Euro Bund Future December 2014
Trading Metrics calculated at close of trading on 08-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2014 |
08-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
148.70 |
149.13 |
0.43 |
0.3% |
149.59 |
High |
149.33 |
149.43 |
0.10 |
0.1% |
149.60 |
Low |
148.65 |
148.63 |
-0.02 |
0.0% |
148.55 |
Close |
149.17 |
149.10 |
-0.07 |
0.0% |
149.17 |
Range |
0.68 |
0.80 |
0.12 |
17.6% |
1.05 |
ATR |
0.56 |
0.58 |
0.02 |
3.1% |
0.00 |
Volume |
603,103 |
958,828 |
355,725 |
59.0% |
3,523,887 |
|
Daily Pivots for day following 08-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
151.45 |
151.08 |
149.54 |
|
R3 |
150.65 |
150.28 |
149.32 |
|
R2 |
149.85 |
149.85 |
149.25 |
|
R1 |
149.48 |
149.48 |
149.17 |
149.27 |
PP |
149.05 |
149.05 |
149.05 |
148.95 |
S1 |
148.68 |
148.68 |
149.03 |
148.47 |
S2 |
148.25 |
148.25 |
148.95 |
|
S3 |
147.45 |
147.88 |
148.88 |
|
S4 |
146.65 |
147.08 |
148.66 |
|
|
Weekly Pivots for week ending 05-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
152.26 |
151.76 |
149.75 |
|
R3 |
151.21 |
150.71 |
149.46 |
|
R2 |
150.16 |
150.16 |
149.36 |
|
R1 |
149.66 |
149.66 |
149.27 |
149.39 |
PP |
149.11 |
149.11 |
149.11 |
148.97 |
S1 |
148.61 |
148.61 |
149.07 |
148.34 |
S2 |
148.06 |
148.06 |
148.98 |
|
S3 |
147.01 |
147.56 |
148.88 |
|
S4 |
145.96 |
146.51 |
148.59 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
149.60 |
148.55 |
1.05 |
0.7% |
0.74 |
0.5% |
52% |
False |
False |
896,543 |
10 |
149.91 |
148.49 |
1.42 |
1.0% |
0.62 |
0.4% |
43% |
False |
False |
468,405 |
20 |
149.91 |
147.20 |
2.71 |
1.8% |
0.52 |
0.4% |
70% |
False |
False |
238,144 |
40 |
149.91 |
145.64 |
4.27 |
2.9% |
0.47 |
0.3% |
81% |
False |
False |
119,441 |
60 |
149.91 |
143.20 |
6.71 |
4.5% |
0.38 |
0.3% |
88% |
False |
False |
79,633 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
152.83 |
2.618 |
151.52 |
1.618 |
150.72 |
1.000 |
150.23 |
0.618 |
149.92 |
HIGH |
149.43 |
0.618 |
149.12 |
0.500 |
149.03 |
0.382 |
148.94 |
LOW |
148.63 |
0.618 |
148.14 |
1.000 |
147.83 |
1.618 |
147.34 |
2.618 |
146.54 |
4.250 |
145.23 |
|
|
Fisher Pivots for day following 08-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
149.08 |
149.08 |
PP |
149.05 |
149.07 |
S1 |
149.03 |
149.05 |
|