Euro Bund Future December 2014
| Trading Metrics calculated at close of trading on 29-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2014 |
29-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
149.51 |
149.46 |
-0.05 |
0.0% |
148.77 |
| High |
149.72 |
149.68 |
-0.04 |
0.0% |
149.72 |
| Low |
149.26 |
149.21 |
-0.05 |
0.0% |
148.57 |
| Close |
149.44 |
149.52 |
0.08 |
0.1% |
149.44 |
| Range |
0.46 |
0.47 |
0.01 |
2.2% |
1.15 |
| ATR |
0.58 |
0.57 |
-0.01 |
-1.3% |
0.00 |
| Volume |
568,402 |
892,519 |
324,117 |
57.0% |
3,101,976 |
|
| Daily Pivots for day following 29-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
150.88 |
150.67 |
149.78 |
|
| R3 |
150.41 |
150.20 |
149.65 |
|
| R2 |
149.94 |
149.94 |
149.61 |
|
| R1 |
149.73 |
149.73 |
149.56 |
149.84 |
| PP |
149.47 |
149.47 |
149.47 |
149.52 |
| S1 |
149.26 |
149.26 |
149.48 |
149.37 |
| S2 |
149.00 |
149.00 |
149.43 |
|
| S3 |
148.53 |
148.79 |
149.39 |
|
| S4 |
148.06 |
148.32 |
149.26 |
|
|
| Weekly Pivots for week ending 26-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
152.69 |
152.22 |
150.07 |
|
| R3 |
151.54 |
151.07 |
149.76 |
|
| R2 |
150.39 |
150.39 |
149.65 |
|
| R1 |
149.92 |
149.92 |
149.55 |
150.16 |
| PP |
149.24 |
149.24 |
149.24 |
149.36 |
| S1 |
148.77 |
148.77 |
149.33 |
149.01 |
| S2 |
148.09 |
148.09 |
149.23 |
|
| S3 |
146.94 |
147.62 |
149.12 |
|
| S4 |
145.79 |
146.47 |
148.81 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
149.72 |
148.78 |
0.94 |
0.6% |
0.47 |
0.3% |
79% |
False |
False |
680,708 |
| 10 |
149.72 |
147.63 |
2.09 |
1.4% |
0.56 |
0.4% |
90% |
False |
False |
678,893 |
| 20 |
149.72 |
147.63 |
2.09 |
1.4% |
0.59 |
0.4% |
90% |
False |
False |
745,075 |
| 40 |
149.91 |
146.00 |
3.91 |
2.6% |
0.53 |
0.4% |
90% |
False |
False |
379,719 |
| 60 |
149.91 |
144.96 |
4.95 |
3.3% |
0.47 |
0.3% |
92% |
False |
False |
253,276 |
| 80 |
149.91 |
142.90 |
7.01 |
4.7% |
0.40 |
0.3% |
94% |
False |
False |
189,960 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
151.68 |
|
2.618 |
150.91 |
|
1.618 |
150.44 |
|
1.000 |
150.15 |
|
0.618 |
149.97 |
|
HIGH |
149.68 |
|
0.618 |
149.50 |
|
0.500 |
149.45 |
|
0.382 |
149.39 |
|
LOW |
149.21 |
|
0.618 |
148.92 |
|
1.000 |
148.74 |
|
1.618 |
148.45 |
|
2.618 |
147.98 |
|
4.250 |
147.21 |
|
|
| Fisher Pivots for day following 29-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
149.50 |
149.45 |
| PP |
149.47 |
149.38 |
| S1 |
149.45 |
149.31 |
|