Euro Bund Future September 2014
Trading Metrics calculated at close of trading on 18-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2014 |
18-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
147.95 |
148.35 |
0.40 |
0.3% |
147.50 |
High |
148.48 |
148.49 |
0.01 |
0.0% |
148.49 |
Low |
147.87 |
148.12 |
0.25 |
0.2% |
147.43 |
Close |
148.20 |
148.25 |
0.05 |
0.0% |
148.25 |
Range |
0.61 |
0.37 |
-0.24 |
-39.3% |
1.06 |
ATR |
0.53 |
0.51 |
-0.01 |
-2.1% |
0.00 |
Volume |
467,550 |
324,674 |
-142,876 |
-30.6% |
2,607,663 |
|
Daily Pivots for day following 18-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
149.40 |
149.19 |
148.45 |
|
R3 |
149.03 |
148.82 |
148.35 |
|
R2 |
148.66 |
148.66 |
148.32 |
|
R1 |
148.45 |
148.45 |
148.28 |
148.37 |
PP |
148.29 |
148.29 |
148.29 |
148.25 |
S1 |
148.08 |
148.08 |
148.22 |
148.00 |
S2 |
147.92 |
147.92 |
148.18 |
|
S3 |
147.55 |
147.71 |
148.15 |
|
S4 |
147.18 |
147.34 |
148.05 |
|
|
Weekly Pivots for week ending 18-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
151.24 |
150.80 |
148.83 |
|
R3 |
150.18 |
149.74 |
148.54 |
|
R2 |
149.12 |
149.12 |
148.44 |
|
R1 |
148.68 |
148.68 |
148.35 |
148.90 |
PP |
148.06 |
148.06 |
148.06 |
148.17 |
S1 |
147.62 |
147.62 |
148.15 |
147.84 |
S2 |
147.00 |
147.00 |
148.06 |
|
S3 |
145.94 |
146.56 |
147.96 |
|
S4 |
144.88 |
145.50 |
147.67 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
148.49 |
147.43 |
1.06 |
0.7% |
0.38 |
0.3% |
77% |
True |
False |
521,532 |
10 |
148.49 |
146.71 |
1.78 |
1.2% |
0.41 |
0.3% |
87% |
True |
False |
503,659 |
20 |
148.49 |
145.66 |
2.83 |
1.9% |
0.45 |
0.3% |
92% |
True |
False |
500,229 |
40 |
148.49 |
144.03 |
4.46 |
3.0% |
0.53 |
0.4% |
95% |
True |
False |
502,338 |
60 |
148.49 |
142.49 |
6.00 |
4.0% |
0.51 |
0.3% |
96% |
True |
False |
336,473 |
80 |
148.49 |
141.43 |
7.06 |
4.8% |
0.42 |
0.3% |
97% |
True |
False |
252,357 |
100 |
148.49 |
140.90 |
7.59 |
5.1% |
0.38 |
0.3% |
97% |
True |
False |
201,886 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
150.06 |
2.618 |
149.46 |
1.618 |
149.09 |
1.000 |
148.86 |
0.618 |
148.72 |
HIGH |
148.49 |
0.618 |
148.35 |
0.500 |
148.31 |
0.382 |
148.26 |
LOW |
148.12 |
0.618 |
147.89 |
1.000 |
147.75 |
1.618 |
147.52 |
2.618 |
147.15 |
4.250 |
146.55 |
|
|
Fisher Pivots for day following 18-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
148.31 |
148.18 |
PP |
148.29 |
148.11 |
S1 |
148.27 |
148.05 |
|