Euro Bund Future September 2014
Trading Metrics calculated at close of trading on 09-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2014 |
09-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
146.88 |
147.40 |
0.52 |
0.4% |
146.90 |
High |
147.47 |
147.54 |
0.07 |
0.0% |
147.25 |
Low |
146.81 |
147.23 |
0.42 |
0.3% |
145.85 |
Close |
147.38 |
147.33 |
-0.05 |
0.0% |
146.53 |
Range |
0.66 |
0.31 |
-0.35 |
-53.0% |
1.40 |
ATR |
0.57 |
0.56 |
-0.02 |
-3.3% |
0.00 |
Volume |
436,753 |
759,989 |
323,236 |
74.0% |
1,995,630 |
|
Daily Pivots for day following 09-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
148.30 |
148.12 |
147.50 |
|
R3 |
147.99 |
147.81 |
147.42 |
|
R2 |
147.68 |
147.68 |
147.39 |
|
R1 |
147.50 |
147.50 |
147.36 |
147.44 |
PP |
147.37 |
147.37 |
147.37 |
147.33 |
S1 |
147.19 |
147.19 |
147.30 |
147.13 |
S2 |
147.06 |
147.06 |
147.27 |
|
S3 |
146.75 |
146.88 |
147.24 |
|
S4 |
146.44 |
146.57 |
147.16 |
|
|
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 |
147.54 |
145.85 |
1.69 |
1.1% |
0.54 |
0.4% |
88% |
True |
False |
537,467 |
10 |
147.54 |
145.85 |
1.69 |
1.1% |
0.50 |
0.3% |
88% |
True |
False |
524,911 |
20 |
147.54 |
144.58 |
2.96 |
2.0% |
0.54 |
0.4% |
93% |
True |
False |
521,756 |
40 |
147.54 |
144.03 |
3.51 |
2.4% |
0.56 |
0.4% |
94% |
True |
False |
421,821 |
60 |
147.54 |
142.46 |
5.08 |
3.4% |
0.50 |
0.3% |
96% |
True |
False |
281,398 |
80 |
147.54 |
141.01 |
6.53 |
4.4% |
0.41 |
0.3% |
97% |
True |
False |
211,049 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
148.86 |
2.618 |
148.35 |
1.618 |
148.04 |
1.000 |
147.85 |
0.618 |
147.73 |
HIGH |
147.54 |
0.618 |
147.42 |
0.500 |
147.39 |
0.382 |
147.35 |
LOW |
147.23 |
0.618 |
147.04 |
1.000 |
146.92 |
1.618 |
146.73 |
2.618 |
146.42 |
4.250 |
145.91 |
|
|
Fisher Pivots for day following 09-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
147.39 |
147.26 |
PP |
147.37 |
147.19 |
S1 |
147.35 |
147.13 |
|