |
148.18 |
|
LOW |
148.02 |
|
0.618 |
147.75 |
|
1.000 |
147.59 |
|
1.618 |
147.32 |
|
2.618 |
146.89 |
|
4.250 |
146.19 |
|
|
| Fisher Pivots for day following 10-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
148.33 |
148.73 |
| PP |
148.28 |
148.61 |
| S1 |
148.24 |
148.50 |
|