Euro Bund Future September 2014
Trading Metrics calculated at close of trading on 22-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2014 |
22-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
148.30 |
148.29 |
-0.01 |
0.0% |
147.50 |
High |
148.45 |
148.33 |
-0.12 |
-0.1% |
148.49 |
Low |
148.20 |
147.91 |
-0.29 |
-0.2% |
147.43 |
Close |
148.41 |
148.00 |
-0.41 |
-0.3% |
148.25 |
Range |
0.25 |
0.42 |
0.17 |
68.0% |
1.06 |
ATR |
0.50 |
0.50 |
0.00 |
0.1% |
0.00 |
Volume |
638,622 |
462,565 |
-176,057 |
-27.6% |
2,607,663 |
|
Daily Pivots for day following 22-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
149.34 |
149.09 |
148.23 |
|
R3 |
148.92 |
148.67 |
148.12 |
|
R2 |
148.50 |
148.50 |
148.08 |
|
R1 |
148.25 |
148.25 |
148.04 |
148.17 |
PP |
148.08 |
148.08 |
148.08 |
148.04 |
S1 |
147.83 |
147.83 |
147.96 |
147.75 |
S2 |
147.66 |
147.66 |
147.92 |
|
S3 |
147.24 |
147.41 |
147.88 |
|
S4 |
146.82 |
146.99 |
147.77 |
|
|
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 |
147.60 |
0.89 |
0.6% |
0.38 |
0.3% |
45% |
False |
False |
507,634 |
10 |
148.49 |
147.23 |
1.26 |
0.9% |
0.38 |
0.3% |
61% |
False |
False |
516,586 |
20 |
148.49 |
145.85 |
2.64 |
1.8% |
0.44 |
0.3% |
81% |
False |
False |
511,592 |
40 |
148.49 |
144.03 |
4.46 |
3.0% |
0.54 |
0.4% |
89% |
False |
False |
528,775 |
60 |
148.49 |
142.76 |
5.73 |
3.9% |
0.51 |
0.3% |
91% |
False |
False |
354,825 |
80 |
148.49 |
141.43 |
7.06 |
4.8% |
0.43 |
0.3% |
93% |
False |
False |
266,122 |
100 |
148.49 |
140.90 |
7.59 |
5.1% |
0.39 |
0.3% |
94% |
False |
False |
212,898 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
150.12 |
2.618 |
149.43 |
1.618 |
149.01 |
1.000 |
148.75 |
0.618 |
148.59 |
HIGH |
148.33 |
0.618 |
148.17 |
0.500 |
148.12 |
0.382 |
148.07 |
LOW |
147.91 |
0.618 |
147.65 |
1.000 |
147.49 |
1.618 |
147.23 |
2.618 |
146.81 |
4.250 |
146.13 |
|
|
Fisher Pivots for day following 22-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
148.12 |
148.20 |
PP |
148.08 |
148.13 |
S1 |
148.04 |
148.07 |
|