Euro Bund Future September 2014
Trading Metrics calculated at close of trading on 06-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2014 |
06-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
148.40 |
148.21 |
-0.19 |
-0.1% |
148.35 |
High |
148.48 |
148.99 |
0.51 |
0.3% |
148.78 |
Low |
147.84 |
148.19 |
0.35 |
0.2% |
147.65 |
Close |
148.01 |
148.82 |
0.81 |
0.5% |
148.42 |
Range |
0.64 |
0.80 |
0.16 |
25.0% |
1.13 |
ATR |
0.55 |
0.58 |
0.03 |
5.5% |
0.00 |
Volume |
775,145 |
708,900 |
-66,245 |
-8.5% |
3,495,410 |
|
Daily Pivots for day following 06-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
151.07 |
150.74 |
149.26 |
|
R3 |
150.27 |
149.94 |
149.04 |
|
R2 |
149.47 |
149.47 |
148.97 |
|
R1 |
149.14 |
149.14 |
148.89 |
149.31 |
PP |
148.67 |
148.67 |
148.67 |
148.75 |
S1 |
148.34 |
148.34 |
148.75 |
148.51 |
S2 |
147.87 |
147.87 |
148.67 |
|
S3 |
147.07 |
147.54 |
148.60 |
|
S4 |
146.27 |
146.74 |
148.38 |
|
|
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 |
148.99 |
147.65 |
1.34 |
0.9% |
0.64 |
0.4% |
87% |
True |
False |
647,945 |
10 |
148.99 |
147.65 |
1.34 |
0.9% |
0.63 |
0.4% |
87% |
True |
False |
650,000 |
20 |
148.99 |
147.39 |
1.60 |
1.1% |
0.51 |
0.3% |
89% |
True |
False |
575,514 |
40 |
148.99 |
144.58 |
4.41 |
3.0% |
0.53 |
0.4% |
96% |
True |
False |
548,635 |
60 |
148.99 |
144.03 |
4.96 |
3.3% |
0.55 |
0.4% |
97% |
True |
False |
473,052 |
80 |
148.99 |
142.46 |
6.53 |
4.4% |
0.50 |
0.3% |
97% |
True |
False |
354,927 |
100 |
148.99 |
141.01 |
7.98 |
5.4% |
0.43 |
0.3% |
98% |
True |
False |
283,942 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
152.39 |
2.618 |
151.08 |
1.618 |
150.28 |
1.000 |
149.79 |
0.618 |
149.48 |
HIGH |
148.99 |
0.618 |
148.68 |
0.500 |
148.59 |
0.382 |
148.50 |
LOW |
148.19 |
0.618 |
147.70 |
1.000 |
147.39 |
1.618 |
146.90 |
2.618 |
146.10 |
4.250 |
144.79 |
|
|
Fisher Pivots for day following 06-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
148.74 |
148.69 |
PP |
148.67 |
148.55 |
S1 |
148.59 |
148.42 |
|