Euro Bund Future December 2014
| Trading Metrics calculated at close of trading on 19-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2014 |
19-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
147.99 |
147.80 |
-0.19 |
-0.1% |
147.92 |
| High |
148.47 |
148.71 |
0.24 |
0.2% |
148.71 |
| Low |
147.72 |
147.63 |
-0.09 |
-0.1% |
147.63 |
| Close |
147.88 |
148.49 |
0.61 |
0.4% |
148.49 |
| Range |
0.75 |
1.08 |
0.33 |
44.0% |
1.08 |
| ATR |
0.59 |
0.62 |
0.04 |
6.0% |
0.00 |
| Volume |
763,584 |
523,128 |
-240,456 |
-31.5% |
3,474,492 |
|
| Daily Pivots for day following 19-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
151.52 |
151.08 |
149.08 |
|
| R3 |
150.44 |
150.00 |
148.79 |
|
| R2 |
149.36 |
149.36 |
148.69 |
|
| R1 |
148.92 |
148.92 |
148.59 |
149.14 |
| PP |
148.28 |
148.28 |
148.28 |
148.39 |
| S1 |
147.84 |
147.84 |
148.39 |
148.06 |
| S2 |
147.20 |
147.20 |
148.29 |
|
| S3 |
146.12 |
146.76 |
148.19 |
|
| S4 |
145.04 |
145.68 |
147.90 |
|
|
| Weekly Pivots for week ending 19-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
151.52 |
151.08 |
149.08 |
|
| R3 |
150.44 |
150.00 |
148.79 |
|
| R2 |
149.36 |
149.36 |
148.69 |
|
| R1 |
148.92 |
148.92 |
148.59 |
149.14 |
| PP |
148.28 |
148.28 |
148.28 |
148.39 |
| S1 |
147.84 |
147.84 |
148.39 |
148.06 |
| S2 |
147.20 |
147.20 |
148.29 |
|
| S3 |
146.12 |
146.76 |
148.19 |
|
| S4 |
145.04 |
145.68 |
147.90 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
148.71 |
147.63 |
1.08 |
0.7% |
0.70 |
0.5% |
80% |
True |
True |
694,898 |
| 10 |
149.43 |
147.63 |
1.80 |
1.2% |
0.62 |
0.4% |
48% |
False |
True |
738,311 |
| 20 |
149.91 |
147.63 |
2.28 |
1.5% |
0.60 |
0.4% |
38% |
False |
True |
555,917 |
| 40 |
149.91 |
145.82 |
4.09 |
2.8% |
0.55 |
0.4% |
65% |
False |
False |
279,957 |
| 60 |
149.91 |
144.28 |
5.63 |
3.8% |
0.46 |
0.3% |
75% |
False |
False |
186,704 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
153.30 |
|
2.618 |
151.54 |
|
1.618 |
150.46 |
|
1.000 |
149.79 |
|
0.618 |
149.38 |
|
HIGH |
148.71 |
|
0.618 |
148.30 |
|
0.500 |
148.17 |
|
0.382 |
148.04 |
|
LOW |
147.63 |
|
0.618 |
146.96 |
|
1.000 |
146.55 |
|
1.618 |
145.88 |
|
2.618 |
144.80 |
|
4.250 |
143.04 |
|
|
| Fisher Pivots for day following 19-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
148.38 |
148.38 |
| PP |
148.28 |
148.28 |
| S1 |
148.17 |
148.17 |
|