Euro Bund Future September 2014
Trading Metrics calculated at close of trading on 14-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2014 |
14-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
149.24 |
149.88 |
0.64 |
0.4% |
148.40 |
High |
149.87 |
150.16 |
0.29 |
0.2% |
149.84 |
Low |
149.07 |
149.79 |
0.72 |
0.5% |
147.84 |
Close |
149.73 |
149.92 |
0.19 |
0.1% |
149.48 |
Range |
0.80 |
0.37 |
-0.43 |
-53.8% |
2.00 |
ATR |
0.57 |
0.56 |
-0.01 |
-1.8% |
0.00 |
Volume |
719,442 |
719,442 |
0 |
0.0% |
3,278,638 |
|
Daily Pivots for day following 14-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
151.07 |
150.86 |
150.12 |
|
R3 |
150.70 |
150.49 |
150.02 |
|
R2 |
150.33 |
150.33 |
149.99 |
|
R1 |
150.12 |
150.12 |
149.95 |
150.23 |
PP |
149.96 |
149.96 |
149.96 |
150.01 |
S1 |
149.75 |
149.75 |
149.89 |
149.86 |
S2 |
149.59 |
149.59 |
149.85 |
|
S3 |
149.22 |
149.38 |
149.82 |
|
S4 |
148.85 |
149.01 |
149.72 |
|
|
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 |
150.16 |
149.07 |
1.09 |
0.7% |
0.50 |
0.3% |
78% |
True |
False |
606,959 |
10 |
150.16 |
147.74 |
2.42 |
1.6% |
0.57 |
0.4% |
90% |
True |
False |
627,524 |
20 |
150.16 |
147.65 |
2.51 |
1.7% |
0.55 |
0.4% |
90% |
True |
False |
618,952 |
40 |
150.16 |
145.66 |
4.50 |
3.0% |
0.51 |
0.3% |
95% |
True |
False |
562,023 |
60 |
150.16 |
144.03 |
6.13 |
4.1% |
0.54 |
0.4% |
96% |
True |
False |
536,032 |
80 |
150.16 |
142.49 |
7.67 |
5.1% |
0.52 |
0.3% |
97% |
True |
False |
403,035 |
100 |
150.16 |
141.43 |
8.73 |
5.8% |
0.44 |
0.3% |
97% |
True |
False |
322,429 |
120 |
150.16 |
140.68 |
9.48 |
6.3% |
0.41 |
0.3% |
97% |
True |
False |
268,691 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
151.73 |
2.618 |
151.13 |
1.618 |
150.76 |
1.000 |
150.53 |
0.618 |
150.39 |
HIGH |
150.16 |
0.618 |
150.02 |
0.500 |
149.98 |
0.382 |
149.93 |
LOW |
149.79 |
0.618 |
149.56 |
1.000 |
149.42 |
1.618 |
149.19 |
2.618 |
148.82 |
4.250 |
148.22 |
|
|
Fisher Pivots for day following 14-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
149.98 |
149.82 |
PP |
149.96 |
149.72 |
S1 |
149.94 |
149.62 |
|