Euro Bund Future September 2014
Trading Metrics calculated at close of trading on 28-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2014 |
28-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
147.95 |
148.35 |
0.40 |
0.3% |
148.30 |
High |
148.40 |
148.46 |
0.06 |
0.0% |
148.45 |
Low |
147.81 |
148.06 |
0.25 |
0.2% |
147.78 |
Close |
148.29 |
148.27 |
-0.02 |
0.0% |
148.29 |
Range |
0.59 |
0.40 |
-0.19 |
-32.2% |
0.67 |
ATR |
0.51 |
0.50 |
-0.01 |
-1.5% |
0.00 |
Volume |
484,794 |
626,941 |
142,147 |
29.3% |
2,675,184 |
|
Daily Pivots for day following 28-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
149.46 |
149.27 |
148.49 |
|
R3 |
149.06 |
148.87 |
148.38 |
|
R2 |
148.66 |
148.66 |
148.34 |
|
R1 |
148.47 |
148.47 |
148.31 |
148.37 |
PP |
148.26 |
148.26 |
148.26 |
148.21 |
S1 |
148.07 |
148.07 |
148.23 |
147.97 |
S2 |
147.86 |
147.86 |
148.20 |
|
S3 |
147.46 |
147.67 |
148.16 |
|
S4 |
147.06 |
147.27 |
148.05 |
|
|
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 |
148.46 |
147.78 |
0.68 |
0.5% |
0.49 |
0.3% |
72% |
True |
False |
532,700 |
10 |
148.49 |
147.43 |
1.06 |
0.7% |
0.44 |
0.3% |
79% |
False |
False |
523,636 |
20 |
148.49 |
145.85 |
2.64 |
1.8% |
0.45 |
0.3% |
92% |
False |
False |
516,717 |
40 |
148.49 |
144.03 |
4.46 |
3.0% |
0.53 |
0.4% |
95% |
False |
False |
567,703 |
60 |
148.49 |
143.20 |
5.29 |
3.6% |
0.51 |
0.3% |
96% |
False |
False |
391,486 |
80 |
148.49 |
141.43 |
7.06 |
4.8% |
0.45 |
0.3% |
97% |
False |
False |
293,634 |
100 |
148.49 |
140.90 |
7.59 |
5.1% |
0.39 |
0.3% |
97% |
False |
False |
234,907 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
150.16 |
2.618 |
149.51 |
1.618 |
149.11 |
1.000 |
148.86 |
0.618 |
148.71 |
HIGH |
148.46 |
0.618 |
148.31 |
0.500 |
148.26 |
0.382 |
148.21 |
LOW |
148.06 |
0.618 |
147.81 |
1.000 |
147.66 |
1.618 |
147.41 |
2.618 |
147.01 |
4.250 |
146.36 |
|
|
Fisher Pivots for day following 28-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
148.27 |
148.22 |
PP |
148.26 |
148.17 |
S1 |
148.26 |
148.12 |
|