Euro Bund Future September 2014
Trading Metrics calculated at close of trading on 08-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2014 |
08-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
148.90 |
149.68 |
0.78 |
0.5% |
148.40 |
High |
149.49 |
149.84 |
0.35 |
0.2% |
149.84 |
Low |
148.86 |
149.16 |
0.30 |
0.2% |
147.84 |
Close |
149.24 |
149.48 |
0.24 |
0.2% |
149.48 |
Range |
0.63 |
0.68 |
0.05 |
7.9% |
2.00 |
ATR |
0.59 |
0.60 |
0.01 |
1.1% |
0.00 |
Volume |
813,981 |
429,655 |
-384,326 |
-47.2% |
3,278,638 |
|
Daily Pivots for day following 08-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
151.53 |
151.19 |
149.85 |
|
R3 |
150.85 |
150.51 |
149.67 |
|
R2 |
150.17 |
150.17 |
149.60 |
|
R1 |
149.83 |
149.83 |
149.54 |
149.66 |
PP |
149.49 |
149.49 |
149.49 |
149.41 |
S1 |
149.15 |
149.15 |
149.42 |
148.98 |
S2 |
148.81 |
148.81 |
149.36 |
|
S3 |
148.13 |
148.47 |
149.29 |
|
S4 |
147.45 |
147.79 |
149.11 |
|
|
Weekly Pivots for week ending 08-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
155.05 |
154.27 |
150.58 |
|
R3 |
153.05 |
152.27 |
150.03 |
|
R2 |
151.05 |
151.05 |
149.85 |
|
R1 |
150.27 |
150.27 |
149.66 |
150.66 |
PP |
149.05 |
149.05 |
149.05 |
149.25 |
S1 |
148.27 |
148.27 |
149.30 |
148.66 |
S2 |
147.05 |
147.05 |
149.11 |
|
S3 |
145.05 |
146.27 |
148.93 |
|
S4 |
143.05 |
144.27 |
148.38 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
149.84 |
147.84 |
2.00 |
1.3% |
0.60 |
0.4% |
82% |
True |
False |
655,727 |
10 |
149.84 |
147.65 |
2.19 |
1.5% |
0.65 |
0.4% |
84% |
True |
False |
677,404 |
20 |
149.84 |
147.43 |
2.41 |
1.6% |
0.53 |
0.4% |
85% |
True |
False |
602,844 |
40 |
149.84 |
144.91 |
4.93 |
3.3% |
0.52 |
0.4% |
93% |
True |
False |
550,131 |
60 |
149.84 |
144.03 |
5.81 |
3.9% |
0.54 |
0.4% |
94% |
True |
False |
493,137 |
80 |
149.84 |
142.46 |
7.38 |
4.9% |
0.51 |
0.3% |
95% |
True |
False |
370,472 |
100 |
149.84 |
141.01 |
8.83 |
5.9% |
0.44 |
0.3% |
96% |
True |
False |
296,378 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
152.73 |
2.618 |
151.62 |
1.618 |
150.94 |
1.000 |
150.52 |
0.618 |
150.26 |
HIGH |
149.84 |
0.618 |
149.58 |
0.500 |
149.50 |
0.382 |
149.42 |
LOW |
149.16 |
0.618 |
148.74 |
1.000 |
148.48 |
1.618 |
148.06 |
2.618 |
147.38 |
4.250 |
146.27 |
|
|
Fisher Pivots for day following 08-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
149.50 |
149.33 |
PP |
149.49 |
149.17 |
S1 |
149.49 |
149.02 |
|