Euro Bund Future September 2014
Trading Metrics calculated at close of trading on 16-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2014 |
16-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
147.62 |
147.63 |
0.01 |
0.0% |
146.80 |
High |
147.90 |
147.86 |
-0.04 |
0.0% |
148.06 |
Low |
147.43 |
147.60 |
0.17 |
0.1% |
146.71 |
Close |
147.50 |
147.76 |
0.26 |
0.2% |
147.64 |
Range |
0.47 |
0.26 |
-0.21 |
-44.7% |
1.35 |
ATR |
0.52 |
0.51 |
-0.01 |
-2.2% |
0.00 |
Volume |
497,251 |
644,760 |
147,509 |
29.7% |
2,428,934 |
|
Daily Pivots for day following 16-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
148.52 |
148.40 |
147.90 |
|
R3 |
148.26 |
148.14 |
147.83 |
|
R2 |
148.00 |
148.00 |
147.81 |
|
R1 |
147.88 |
147.88 |
147.78 |
147.94 |
PP |
147.74 |
147.74 |
147.74 |
147.77 |
S1 |
147.62 |
147.62 |
147.74 |
147.68 |
S2 |
147.48 |
147.48 |
147.71 |
|
S3 |
147.22 |
147.36 |
147.69 |
|
S4 |
146.96 |
147.10 |
147.62 |
|
|
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 |
147.39 |
0.67 |
0.5% |
0.37 |
0.3% |
55% |
False |
False |
502,493 |
10 |
148.06 |
145.85 |
2.21 |
1.5% |
0.46 |
0.3% |
86% |
False |
False |
519,980 |
20 |
148.06 |
144.91 |
3.15 |
2.1% |
0.47 |
0.3% |
90% |
False |
False |
511,542 |
40 |
148.06 |
144.03 |
4.03 |
2.7% |
0.54 |
0.4% |
93% |
False |
False |
483,060 |
60 |
148.06 |
142.48 |
5.58 |
3.8% |
0.50 |
0.3% |
95% |
False |
False |
323,270 |
80 |
148.06 |
141.34 |
6.72 |
4.5% |
0.41 |
0.3% |
96% |
False |
False |
242,454 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
148.97 |
2.618 |
148.54 |
1.618 |
148.28 |
1.000 |
148.12 |
0.618 |
148.02 |
HIGH |
147.86 |
0.618 |
147.76 |
0.500 |
147.73 |
0.382 |
147.70 |
LOW |
147.60 |
0.618 |
147.44 |
1.000 |
147.34 |
1.618 |
147.18 |
2.618 |
146.92 |
4.250 |
146.50 |
|
|
Fisher Pivots for day following 16-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
147.75 |
147.73 |
PP |
147.74 |
147.70 |
S1 |
147.73 |
147.67 |
|