Euro Bund Future December 2014
Trading Metrics calculated at close of trading on 09-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2014 |
09-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
149.13 |
148.62 |
-0.51 |
-0.3% |
149.59 |
High |
149.43 |
148.69 |
-0.74 |
-0.5% |
149.60 |
Low |
148.63 |
148.16 |
-0.47 |
-0.3% |
148.55 |
Close |
149.10 |
148.40 |
-0.70 |
-0.5% |
149.17 |
Range |
0.80 |
0.53 |
-0.27 |
-33.8% |
1.05 |
ATR |
0.58 |
0.60 |
0.03 |
4.5% |
0.00 |
Volume |
958,828 |
836,408 |
-122,420 |
-12.8% |
3,523,887 |
|
Daily Pivots for day following 09-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
150.01 |
149.73 |
148.69 |
|
R3 |
149.48 |
149.20 |
148.55 |
|
R2 |
148.95 |
148.95 |
148.50 |
|
R1 |
148.67 |
148.67 |
148.45 |
148.55 |
PP |
148.42 |
148.42 |
148.42 |
148.35 |
S1 |
148.14 |
148.14 |
148.35 |
148.02 |
S2 |
147.89 |
147.89 |
148.30 |
|
S3 |
147.36 |
147.61 |
148.25 |
|
S4 |
146.83 |
147.08 |
148.11 |
|
|
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 |
149.55 |
148.16 |
1.39 |
0.9% |
0.71 |
0.5% |
17% |
False |
True |
909,760 |
10 |
149.91 |
148.16 |
1.75 |
1.2% |
0.60 |
0.4% |
14% |
False |
True |
549,735 |
20 |
149.91 |
147.20 |
2.71 |
1.8% |
0.54 |
0.4% |
44% |
False |
False |
279,938 |
40 |
149.91 |
145.71 |
4.20 |
2.8% |
0.48 |
0.3% |
64% |
False |
False |
140,351 |
60 |
149.91 |
143.20 |
6.71 |
4.5% |
0.39 |
0.3% |
77% |
False |
False |
93,573 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
150.94 |
2.618 |
150.08 |
1.618 |
149.55 |
1.000 |
149.22 |
0.618 |
149.02 |
HIGH |
148.69 |
0.618 |
148.49 |
0.500 |
148.43 |
0.382 |
148.36 |
LOW |
148.16 |
0.618 |
147.83 |
1.000 |
147.63 |
1.618 |
147.30 |
2.618 |
146.77 |
4.250 |
145.91 |
|
|
Fisher Pivots for day following 09-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
148.43 |
148.80 |
PP |
148.42 |
148.66 |
S1 |
148.41 |
148.53 |
|