Euro Bund Future September 2014
Trading Metrics calculated at close of trading on 11-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2014 |
11-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
149.68 |
149.22 |
-0.46 |
-0.3% |
148.40 |
High |
149.84 |
149.51 |
-0.33 |
-0.2% |
149.84 |
Low |
149.16 |
149.16 |
0.00 |
0.0% |
147.84 |
Close |
149.48 |
149.34 |
-0.14 |
-0.1% |
149.48 |
Range |
0.68 |
0.35 |
-0.33 |
-48.5% |
2.00 |
ATR |
0.60 |
0.58 |
-0.02 |
-2.9% |
0.00 |
Volume |
429,655 |
471,248 |
41,593 |
9.7% |
3,278,638 |
|
Daily Pivots for day following 11-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
150.39 |
150.21 |
149.53 |
|
R3 |
150.04 |
149.86 |
149.44 |
|
R2 |
149.69 |
149.69 |
149.40 |
|
R1 |
149.51 |
149.51 |
149.37 |
149.60 |
PP |
149.34 |
149.34 |
149.34 |
149.38 |
S1 |
149.16 |
149.16 |
149.31 |
149.25 |
S2 |
148.99 |
148.99 |
149.28 |
|
S3 |
148.64 |
148.81 |
149.24 |
|
S4 |
148.29 |
148.46 |
149.15 |
|
|
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% |
0.62 |
0.4% |
75% |
False |
False |
639,785 |
10 |
149.84 |
147.65 |
2.19 |
1.5% |
0.64 |
0.4% |
77% |
False |
False |
661,835 |
20 |
149.84 |
147.43 |
2.41 |
1.6% |
0.54 |
0.4% |
79% |
False |
False |
592,735 |
40 |
149.84 |
144.91 |
4.93 |
3.3% |
0.51 |
0.3% |
90% |
False |
False |
552,177 |
60 |
149.84 |
144.03 |
5.81 |
3.9% |
0.54 |
0.4% |
91% |
False |
False |
500,916 |
80 |
149.84 |
142.46 |
7.38 |
4.9% |
0.51 |
0.3% |
93% |
False |
False |
376,362 |
100 |
149.84 |
141.01 |
8.83 |
5.9% |
0.44 |
0.3% |
94% |
False |
False |
301,091 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
151.00 |
2.618 |
150.43 |
1.618 |
150.08 |
1.000 |
149.86 |
0.618 |
149.73 |
HIGH |
149.51 |
0.618 |
149.38 |
0.500 |
149.34 |
0.382 |
149.29 |
LOW |
149.16 |
0.618 |
148.94 |
1.000 |
148.81 |
1.618 |
148.59 |
2.618 |
148.24 |
4.250 |
147.67 |
|
|
Fisher Pivots for day following 11-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
149.34 |
149.35 |
PP |
149.34 |
149.35 |
S1 |
149.34 |
149.34 |
|