Euro Bund Future September 2014
Trading Metrics calculated at close of trading on 11-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2014 |
11-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
147.54 |
147.64 |
0.10 |
0.1% |
146.80 |
High |
148.06 |
147.72 |
-0.34 |
-0.2% |
148.06 |
Low |
147.47 |
147.39 |
-0.08 |
-0.1% |
146.71 |
Close |
147.61 |
147.64 |
0.03 |
0.0% |
147.64 |
Range |
0.59 |
0.33 |
-0.26 |
-44.1% |
1.35 |
ATR |
0.57 |
0.55 |
-0.02 |
-3.0% |
0.00 |
Volume |
464,628 |
232,401 |
-232,227 |
-50.0% |
2,428,934 |
|
Daily Pivots for day following 11-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
148.57 |
148.44 |
147.82 |
|
R3 |
148.24 |
148.11 |
147.73 |
|
R2 |
147.91 |
147.91 |
147.70 |
|
R1 |
147.78 |
147.78 |
147.67 |
147.81 |
PP |
147.58 |
147.58 |
147.58 |
147.60 |
S1 |
147.45 |
147.45 |
147.61 |
147.48 |
S2 |
147.25 |
147.25 |
147.58 |
|
S3 |
146.92 |
147.12 |
147.55 |
|
S4 |
146.59 |
146.79 |
147.46 |
|
|
Weekly Pivots for week ending 11-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
151.52 |
150.93 |
148.38 |
|
R3 |
150.17 |
149.58 |
148.01 |
|
R2 |
148.82 |
148.82 |
147.89 |
|
R1 |
148.23 |
148.23 |
147.76 |
148.53 |
PP |
147.47 |
147.47 |
147.47 |
147.62 |
S1 |
146.88 |
146.88 |
147.52 |
147.18 |
S2 |
146.12 |
146.12 |
147.39 |
|
S3 |
144.77 |
145.53 |
147.27 |
|
S4 |
143.42 |
144.18 |
146.90 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
148.06 |
146.71 |
1.35 |
0.9% |
0.43 |
0.3% |
69% |
False |
False |
485,786 |
10 |
148.06 |
145.85 |
2.21 |
1.5% |
0.47 |
0.3% |
81% |
False |
False |
490,916 |
20 |
148.06 |
144.91 |
3.15 |
2.1% |
0.51 |
0.3% |
87% |
False |
False |
497,417 |
40 |
148.06 |
144.03 |
4.03 |
2.7% |
0.54 |
0.4% |
90% |
False |
False |
438,283 |
60 |
148.06 |
142.46 |
5.60 |
3.8% |
0.51 |
0.3% |
93% |
False |
False |
293,014 |
80 |
148.06 |
141.01 |
7.05 |
4.8% |
0.41 |
0.3% |
94% |
False |
False |
219,762 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
149.12 |
2.618 |
148.58 |
1.618 |
148.25 |
1.000 |
148.05 |
0.618 |
147.92 |
HIGH |
147.72 |
0.618 |
147.59 |
0.500 |
147.56 |
0.382 |
147.52 |
LOW |
147.39 |
0.618 |
147.19 |
1.000 |
147.06 |
1.618 |
146.86 |
2.618 |
146.53 |
4.250 |
145.99 |
|
|
Fisher Pivots for day following 11-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
147.61 |
147.65 |
PP |
147.58 |
147.64 |
S1 |
147.56 |
147.64 |
|