Euro Bund Future December 2014
Trading Metrics calculated at close of trading on 22-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2014 |
22-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
147.80 |
148.77 |
0.97 |
0.7% |
147.92 |
High |
148.71 |
148.97 |
0.26 |
0.2% |
148.71 |
Low |
147.63 |
148.57 |
0.94 |
0.6% |
147.63 |
Close |
148.49 |
148.76 |
0.27 |
0.2% |
148.49 |
Range |
1.08 |
0.40 |
-0.68 |
-63.0% |
1.08 |
ATR |
0.62 |
0.61 |
-0.01 |
-1.6% |
0.00 |
Volume |
523,128 |
590,951 |
67,823 |
13.0% |
3,474,492 |
|
Daily Pivots for day following 22-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
149.97 |
149.76 |
148.98 |
|
R3 |
149.57 |
149.36 |
148.87 |
|
R2 |
149.17 |
149.17 |
148.83 |
|
R1 |
148.96 |
148.96 |
148.80 |
148.87 |
PP |
148.77 |
148.77 |
148.77 |
148.72 |
S1 |
148.56 |
148.56 |
148.72 |
148.47 |
S2 |
148.37 |
148.37 |
148.69 |
|
S3 |
147.97 |
148.16 |
148.65 |
|
S4 |
147.57 |
147.76 |
148.54 |
|
|
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 |
148.97 |
147.63 |
1.34 |
0.9% |
0.66 |
0.4% |
84% |
True |
False |
677,078 |
10 |
148.97 |
147.63 |
1.34 |
0.9% |
0.58 |
0.4% |
84% |
True |
False |
701,524 |
20 |
149.91 |
147.63 |
2.28 |
1.5% |
0.60 |
0.4% |
50% |
False |
False |
584,964 |
40 |
149.91 |
145.82 |
4.09 |
2.7% |
0.55 |
0.4% |
72% |
False |
False |
294,712 |
60 |
149.91 |
144.28 |
5.63 |
3.8% |
0.46 |
0.3% |
80% |
False |
False |
196,553 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
150.67 |
2.618 |
150.02 |
1.618 |
149.62 |
1.000 |
149.37 |
0.618 |
149.22 |
HIGH |
148.97 |
0.618 |
148.82 |
0.500 |
148.77 |
0.382 |
148.72 |
LOW |
148.57 |
0.618 |
148.32 |
1.000 |
148.17 |
1.618 |
147.92 |
2.618 |
147.52 |
4.250 |
146.87 |
|
|
Fisher Pivots for day following 22-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
148.77 |
148.61 |
PP |
148.77 |
148.45 |
S1 |
148.76 |
148.30 |
|