Euro Bund Future September 2014
Trading Metrics calculated at close of trading on 15-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2014 |
15-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
147.50 |
147.62 |
0.12 |
0.1% |
146.80 |
High |
147.66 |
147.90 |
0.24 |
0.2% |
148.06 |
Low |
147.46 |
147.43 |
-0.03 |
0.0% |
146.71 |
Close |
147.58 |
147.50 |
-0.08 |
-0.1% |
147.64 |
Range |
0.20 |
0.47 |
0.27 |
135.0% |
1.35 |
ATR |
0.53 |
0.52 |
0.00 |
-0.8% |
0.00 |
Volume |
673,428 |
497,251 |
-176,177 |
-26.2% |
2,428,934 |
|
Daily Pivots for day following 15-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
149.02 |
148.73 |
147.76 |
|
R3 |
148.55 |
148.26 |
147.63 |
|
R2 |
148.08 |
148.08 |
147.59 |
|
R1 |
147.79 |
147.79 |
147.54 |
147.70 |
PP |
147.61 |
147.61 |
147.61 |
147.57 |
S1 |
147.32 |
147.32 |
147.46 |
147.23 |
S2 |
147.14 |
147.14 |
147.41 |
|
S3 |
146.67 |
146.85 |
147.37 |
|
S4 |
146.20 |
146.38 |
147.24 |
|
|
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 |
147.23 |
0.83 |
0.6% |
0.38 |
0.3% |
33% |
False |
False |
525,539 |
10 |
148.06 |
145.85 |
2.21 |
1.5% |
0.46 |
0.3% |
75% |
False |
False |
517,049 |
20 |
148.06 |
144.91 |
3.15 |
2.1% |
0.50 |
0.3% |
82% |
False |
False |
508,357 |
40 |
148.06 |
144.03 |
4.03 |
2.7% |
0.54 |
0.4% |
86% |
False |
False |
467,331 |
60 |
148.06 |
142.46 |
5.60 |
3.8% |
0.51 |
0.3% |
90% |
False |
False |
312,524 |
80 |
148.06 |
141.01 |
7.05 |
4.8% |
0.41 |
0.3% |
92% |
False |
False |
234,395 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
149.90 |
2.618 |
149.13 |
1.618 |
148.66 |
1.000 |
148.37 |
0.618 |
148.19 |
HIGH |
147.90 |
0.618 |
147.72 |
0.500 |
147.67 |
0.382 |
147.61 |
LOW |
147.43 |
0.618 |
147.14 |
1.000 |
146.96 |
1.618 |
146.67 |
2.618 |
146.20 |
4.250 |
145.43 |
|
|
Fisher Pivots for day following 15-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
147.67 |
147.65 |
PP |
147.61 |
147.60 |
S1 |
147.56 |
147.55 |
|