Euro Bund Future December 2014
Trading Metrics calculated at close of trading on 30-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2014 |
30-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
149.46 |
149.47 |
0.01 |
0.0% |
148.77 |
High |
149.68 |
149.80 |
0.12 |
0.1% |
149.72 |
Low |
149.21 |
149.30 |
0.09 |
0.1% |
148.57 |
Close |
149.52 |
149.70 |
0.18 |
0.1% |
149.44 |
Range |
0.47 |
0.50 |
0.03 |
6.4% |
1.15 |
ATR |
0.57 |
0.57 |
-0.01 |
-0.9% |
0.00 |
Volume |
892,519 |
892,526 |
7 |
0.0% |
3,101,976 |
|
Daily Pivots for day following 30-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
151.10 |
150.90 |
149.98 |
|
R3 |
150.60 |
150.40 |
149.84 |
|
R2 |
150.10 |
150.10 |
149.79 |
|
R1 |
149.90 |
149.90 |
149.75 |
150.00 |
PP |
149.60 |
149.60 |
149.60 |
149.65 |
S1 |
149.40 |
149.40 |
149.65 |
149.50 |
S2 |
149.10 |
149.10 |
149.61 |
|
S3 |
148.60 |
148.90 |
149.56 |
|
S4 |
148.10 |
148.40 |
149.43 |
|
|
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 |
149.80 |
148.78 |
1.02 |
0.7% |
0.48 |
0.3% |
90% |
True |
False |
742,807 |
10 |
149.80 |
147.63 |
2.17 |
1.4% |
0.56 |
0.4% |
95% |
True |
False |
702,412 |
20 |
149.80 |
147.63 |
2.17 |
1.4% |
0.59 |
0.4% |
95% |
True |
False |
751,185 |
40 |
149.91 |
146.00 |
3.91 |
2.6% |
0.54 |
0.4% |
95% |
False |
False |
402,026 |
60 |
149.91 |
145.13 |
4.78 |
3.2% |
0.48 |
0.3% |
96% |
False |
False |
268,152 |
80 |
149.91 |
142.90 |
7.01 |
4.7% |
0.40 |
0.3% |
97% |
False |
False |
201,116 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
151.93 |
2.618 |
151.11 |
1.618 |
150.61 |
1.000 |
150.30 |
0.618 |
150.11 |
HIGH |
149.80 |
0.618 |
149.61 |
0.500 |
149.55 |
0.382 |
149.49 |
LOW |
149.30 |
0.618 |
148.99 |
1.000 |
148.80 |
1.618 |
148.49 |
2.618 |
147.99 |
4.250 |
147.18 |
|
|
Fisher Pivots for day following 30-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
149.65 |
149.64 |
PP |
149.60 |
149.57 |
S1 |
149.55 |
149.51 |
|