Euro Bund Future September 2014
Trading Metrics calculated at close of trading on 10-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2014 |
10-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
147.40 |
147.54 |
0.14 |
0.1% |
146.90 |
High |
147.54 |
148.06 |
0.52 |
0.4% |
147.25 |
Low |
147.23 |
147.47 |
0.24 |
0.2% |
145.85 |
Close |
147.33 |
147.61 |
0.28 |
0.2% |
146.53 |
Range |
0.31 |
0.59 |
0.28 |
90.3% |
1.40 |
ATR |
0.56 |
0.57 |
0.01 |
2.2% |
0.00 |
Volume |
759,989 |
464,628 |
-295,361 |
-38.9% |
1,995,630 |
|
Daily Pivots for day following 10-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
149.48 |
149.14 |
147.93 |
|
R3 |
148.89 |
148.55 |
147.77 |
|
R2 |
148.30 |
148.30 |
147.72 |
|
R1 |
147.96 |
147.96 |
147.66 |
148.13 |
PP |
147.71 |
147.71 |
147.71 |
147.80 |
S1 |
147.37 |
147.37 |
147.56 |
147.54 |
S2 |
147.12 |
147.12 |
147.50 |
|
S3 |
146.53 |
146.78 |
147.45 |
|
S4 |
145.94 |
146.19 |
147.29 |
|
|
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 |
148.06 |
145.85 |
2.21 |
1.5% |
0.52 |
0.4% |
80% |
True |
False |
484,749 |
10 |
148.06 |
145.85 |
2.21 |
1.5% |
0.48 |
0.3% |
80% |
True |
False |
513,367 |
20 |
148.06 |
144.90 |
3.16 |
2.1% |
0.53 |
0.4% |
86% |
True |
False |
517,113 |
40 |
148.06 |
144.03 |
4.03 |
2.7% |
0.56 |
0.4% |
89% |
True |
False |
432,814 |
60 |
148.06 |
142.46 |
5.60 |
3.8% |
0.50 |
0.3% |
92% |
True |
False |
289,141 |
80 |
148.06 |
141.01 |
7.05 |
4.8% |
0.41 |
0.3% |
94% |
True |
False |
216,857 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
150.57 |
2.618 |
149.60 |
1.618 |
149.01 |
1.000 |
148.65 |
0.618 |
148.42 |
HIGH |
148.06 |
0.618 |
147.83 |
0.500 |
147.77 |
0.382 |
147.70 |
LOW |
147.47 |
0.618 |
147.11 |
1.000 |
146.88 |
1.618 |
146.52 |
2.618 |
145.93 |
4.250 |
144.96 |
|
|
Fisher Pivots for day following 10-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
147.77 |
147.55 |
PP |
147.71 |
147.49 |
S1 |
147.66 |
147.44 |
|