Euro Bund Future December 2014
| Trading Metrics calculated at close of trading on 16-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2014 |
16-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
147.92 |
148.32 |
0.40 |
0.3% |
149.13 |
| High |
148.38 |
148.62 |
0.24 |
0.2% |
149.43 |
| Low |
147.81 |
148.10 |
0.29 |
0.2% |
147.77 |
| Close |
148.17 |
148.20 |
0.03 |
0.0% |
147.90 |
| Range |
0.57 |
0.52 |
-0.05 |
-8.8% |
1.66 |
| ATR |
0.58 |
0.58 |
0.00 |
-0.7% |
0.00 |
| Volume |
680,050 |
657,340 |
-22,710 |
-3.3% |
3,908,626 |
|
| Daily Pivots for day following 16-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
149.87 |
149.55 |
148.49 |
|
| R3 |
149.35 |
149.03 |
148.34 |
|
| R2 |
148.83 |
148.83 |
148.30 |
|
| R1 |
148.51 |
148.51 |
148.25 |
148.41 |
| PP |
148.31 |
148.31 |
148.31 |
148.26 |
| S1 |
147.99 |
147.99 |
148.15 |
147.89 |
| S2 |
147.79 |
147.79 |
148.10 |
|
| S3 |
147.27 |
147.47 |
148.06 |
|
| S4 |
146.75 |
146.95 |
147.91 |
|
|
| 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 |
148.72 |
147.77 |
0.95 |
0.6% |
0.50 |
0.3% |
45% |
False |
False |
690,156 |
| 10 |
149.55 |
147.77 |
1.78 |
1.2% |
0.61 |
0.4% |
24% |
False |
False |
799,958 |
| 20 |
149.91 |
147.77 |
2.14 |
1.4% |
0.54 |
0.4% |
20% |
False |
False |
450,595 |
| 40 |
149.91 |
145.82 |
4.09 |
2.8% |
0.51 |
0.3% |
58% |
False |
False |
226,581 |
| 60 |
149.91 |
144.13 |
5.78 |
3.9% |
0.43 |
0.3% |
70% |
False |
False |
151,086 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
150.83 |
|
2.618 |
149.98 |
|
1.618 |
149.46 |
|
1.000 |
149.14 |
|
0.618 |
148.94 |
|
HIGH |
148.62 |
|
0.618 |
148.42 |
|
0.500 |
148.36 |
|
0.382 |
148.30 |
|
LOW |
148.10 |
|
0.618 |
147.78 |
|
1.000 |
147.58 |
|
1.618 |
147.26 |
|
2.618 |
146.74 |
|
4.250 |
145.89 |
|
|
| Fisher Pivots for day following 16-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
148.36 |
148.20 |
| PP |
148.31 |
148.20 |
| S1 |
148.25 |
148.20 |
|