Euro Bund Future September 2014
Trading Metrics calculated at close of trading on 30-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2014 |
30-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
148.24 |
148.64 |
0.40 |
0.3% |
148.30 |
High |
148.78 |
148.71 |
-0.07 |
0.0% |
148.45 |
Low |
148.18 |
147.75 |
-0.43 |
-0.3% |
147.78 |
Close |
148.69 |
148.10 |
-0.59 |
-0.4% |
148.29 |
Range |
0.60 |
0.96 |
0.36 |
60.0% |
0.67 |
ATR |
0.51 |
0.54 |
0.03 |
6.4% |
0.00 |
Volume |
742,524 |
921,218 |
178,694 |
24.1% |
2,675,184 |
|
Daily Pivots for day following 30-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
151.07 |
150.54 |
148.63 |
|
R3 |
150.11 |
149.58 |
148.36 |
|
R2 |
149.15 |
149.15 |
148.28 |
|
R1 |
148.62 |
148.62 |
148.19 |
148.41 |
PP |
148.19 |
148.19 |
148.19 |
148.08 |
S1 |
147.66 |
147.66 |
148.01 |
147.45 |
S2 |
147.23 |
147.23 |
147.92 |
|
S3 |
146.27 |
146.70 |
147.84 |
|
S4 |
145.31 |
145.74 |
147.57 |
|
|
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 |
147.75 |
1.03 |
0.7% |
0.63 |
0.4% |
34% |
False |
True |
652,054 |
10 |
148.78 |
147.75 |
1.03 |
0.7% |
0.52 |
0.4% |
34% |
False |
True |
575,809 |
20 |
148.78 |
145.85 |
2.93 |
2.0% |
0.49 |
0.3% |
77% |
False |
False |
547,894 |
40 |
148.78 |
144.03 |
4.75 |
3.2% |
0.54 |
0.4% |
86% |
False |
False |
568,065 |
60 |
148.78 |
143.20 |
5.58 |
3.8% |
0.53 |
0.4% |
88% |
False |
False |
419,214 |
80 |
148.78 |
141.99 |
6.79 |
4.6% |
0.46 |
0.3% |
90% |
False |
False |
314,430 |
100 |
148.78 |
141.00 |
7.78 |
5.3% |
0.40 |
0.3% |
91% |
False |
False |
251,545 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
152.79 |
2.618 |
151.22 |
1.618 |
150.26 |
1.000 |
149.67 |
0.618 |
149.30 |
HIGH |
148.71 |
0.618 |
148.34 |
0.500 |
148.23 |
0.382 |
148.12 |
LOW |
147.75 |
0.618 |
147.16 |
1.000 |
146.79 |
1.618 |
146.20 |
2.618 |
145.24 |
4.250 |
143.67 |
|
|
Fisher Pivots for day following 30-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
148.23 |
148.27 |
PP |
148.19 |
148.21 |
S1 |
148.14 |
148.16 |
|