Euro Bund Future September 2014
Trading Metrics calculated at close of trading on 25-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2014 |
25-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
148.32 |
147.95 |
-0.37 |
-0.2% |
148.30 |
High |
148.39 |
148.40 |
0.01 |
0.0% |
148.45 |
Low |
147.78 |
147.81 |
0.03 |
0.0% |
147.78 |
Close |
147.88 |
148.29 |
0.41 |
0.3% |
148.29 |
Range |
0.61 |
0.59 |
-0.02 |
-3.3% |
0.67 |
ATR |
0.50 |
0.51 |
0.01 |
1.3% |
0.00 |
Volume |
484,794 |
484,794 |
0 |
0.0% |
2,675,184 |
|
Daily Pivots for day following 25-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
149.94 |
149.70 |
148.61 |
|
R3 |
149.35 |
149.11 |
148.45 |
|
R2 |
148.76 |
148.76 |
148.40 |
|
R1 |
148.52 |
148.52 |
148.34 |
148.64 |
PP |
148.17 |
148.17 |
148.17 |
148.23 |
S1 |
147.93 |
147.93 |
148.24 |
148.05 |
S2 |
147.58 |
147.58 |
148.18 |
|
S3 |
146.99 |
147.34 |
148.13 |
|
S4 |
146.40 |
146.75 |
147.97 |
|
|
Weekly Pivots for week ending 25-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
150.18 |
149.91 |
148.66 |
|
R3 |
149.51 |
149.24 |
148.47 |
|
R2 |
148.84 |
148.84 |
148.41 |
|
R1 |
148.57 |
148.57 |
148.35 |
148.37 |
PP |
148.17 |
148.17 |
148.17 |
148.08 |
S1 |
147.90 |
147.90 |
148.23 |
147.70 |
S2 |
147.50 |
147.50 |
148.17 |
|
S3 |
146.83 |
147.23 |
148.11 |
|
S4 |
146.16 |
146.56 |
147.92 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
148.45 |
147.78 |
0.67 |
0.5% |
0.46 |
0.3% |
76% |
False |
False |
535,036 |
10 |
148.49 |
147.43 |
1.06 |
0.7% |
0.42 |
0.3% |
81% |
False |
False |
528,284 |
20 |
148.49 |
145.85 |
2.64 |
1.8% |
0.45 |
0.3% |
92% |
False |
False |
509,600 |
40 |
148.49 |
144.03 |
4.46 |
3.0% |
0.53 |
0.4% |
96% |
False |
False |
562,038 |
60 |
148.49 |
142.99 |
5.50 |
3.7% |
0.51 |
0.3% |
96% |
False |
False |
381,042 |
80 |
148.49 |
141.43 |
7.06 |
4.8% |
0.44 |
0.3% |
97% |
False |
False |
285,797 |
100 |
148.49 |
140.90 |
7.59 |
5.1% |
0.39 |
0.3% |
97% |
False |
False |
228,638 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
150.91 |
2.618 |
149.94 |
1.618 |
149.35 |
1.000 |
148.99 |
0.618 |
148.76 |
HIGH |
148.40 |
0.618 |
148.17 |
0.500 |
148.11 |
0.382 |
148.04 |
LOW |
147.81 |
0.618 |
147.45 |
1.000 |
147.22 |
1.618 |
146.86 |
2.618 |
146.27 |
4.250 |
145.30 |
|
|
Fisher Pivots for day following 25-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
148.23 |
148.23 |
PP |
148.17 |
148.17 |
S1 |
148.11 |
148.11 |
|