Euro Bund Future December 2014
| Trading Metrics calculated at close of trading on 11-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2014 |
11-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
148.34 |
148.36 |
0.02 |
0.0% |
149.59 |
| High |
148.45 |
148.72 |
0.27 |
0.2% |
149.60 |
| Low |
148.02 |
148.28 |
0.26 |
0.2% |
148.55 |
| Close |
148.38 |
148.39 |
0.01 |
0.0% |
149.17 |
| Range |
0.43 |
0.44 |
0.01 |
2.3% |
1.05 |
| ATR |
0.59 |
0.58 |
-0.01 |
-1.8% |
0.00 |
| Volume |
890,026 |
658,335 |
-231,691 |
-26.0% |
3,523,887 |
|
| Daily Pivots for day following 11-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
149.78 |
149.53 |
148.63 |
|
| R3 |
149.34 |
149.09 |
148.51 |
|
| R2 |
148.90 |
148.90 |
148.47 |
|
| R1 |
148.65 |
148.65 |
148.43 |
148.78 |
| PP |
148.46 |
148.46 |
148.46 |
148.53 |
| S1 |
148.21 |
148.21 |
148.35 |
148.34 |
| S2 |
148.02 |
148.02 |
148.31 |
|
| S3 |
147.58 |
147.77 |
148.27 |
|
| S4 |
147.14 |
147.33 |
148.15 |
|
|
| 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 |
149.43 |
148.02 |
1.41 |
1.0% |
0.58 |
0.4% |
26% |
False |
False |
789,340 |
| 10 |
149.91 |
148.02 |
1.89 |
1.3% |
0.61 |
0.4% |
20% |
False |
False |
698,895 |
| 20 |
149.91 |
147.94 |
1.97 |
1.3% |
0.53 |
0.4% |
23% |
False |
False |
356,954 |
| 40 |
149.91 |
145.82 |
4.09 |
2.8% |
0.49 |
0.3% |
63% |
False |
False |
179,055 |
| 60 |
149.91 |
143.96 |
5.95 |
4.0% |
0.41 |
0.3% |
74% |
False |
False |
119,379 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
150.59 |
|
2.618 |
149.87 |
|
1.618 |
149.43 |
|
1.000 |
149.16 |
|
0.618 |
148.99 |
|
HIGH |
148.72 |
|
0.618 |
148.55 |
|
0.500 |
148.50 |
|
0.382 |
148.45 |
|
LOW |
148.28 |
|
0.618 |
148.01 |
|
1.000 |
147.84 |
|
1.618 |
147.57 |
|
2.618 |
147.13 |
|
4.250 |
146.41 |
|
|
| Fisher Pivots for day following 11-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
148.50 |
148.38 |
| PP |
148.46 |
148.38 |
| S1 |
148.43 |
148.37 |
|