Euro Bund Future September 2014
Trading Metrics calculated at close of trading on 17-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2014 |
17-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
147.63 |
147.95 |
0.32 |
0.2% |
146.80 |
High |
147.86 |
148.48 |
0.62 |
0.4% |
148.06 |
Low |
147.60 |
147.87 |
0.27 |
0.2% |
146.71 |
Close |
147.76 |
148.20 |
0.44 |
0.3% |
147.64 |
Range |
0.26 |
0.61 |
0.35 |
134.6% |
1.35 |
ATR |
0.51 |
0.53 |
0.01 |
2.9% |
0.00 |
Volume |
644,760 |
467,550 |
-177,210 |
-27.5% |
2,428,934 |
|
Daily Pivots for day following 17-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
150.01 |
149.72 |
148.54 |
|
R3 |
149.40 |
149.11 |
148.37 |
|
R2 |
148.79 |
148.79 |
148.31 |
|
R1 |
148.50 |
148.50 |
148.26 |
148.65 |
PP |
148.18 |
148.18 |
148.18 |
148.26 |
S1 |
147.89 |
147.89 |
148.14 |
148.04 |
S2 |
147.57 |
147.57 |
148.09 |
|
S3 |
146.96 |
147.28 |
148.03 |
|
S4 |
146.35 |
146.67 |
147.86 |
|
|
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 |
148.48 |
147.39 |
1.09 |
0.7% |
0.37 |
0.3% |
74% |
True |
False |
503,078 |
10 |
148.48 |
145.85 |
2.63 |
1.8% |
0.45 |
0.3% |
89% |
True |
False |
493,913 |
20 |
148.48 |
145.66 |
2.82 |
1.9% |
0.47 |
0.3% |
90% |
True |
False |
505,095 |
40 |
148.48 |
144.03 |
4.45 |
3.0% |
0.54 |
0.4% |
94% |
True |
False |
494,571 |
60 |
148.48 |
142.49 |
5.99 |
4.0% |
0.51 |
0.3% |
95% |
True |
False |
331,062 |
80 |
148.48 |
141.43 |
7.05 |
4.8% |
0.41 |
0.3% |
96% |
True |
False |
248,299 |
100 |
148.48 |
140.68 |
7.80 |
5.3% |
0.38 |
0.3% |
96% |
True |
False |
198,639 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
151.07 |
2.618 |
150.08 |
1.618 |
149.47 |
1.000 |
149.09 |
0.618 |
148.86 |
HIGH |
148.48 |
0.618 |
148.25 |
0.500 |
148.18 |
0.382 |
148.10 |
LOW |
147.87 |
0.618 |
147.49 |
1.000 |
147.26 |
1.618 |
146.88 |
2.618 |
146.27 |
4.250 |
145.28 |
|
|
Fisher Pivots for day following 17-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
148.19 |
148.12 |
PP |
148.18 |
148.04 |
S1 |
148.18 |
147.96 |
|