Euro Bund Future September 2014
Trading Metrics calculated at close of trading on 14-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2014 |
14-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
147.64 |
147.50 |
-0.14 |
-0.1% |
146.80 |
High |
147.72 |
147.66 |
-0.06 |
0.0% |
148.06 |
Low |
147.39 |
147.46 |
0.07 |
0.0% |
146.71 |
Close |
147.64 |
147.58 |
-0.06 |
0.0% |
147.64 |
Range |
0.33 |
0.20 |
-0.13 |
-39.4% |
1.35 |
ATR |
0.55 |
0.53 |
-0.03 |
-4.5% |
0.00 |
Volume |
232,401 |
673,428 |
441,027 |
189.8% |
2,428,934 |
|
Daily Pivots for day following 14-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
148.17 |
148.07 |
147.69 |
|
R3 |
147.97 |
147.87 |
147.64 |
|
R2 |
147.77 |
147.77 |
147.62 |
|
R1 |
147.67 |
147.67 |
147.60 |
147.72 |
PP |
147.57 |
147.57 |
147.57 |
147.59 |
S1 |
147.47 |
147.47 |
147.56 |
147.52 |
S2 |
147.37 |
147.37 |
147.54 |
|
S3 |
147.17 |
147.27 |
147.53 |
|
S4 |
146.97 |
147.07 |
147.47 |
|
|
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 |
146.81 |
1.25 |
0.8% |
0.42 |
0.3% |
62% |
False |
False |
513,439 |
10 |
148.06 |
145.85 |
2.21 |
1.5% |
0.45 |
0.3% |
78% |
False |
False |
509,799 |
20 |
148.06 |
144.91 |
3.15 |
2.1% |
0.49 |
0.3% |
85% |
False |
False |
511,619 |
40 |
148.06 |
144.03 |
4.03 |
2.7% |
0.54 |
0.4% |
88% |
False |
False |
455,006 |
60 |
148.06 |
142.46 |
5.60 |
3.8% |
0.50 |
0.3% |
91% |
False |
False |
304,237 |
80 |
148.06 |
141.01 |
7.05 |
4.8% |
0.41 |
0.3% |
93% |
False |
False |
228,179 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
148.51 |
2.618 |
148.18 |
1.618 |
147.98 |
1.000 |
147.86 |
0.618 |
147.78 |
HIGH |
147.66 |
0.618 |
147.58 |
0.500 |
147.56 |
0.382 |
147.54 |
LOW |
147.46 |
0.618 |
147.34 |
1.000 |
147.26 |
1.618 |
147.14 |
2.618 |
146.94 |
4.250 |
146.61 |
|
|
Fisher Pivots for day following 14-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
147.57 |
147.73 |
PP |
147.57 |
147.68 |
S1 |
147.56 |
147.63 |
|