Euro Bund Future December 2014
| Trading Metrics calculated at close of trading on 12-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2014 |
12-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
148.36 |
148.31 |
-0.05 |
0.0% |
149.13 |
| High |
148.72 |
148.33 |
-0.39 |
-0.3% |
149.43 |
| Low |
148.28 |
147.77 |
-0.51 |
-0.3% |
147.77 |
| Close |
148.39 |
147.90 |
-0.49 |
-0.3% |
147.90 |
| Range |
0.44 |
0.56 |
0.12 |
27.3% |
1.66 |
| ATR |
0.58 |
0.58 |
0.00 |
0.5% |
0.00 |
| Volume |
658,335 |
565,029 |
-93,306 |
-14.2% |
3,908,626 |
|
| Daily Pivots for day following 12-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
149.68 |
149.35 |
148.21 |
|
| R3 |
149.12 |
148.79 |
148.05 |
|
| R2 |
148.56 |
148.56 |
148.00 |
|
| R1 |
148.23 |
148.23 |
147.95 |
148.12 |
| PP |
148.00 |
148.00 |
148.00 |
147.94 |
| S1 |
147.67 |
147.67 |
147.85 |
147.56 |
| S2 |
147.44 |
147.44 |
147.80 |
|
| S3 |
146.88 |
147.11 |
147.75 |
|
| S4 |
146.32 |
146.55 |
147.59 |
|
|
| Weekly Pivots for week ending 12-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
153.35 |
152.28 |
148.81 |
|
| R3 |
151.69 |
150.62 |
148.36 |
|
| R2 |
150.03 |
150.03 |
148.20 |
|
| R1 |
148.96 |
148.96 |
148.05 |
148.67 |
| PP |
148.37 |
148.37 |
148.37 |
148.22 |
| S1 |
147.30 |
147.30 |
147.75 |
147.01 |
| S2 |
146.71 |
146.71 |
147.60 |
|
| S3 |
145.05 |
145.64 |
147.44 |
|
| S4 |
143.39 |
143.98 |
146.99 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
149.43 |
147.77 |
1.66 |
1.1% |
0.55 |
0.4% |
8% |
False |
True |
781,725 |
| 10 |
149.79 |
147.77 |
2.02 |
1.4% |
0.61 |
0.4% |
6% |
False |
True |
749,695 |
| 20 |
149.91 |
147.77 |
2.14 |
1.4% |
0.55 |
0.4% |
6% |
False |
True |
383,953 |
| 40 |
149.91 |
145.82 |
4.09 |
2.8% |
0.50 |
0.3% |
51% |
False |
False |
193,169 |
| 60 |
149.91 |
143.96 |
5.95 |
4.0% |
0.41 |
0.3% |
66% |
False |
False |
128,796 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
150.71 |
|
2.618 |
149.80 |
|
1.618 |
149.24 |
|
1.000 |
148.89 |
|
0.618 |
148.68 |
|
HIGH |
148.33 |
|
0.618 |
148.12 |
|
0.500 |
148.05 |
|
0.382 |
147.98 |
|
LOW |
147.77 |
|
0.618 |
147.42 |
|
1.000 |
147.21 |
|
1.618 |
146.86 |
|
2.618 |
146.30 |
|
4.250 |
145.39 |
|
|
| Fisher Pivots for day following 12-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
148.05 |
148.25 |
| PP |
148.00 |
148.13 |
| S1 |
147.95 |
148.02 |
|