Euro Bund Future December 2014
Trading Metrics calculated at close of trading on 23-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2014 |
23-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
148.77 |
148.90 |
0.13 |
0.1% |
147.92 |
High |
148.97 |
149.25 |
0.28 |
0.2% |
148.71 |
Low |
148.57 |
148.82 |
0.25 |
0.2% |
147.63 |
Close |
148.76 |
148.93 |
0.17 |
0.1% |
148.49 |
Range |
0.40 |
0.43 |
0.03 |
7.5% |
1.08 |
ATR |
0.61 |
0.60 |
-0.01 |
-1.4% |
0.00 |
Volume |
590,951 |
582,033 |
-8,918 |
-1.5% |
3,474,492 |
|
Daily Pivots for day following 23-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
150.29 |
150.04 |
149.17 |
|
R3 |
149.86 |
149.61 |
149.05 |
|
R2 |
149.43 |
149.43 |
149.01 |
|
R1 |
149.18 |
149.18 |
148.97 |
149.31 |
PP |
149.00 |
149.00 |
149.00 |
149.06 |
S1 |
148.75 |
148.75 |
148.89 |
148.88 |
S2 |
148.57 |
148.57 |
148.85 |
|
S3 |
148.14 |
148.32 |
148.81 |
|
S4 |
147.71 |
147.89 |
148.69 |
|
|
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 |
149.25 |
147.63 |
1.62 |
1.1% |
0.64 |
0.4% |
80% |
True |
False |
662,017 |
10 |
149.25 |
147.63 |
1.62 |
1.1% |
0.57 |
0.4% |
80% |
True |
False |
676,086 |
20 |
149.91 |
147.63 |
2.28 |
1.5% |
0.59 |
0.4% |
57% |
False |
False |
612,911 |
40 |
149.91 |
145.82 |
4.09 |
2.7% |
0.55 |
0.4% |
76% |
False |
False |
309,252 |
60 |
149.91 |
144.28 |
5.63 |
3.8% |
0.46 |
0.3% |
83% |
False |
False |
206,253 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
151.08 |
2.618 |
150.38 |
1.618 |
149.95 |
1.000 |
149.68 |
0.618 |
149.52 |
HIGH |
149.25 |
0.618 |
149.09 |
0.500 |
149.04 |
0.382 |
148.98 |
LOW |
148.82 |
0.618 |
148.55 |
1.000 |
148.39 |
1.618 |
148.12 |
2.618 |
147.69 |
4.250 |
146.99 |
|
|
Fisher Pivots for day following 23-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
149.04 |
148.77 |
PP |
149.00 |
148.60 |
S1 |
148.97 |
148.44 |
|