Euro Bund Future December 2014
Trading Metrics calculated at close of trading on 26-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2014 |
26-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
148.90 |
149.51 |
0.61 |
0.4% |
148.77 |
High |
149.48 |
149.72 |
0.24 |
0.2% |
149.72 |
Low |
148.90 |
149.26 |
0.36 |
0.2% |
148.57 |
Close |
149.37 |
149.44 |
0.07 |
0.0% |
149.44 |
Range |
0.58 |
0.46 |
-0.12 |
-20.7% |
1.15 |
ATR |
0.59 |
0.58 |
-0.01 |
-1.6% |
0.00 |
Volume |
724,833 |
568,402 |
-156,431 |
-21.6% |
3,101,976 |
|
Daily Pivots for day following 26-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
150.85 |
150.61 |
149.69 |
|
R3 |
150.39 |
150.15 |
149.57 |
|
R2 |
149.93 |
149.93 |
149.52 |
|
R1 |
149.69 |
149.69 |
149.48 |
149.58 |
PP |
149.47 |
149.47 |
149.47 |
149.42 |
S1 |
149.23 |
149.23 |
149.40 |
149.12 |
S2 |
149.01 |
149.01 |
149.36 |
|
S3 |
148.55 |
148.77 |
149.31 |
|
S4 |
148.09 |
148.31 |
149.19 |
|
|
Weekly Pivots for week ending 26-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
152.69 |
152.22 |
150.07 |
|
R3 |
151.54 |
151.07 |
149.76 |
|
R2 |
150.39 |
150.39 |
149.65 |
|
R1 |
149.92 |
149.92 |
149.55 |
150.16 |
PP |
149.24 |
149.24 |
149.24 |
149.36 |
S1 |
148.77 |
148.77 |
149.33 |
149.01 |
S2 |
148.09 |
148.09 |
149.23 |
|
S3 |
146.94 |
147.62 |
149.12 |
|
S4 |
145.79 |
146.47 |
148.81 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
149.72 |
148.57 |
1.15 |
0.8% |
0.45 |
0.3% |
76% |
True |
False |
620,395 |
10 |
149.72 |
147.63 |
2.09 |
1.4% |
0.57 |
0.4% |
87% |
True |
False |
657,646 |
20 |
149.79 |
147.63 |
2.16 |
1.4% |
0.59 |
0.4% |
84% |
False |
False |
703,671 |
40 |
149.91 |
145.88 |
4.03 |
2.7% |
0.54 |
0.4% |
88% |
False |
False |
357,444 |
60 |
149.91 |
144.87 |
5.04 |
3.4% |
0.47 |
0.3% |
91% |
False |
False |
238,401 |
80 |
149.91 |
142.90 |
7.01 |
4.7% |
0.40 |
0.3% |
93% |
False |
False |
178,803 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
151.68 |
2.618 |
150.92 |
1.618 |
150.46 |
1.000 |
150.18 |
0.618 |
150.00 |
HIGH |
149.72 |
0.618 |
149.54 |
0.500 |
149.49 |
0.382 |
149.44 |
LOW |
149.26 |
0.618 |
148.98 |
1.000 |
148.80 |
1.618 |
148.52 |
2.618 |
148.06 |
4.250 |
147.31 |
|
|
Fisher Pivots for day following 26-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
149.49 |
149.38 |
PP |
149.47 |
149.31 |
S1 |
149.46 |
149.25 |
|