Euro Bund Future December 2014
| Trading Metrics calculated at close of trading on 25-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2014 |
25-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
148.95 |
148.90 |
-0.05 |
0.0% |
147.92 |
| High |
149.17 |
149.48 |
0.31 |
0.2% |
148.71 |
| Low |
148.78 |
148.90 |
0.12 |
0.1% |
147.63 |
| Close |
149.01 |
149.37 |
0.36 |
0.2% |
148.49 |
| Range |
0.39 |
0.58 |
0.19 |
48.7% |
1.08 |
| ATR |
0.59 |
0.59 |
0.00 |
-0.1% |
0.00 |
| Volume |
635,757 |
724,833 |
89,076 |
14.0% |
3,474,492 |
|
| Daily Pivots for day following 25-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
150.99 |
150.76 |
149.69 |
|
| R3 |
150.41 |
150.18 |
149.53 |
|
| R2 |
149.83 |
149.83 |
149.48 |
|
| R1 |
149.60 |
149.60 |
149.42 |
149.72 |
| PP |
149.25 |
149.25 |
149.25 |
149.31 |
| S1 |
149.02 |
149.02 |
149.32 |
149.14 |
| S2 |
148.67 |
148.67 |
149.26 |
|
| S3 |
148.09 |
148.44 |
149.21 |
|
| S4 |
147.51 |
147.86 |
149.05 |
|
|
| 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 |
149.48 |
147.63 |
1.85 |
1.2% |
0.58 |
0.4% |
94% |
True |
False |
611,340 |
| 10 |
149.48 |
147.63 |
1.85 |
1.2% |
0.58 |
0.4% |
94% |
True |
False |
657,309 |
| 20 |
149.91 |
147.63 |
2.28 |
1.5% |
0.60 |
0.4% |
76% |
False |
False |
678,102 |
| 40 |
149.91 |
145.82 |
4.09 |
2.7% |
0.54 |
0.4% |
87% |
False |
False |
343,241 |
| 60 |
149.91 |
144.28 |
5.63 |
3.8% |
0.47 |
0.3% |
90% |
False |
False |
228,928 |
| 80 |
149.91 |
142.90 |
7.01 |
4.7% |
0.40 |
0.3% |
92% |
False |
False |
171,698 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
151.95 |
|
2.618 |
151.00 |
|
1.618 |
150.42 |
|
1.000 |
150.06 |
|
0.618 |
149.84 |
|
HIGH |
149.48 |
|
0.618 |
149.26 |
|
0.500 |
149.19 |
|
0.382 |
149.12 |
|
LOW |
148.90 |
|
0.618 |
148.54 |
|
1.000 |
148.32 |
|
1.618 |
147.96 |
|
2.618 |
147.38 |
|
4.250 |
146.44 |
|
|
| Fisher Pivots for day following 25-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
149.31 |
149.29 |
| PP |
149.25 |
149.21 |
| S1 |
149.19 |
149.13 |
|