Euro Bund Future September 2014
Trading Metrics calculated at close of trading on 07-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2014 |
07-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
146.62 |
146.80 |
0.18 |
0.1% |
146.90 |
High |
146.62 |
146.98 |
0.36 |
0.2% |
147.25 |
Low |
145.85 |
146.71 |
0.86 |
0.6% |
145.85 |
Close |
146.53 |
146.96 |
0.43 |
0.3% |
146.53 |
Range |
0.77 |
0.27 |
-0.50 |
-64.9% |
1.40 |
ATR |
0.58 |
0.57 |
-0.01 |
-1.6% |
0.00 |
Volume |
227,216 |
535,163 |
307,947 |
135.5% |
1,995,630 |
|
Daily Pivots for day following 07-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
147.69 |
147.60 |
147.11 |
|
R3 |
147.42 |
147.33 |
147.03 |
|
R2 |
147.15 |
147.15 |
147.01 |
|
R1 |
147.06 |
147.06 |
146.98 |
147.11 |
PP |
146.88 |
146.88 |
146.88 |
146.91 |
S1 |
146.79 |
146.79 |
146.94 |
146.84 |
S2 |
146.61 |
146.61 |
146.91 |
|
S3 |
146.34 |
146.52 |
146.89 |
|
S4 |
146.07 |
146.25 |
146.81 |
|
|
Weekly Pivots for week ending 04-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
150.74 |
150.04 |
147.30 |
|
R3 |
149.34 |
148.64 |
146.92 |
|
R2 |
147.94 |
147.94 |
146.79 |
|
R1 |
147.24 |
147.24 |
146.66 |
146.89 |
PP |
146.54 |
146.54 |
146.54 |
146.37 |
S1 |
145.84 |
145.84 |
146.40 |
145.49 |
S2 |
145.14 |
145.14 |
146.27 |
|
S3 |
143.74 |
144.44 |
146.15 |
|
S4 |
142.34 |
143.04 |
145.76 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
147.25 |
145.85 |
1.40 |
1.0% |
0.49 |
0.3% |
79% |
False |
False |
506,158 |
10 |
147.25 |
145.72 |
1.53 |
1.0% |
0.48 |
0.3% |
81% |
False |
False |
511,076 |
20 |
147.25 |
144.58 |
2.67 |
1.8% |
0.54 |
0.4% |
89% |
False |
False |
524,880 |
40 |
147.25 |
143.51 |
3.74 |
2.5% |
0.56 |
0.4% |
92% |
False |
False |
392,079 |
60 |
147.25 |
141.99 |
5.26 |
3.6% |
0.48 |
0.3% |
94% |
False |
False |
261,452 |
80 |
147.25 |
141.01 |
6.24 |
4.2% |
0.40 |
0.3% |
95% |
False |
False |
196,090 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
148.13 |
2.618 |
147.69 |
1.618 |
147.42 |
1.000 |
147.25 |
0.618 |
147.15 |
HIGH |
146.98 |
0.618 |
146.88 |
0.500 |
146.85 |
0.382 |
146.81 |
LOW |
146.71 |
0.618 |
146.54 |
1.000 |
146.44 |
1.618 |
146.27 |
2.618 |
146.00 |
4.250 |
145.56 |
|
|
Fisher Pivots for day following 07-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
146.92 |
146.82 |
PP |
146.88 |
146.69 |
S1 |
146.85 |
146.55 |
|