Euro Bund Future September 2014
Trading Metrics calculated at close of trading on 29-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2014 |
29-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
148.35 |
148.24 |
-0.11 |
-0.1% |
148.30 |
High |
148.46 |
148.78 |
0.32 |
0.2% |
148.45 |
Low |
148.06 |
148.18 |
0.12 |
0.1% |
147.78 |
Close |
148.27 |
148.69 |
0.42 |
0.3% |
148.29 |
Range |
0.40 |
0.60 |
0.20 |
50.0% |
0.67 |
ATR |
0.50 |
0.51 |
0.01 |
1.4% |
0.00 |
Volume |
626,941 |
742,524 |
115,583 |
18.4% |
2,675,184 |
|
Daily Pivots for day following 29-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
150.35 |
150.12 |
149.02 |
|
R3 |
149.75 |
149.52 |
148.86 |
|
R2 |
149.15 |
149.15 |
148.80 |
|
R1 |
148.92 |
148.92 |
148.75 |
149.04 |
PP |
148.55 |
148.55 |
148.55 |
148.61 |
S1 |
148.32 |
148.32 |
148.64 |
148.44 |
S2 |
147.95 |
147.95 |
148.58 |
|
S3 |
147.35 |
147.72 |
148.53 |
|
S4 |
146.75 |
147.12 |
148.36 |
|
|
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 |
148.78 |
147.78 |
1.00 |
0.7% |
0.53 |
0.4% |
91% |
True |
False |
588,692 |
10 |
148.78 |
147.60 |
1.18 |
0.8% |
0.45 |
0.3% |
92% |
True |
False |
548,163 |
20 |
148.78 |
145.85 |
2.93 |
2.0% |
0.46 |
0.3% |
97% |
True |
False |
532,606 |
40 |
148.78 |
144.03 |
4.75 |
3.2% |
0.53 |
0.4% |
98% |
True |
False |
568,101 |
60 |
148.78 |
143.20 |
5.58 |
3.8% |
0.51 |
0.3% |
98% |
True |
False |
403,861 |
80 |
148.78 |
141.43 |
7.35 |
4.9% |
0.45 |
0.3% |
99% |
True |
False |
302,915 |
100 |
148.78 |
140.90 |
7.88 |
5.3% |
0.40 |
0.3% |
99% |
True |
False |
242,333 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
151.33 |
2.618 |
150.35 |
1.618 |
149.75 |
1.000 |
149.38 |
0.618 |
149.15 |
HIGH |
148.78 |
0.618 |
148.55 |
0.500 |
148.48 |
0.382 |
148.41 |
LOW |
148.18 |
0.618 |
147.81 |
1.000 |
147.58 |
1.618 |
147.21 |
2.618 |
146.61 |
4.250 |
145.63 |
|
|
Fisher Pivots for day following 29-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
148.62 |
148.56 |
PP |
148.55 |
148.43 |
S1 |
148.48 |
148.30 |
|