Euro Bund Future December 2014
Trading Metrics calculated at close of trading on 17-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2014 |
17-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
148.32 |
148.15 |
-0.17 |
-0.1% |
149.13 |
High |
148.62 |
148.60 |
-0.02 |
0.0% |
149.43 |
Low |
148.10 |
148.04 |
-0.06 |
0.0% |
147.77 |
Close |
148.20 |
148.40 |
0.20 |
0.1% |
147.90 |
Range |
0.52 |
0.56 |
0.04 |
7.7% |
1.66 |
ATR |
0.58 |
0.57 |
0.00 |
-0.2% |
0.00 |
Volume |
657,340 |
850,390 |
193,050 |
29.4% |
3,908,626 |
|
Daily Pivots for day following 17-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
150.03 |
149.77 |
148.71 |
|
R3 |
149.47 |
149.21 |
148.55 |
|
R2 |
148.91 |
148.91 |
148.50 |
|
R1 |
148.65 |
148.65 |
148.45 |
148.78 |
PP |
148.35 |
148.35 |
148.35 |
148.41 |
S1 |
148.09 |
148.09 |
148.35 |
148.22 |
S2 |
147.79 |
147.79 |
148.30 |
|
S3 |
147.23 |
147.53 |
148.25 |
|
S4 |
146.67 |
146.97 |
148.09 |
|
|
Weekly Pivots for week ending 12-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
153.35 |
152.28 |
148.81 |
|
R3 |
151.69 |
150.62 |
148.36 |
|
R2 |
150.03 |
150.03 |
148.20 |
|
R1 |
148.96 |
148.96 |
148.05 |
148.67 |
PP |
148.37 |
148.37 |
148.37 |
148.22 |
S1 |
147.30 |
147.30 |
147.75 |
147.01 |
S2 |
146.71 |
146.71 |
147.60 |
|
S3 |
145.05 |
145.64 |
147.44 |
|
S4 |
143.39 |
143.98 |
146.99 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
148.72 |
147.77 |
0.95 |
0.6% |
0.53 |
0.4% |
66% |
False |
False |
682,228 |
10 |
149.55 |
147.77 |
1.78 |
1.2% |
0.61 |
0.4% |
35% |
False |
False |
785,247 |
20 |
149.91 |
147.77 |
2.14 |
1.4% |
0.55 |
0.4% |
29% |
False |
False |
492,851 |
40 |
149.91 |
145.82 |
4.09 |
2.8% |
0.52 |
0.3% |
63% |
False |
False |
247,825 |
60 |
149.91 |
144.28 |
5.63 |
3.8% |
0.44 |
0.3% |
73% |
False |
False |
165,259 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
150.98 |
2.618 |
150.07 |
1.618 |
149.51 |
1.000 |
149.16 |
0.618 |
148.95 |
HIGH |
148.60 |
0.618 |
148.39 |
0.500 |
148.32 |
0.382 |
148.25 |
LOW |
148.04 |
0.618 |
147.69 |
1.000 |
147.48 |
1.618 |
147.13 |
2.618 |
146.57 |
4.250 |
145.66 |
|
|
Fisher Pivots for day following 17-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
148.37 |
148.34 |
PP |
148.35 |
148.28 |
S1 |
148.32 |
148.22 |
|