Euro Bund Future September 2014
Trading Metrics calculated at close of trading on 01-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2014 |
01-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
147.94 |
147.98 |
0.04 |
0.0% |
148.35 |
High |
148.27 |
148.62 |
0.35 |
0.2% |
148.78 |
Low |
147.65 |
147.74 |
0.09 |
0.1% |
147.65 |
Close |
147.99 |
148.42 |
0.43 |
0.3% |
148.42 |
Range |
0.62 |
0.88 |
0.26 |
41.9% |
1.13 |
ATR |
0.54 |
0.57 |
0.02 |
4.4% |
0.00 |
Volume |
813,259 |
391,468 |
-421,791 |
-51.9% |
3,495,410 |
|
Daily Pivots for day following 01-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
150.90 |
150.54 |
148.90 |
|
R3 |
150.02 |
149.66 |
148.66 |
|
R2 |
149.14 |
149.14 |
148.58 |
|
R1 |
148.78 |
148.78 |
148.50 |
148.96 |
PP |
148.26 |
148.26 |
148.26 |
148.35 |
S1 |
147.90 |
147.90 |
148.34 |
148.08 |
S2 |
147.38 |
147.38 |
148.26 |
|
S3 |
146.50 |
147.02 |
148.18 |
|
S4 |
145.62 |
146.14 |
147.94 |
|
|
Weekly Pivots for week ending 01-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
151.67 |
151.18 |
149.04 |
|
R3 |
150.54 |
150.05 |
148.73 |
|
R2 |
149.41 |
149.41 |
148.63 |
|
R1 |
148.92 |
148.92 |
148.52 |
149.17 |
PP |
148.28 |
148.28 |
148.28 |
148.41 |
S1 |
147.79 |
147.79 |
148.32 |
148.04 |
S2 |
147.15 |
147.15 |
148.21 |
|
S3 |
146.02 |
146.66 |
148.11 |
|
S4 |
144.89 |
145.53 |
147.80 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
148.78 |
147.65 |
1.13 |
0.8% |
0.69 |
0.5% |
68% |
False |
False |
699,082 |
10 |
148.78 |
147.65 |
1.13 |
0.8% |
0.58 |
0.4% |
68% |
False |
False |
617,059 |
20 |
148.78 |
146.71 |
2.07 |
1.4% |
0.49 |
0.3% |
83% |
False |
False |
560,359 |
40 |
148.78 |
144.58 |
4.20 |
2.8% |
0.53 |
0.4% |
91% |
False |
False |
537,604 |
60 |
148.78 |
143.51 |
5.27 |
3.6% |
0.53 |
0.4% |
93% |
False |
False |
439,254 |
80 |
148.78 |
141.99 |
6.79 |
4.6% |
0.48 |
0.3% |
95% |
False |
False |
329,489 |
100 |
148.78 |
141.01 |
7.77 |
5.2% |
0.41 |
0.3% |
95% |
False |
False |
263,592 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
152.36 |
2.618 |
150.92 |
1.618 |
150.04 |
1.000 |
149.50 |
0.618 |
149.16 |
HIGH |
148.62 |
0.618 |
148.28 |
0.500 |
148.18 |
0.382 |
148.08 |
LOW |
147.74 |
0.618 |
147.20 |
1.000 |
146.86 |
1.618 |
146.32 |
2.618 |
145.44 |
4.250 |
144.00 |
|
|
Fisher Pivots for day following 01-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
148.34 |
148.34 |
PP |
148.26 |
148.26 |
S1 |
148.18 |
148.18 |
|