Euro Bund Future September 2014
Trading Metrics calculated at close of trading on 13-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2014 |
13-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
149.31 |
149.24 |
-0.07 |
0.0% |
148.40 |
High |
149.54 |
149.87 |
0.33 |
0.2% |
149.84 |
Low |
149.25 |
149.07 |
-0.18 |
-0.1% |
147.84 |
Close |
149.37 |
149.73 |
0.36 |
0.2% |
149.48 |
Range |
0.29 |
0.80 |
0.51 |
175.9% |
2.00 |
ATR |
0.56 |
0.57 |
0.02 |
3.1% |
0.00 |
Volume |
695,009 |
719,442 |
24,433 |
3.5% |
3,278,638 |
|
Daily Pivots for day following 13-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
151.96 |
151.64 |
150.17 |
|
R3 |
151.16 |
150.84 |
149.95 |
|
R2 |
150.36 |
150.36 |
149.88 |
|
R1 |
150.04 |
150.04 |
149.80 |
150.20 |
PP |
149.56 |
149.56 |
149.56 |
149.64 |
S1 |
149.24 |
149.24 |
149.66 |
149.40 |
S2 |
148.76 |
148.76 |
149.58 |
|
S3 |
147.96 |
148.44 |
149.51 |
|
S4 |
147.16 |
147.64 |
149.29 |
|
|
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 |
149.87 |
148.86 |
1.01 |
0.7% |
0.55 |
0.4% |
86% |
True |
False |
625,867 |
10 |
149.87 |
147.65 |
2.22 |
1.5% |
0.59 |
0.4% |
94% |
True |
False |
636,906 |
20 |
149.87 |
147.65 |
2.22 |
1.5% |
0.56 |
0.4% |
94% |
True |
False |
606,357 |
40 |
149.87 |
144.91 |
4.96 |
3.3% |
0.52 |
0.3% |
97% |
True |
False |
558,950 |
60 |
149.87 |
144.03 |
5.84 |
3.9% |
0.54 |
0.4% |
98% |
True |
False |
524,159 |
80 |
149.87 |
142.48 |
7.39 |
4.9% |
0.52 |
0.3% |
98% |
True |
False |
394,042 |
100 |
149.87 |
141.34 |
8.53 |
5.7% |
0.44 |
0.3% |
98% |
True |
False |
315,235 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
153.27 |
2.618 |
151.96 |
1.618 |
151.16 |
1.000 |
150.67 |
0.618 |
150.36 |
HIGH |
149.87 |
0.618 |
149.56 |
0.500 |
149.47 |
0.382 |
149.38 |
LOW |
149.07 |
0.618 |
148.58 |
1.000 |
148.27 |
1.618 |
147.78 |
2.618 |
146.98 |
4.250 |
145.67 |
|
|
Fisher Pivots for day following 13-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
149.64 |
149.64 |
PP |
149.56 |
149.56 |
S1 |
149.47 |
149.47 |
|