Euro Bund Future December 2014
| Trading Metrics calculated at close of trading on 18-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2014 |
18-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
148.15 |
147.99 |
-0.16 |
-0.1% |
149.13 |
| High |
148.60 |
148.47 |
-0.13 |
-0.1% |
149.43 |
| Low |
148.04 |
147.72 |
-0.32 |
-0.2% |
147.77 |
| Close |
148.40 |
147.88 |
-0.52 |
-0.4% |
147.90 |
| Range |
0.56 |
0.75 |
0.19 |
33.9% |
1.66 |
| ATR |
0.57 |
0.59 |
0.01 |
2.2% |
0.00 |
| Volume |
850,390 |
763,584 |
-86,806 |
-10.2% |
3,908,626 |
|
| Daily Pivots for day following 18-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
150.27 |
149.83 |
148.29 |
|
| R3 |
149.52 |
149.08 |
148.09 |
|
| R2 |
148.77 |
148.77 |
148.02 |
|
| R1 |
148.33 |
148.33 |
147.95 |
148.18 |
| PP |
148.02 |
148.02 |
148.02 |
147.95 |
| S1 |
147.58 |
147.58 |
147.81 |
147.43 |
| S2 |
147.27 |
147.27 |
147.74 |
|
| S3 |
146.52 |
146.83 |
147.67 |
|
| S4 |
145.77 |
146.08 |
147.47 |
|
|
| 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 |
148.62 |
147.72 |
0.90 |
0.6% |
0.59 |
0.4% |
18% |
False |
True |
703,278 |
| 10 |
149.43 |
147.72 |
1.71 |
1.2% |
0.58 |
0.4% |
9% |
False |
True |
746,309 |
| 20 |
149.91 |
147.72 |
2.19 |
1.5% |
0.57 |
0.4% |
7% |
False |
True |
530,658 |
| 40 |
149.91 |
145.82 |
4.09 |
2.8% |
0.53 |
0.4% |
50% |
False |
False |
266,907 |
| 60 |
149.91 |
144.28 |
5.63 |
3.8% |
0.44 |
0.3% |
64% |
False |
False |
177,985 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
151.66 |
|
2.618 |
150.43 |
|
1.618 |
149.68 |
|
1.000 |
149.22 |
|
0.618 |
148.93 |
|
HIGH |
148.47 |
|
0.618 |
148.18 |
|
0.500 |
148.10 |
|
0.382 |
148.01 |
|
LOW |
147.72 |
|
0.618 |
147.26 |
|
1.000 |
146.97 |
|
1.618 |
146.51 |
|
2.618 |
145.76 |
|
4.250 |
144.53 |
|
|
| Fisher Pivots for day following 18-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
148.10 |
148.17 |
| PP |
148.02 |
148.07 |
| S1 |
147.95 |
147.98 |
|