Euro Bund Future September 2014
Trading Metrics calculated at close of trading on 08-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2014 |
08-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
146.80 |
146.88 |
0.08 |
0.1% |
146.90 |
High |
146.98 |
147.47 |
0.49 |
0.3% |
147.25 |
Low |
146.71 |
146.81 |
0.10 |
0.1% |
145.85 |
Close |
146.96 |
147.38 |
0.42 |
0.3% |
146.53 |
Range |
0.27 |
0.66 |
0.39 |
144.4% |
1.40 |
ATR |
0.57 |
0.57 |
0.01 |
1.2% |
0.00 |
Volume |
535,163 |
436,753 |
-98,410 |
-18.4% |
1,995,630 |
|
Daily Pivots for day following 08-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
149.20 |
148.95 |
147.74 |
|
R3 |
148.54 |
148.29 |
147.56 |
|
R2 |
147.88 |
147.88 |
147.50 |
|
R1 |
147.63 |
147.63 |
147.44 |
147.76 |
PP |
147.22 |
147.22 |
147.22 |
147.28 |
S1 |
146.97 |
146.97 |
147.32 |
147.10 |
S2 |
146.56 |
146.56 |
147.26 |
|
S3 |
145.90 |
146.31 |
147.20 |
|
S4 |
145.24 |
145.65 |
147.02 |
|
|
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 |
147.47 |
145.85 |
1.62 |
1.1% |
0.55 |
0.4% |
94% |
True |
False |
508,560 |
10 |
147.47 |
145.85 |
1.62 |
1.1% |
0.50 |
0.3% |
94% |
True |
False |
506,597 |
20 |
147.47 |
144.58 |
2.89 |
2.0% |
0.56 |
0.4% |
97% |
True |
False |
519,543 |
40 |
147.47 |
143.55 |
3.92 |
2.7% |
0.57 |
0.4% |
98% |
True |
False |
402,964 |
60 |
147.47 |
142.46 |
5.01 |
3.4% |
0.49 |
0.3% |
98% |
True |
False |
268,731 |
80 |
147.47 |
141.01 |
6.46 |
4.4% |
0.41 |
0.3% |
99% |
True |
False |
201,549 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
150.28 |
2.618 |
149.20 |
1.618 |
148.54 |
1.000 |
148.13 |
0.618 |
147.88 |
HIGH |
147.47 |
0.618 |
147.22 |
0.500 |
147.14 |
0.382 |
147.06 |
LOW |
146.81 |
0.618 |
146.40 |
1.000 |
146.15 |
1.618 |
145.74 |
2.618 |
145.08 |
4.250 |
144.01 |
|
|
Fisher Pivots for day following 08-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
147.30 |
147.14 |
PP |
147.22 |
146.90 |
S1 |
147.14 |
146.66 |
|