Euro Bund Future September 2014
Trading Metrics calculated at close of trading on 05-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2014 |
05-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
148.40 |
148.40 |
0.00 |
0.0% |
148.35 |
High |
148.57 |
148.48 |
-0.09 |
-0.1% |
148.78 |
Low |
148.33 |
147.84 |
-0.49 |
-0.3% |
147.65 |
Close |
148.46 |
148.01 |
-0.45 |
-0.3% |
148.42 |
Range |
0.24 |
0.64 |
0.40 |
166.7% |
1.13 |
ATR |
0.54 |
0.55 |
0.01 |
1.2% |
0.00 |
Volume |
550,957 |
775,145 |
224,188 |
40.7% |
3,495,410 |
|
Daily Pivots for day following 05-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
150.03 |
149.66 |
148.36 |
|
R3 |
149.39 |
149.02 |
148.19 |
|
R2 |
148.75 |
148.75 |
148.13 |
|
R1 |
148.38 |
148.38 |
148.07 |
148.25 |
PP |
148.11 |
148.11 |
148.11 |
148.04 |
S1 |
147.74 |
147.74 |
147.95 |
147.61 |
S2 |
147.47 |
147.47 |
147.89 |
|
S3 |
146.83 |
147.10 |
147.83 |
|
S4 |
146.19 |
146.46 |
147.66 |
|
|
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 |
148.71 |
147.65 |
1.06 |
0.7% |
0.67 |
0.5% |
34% |
False |
False |
690,409 |
10 |
148.78 |
147.65 |
1.13 |
0.8% |
0.60 |
0.4% |
32% |
False |
False |
639,550 |
20 |
148.78 |
147.23 |
1.55 |
1.0% |
0.49 |
0.3% |
50% |
False |
False |
578,068 |
40 |
148.78 |
144.58 |
4.20 |
2.8% |
0.52 |
0.4% |
82% |
False |
False |
548,806 |
60 |
148.78 |
143.55 |
5.23 |
3.5% |
0.54 |
0.4% |
85% |
False |
False |
461,332 |
80 |
148.78 |
142.46 |
6.32 |
4.3% |
0.49 |
0.3% |
88% |
False |
False |
346,066 |
100 |
148.78 |
141.01 |
7.77 |
5.2% |
0.42 |
0.3% |
90% |
False |
False |
276,853 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
151.20 |
2.618 |
150.16 |
1.618 |
149.52 |
1.000 |
149.12 |
0.618 |
148.88 |
HIGH |
148.48 |
0.618 |
148.24 |
0.500 |
148.16 |
0.382 |
148.08 |
LOW |
147.84 |
0.618 |
147.44 |
1.000 |
147.20 |
1.618 |
146.80 |
2.618 |
146.16 |
4.250 |
145.12 |
|
|
Fisher Pivots for day following 05-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
148.16 |
148.18 |
PP |
148.11 |
148.12 |
S1 |
148.06 |
148.07 |
|