Euro Bund Future September 2014
Trading Metrics calculated at close of trading on 18-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2014 |
18-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
149.88 |
150.20 |
0.32 |
0.2% |
149.22 |
High |
150.70 |
150.27 |
-0.43 |
-0.3% |
150.70 |
Low |
149.86 |
149.81 |
-0.05 |
0.0% |
149.07 |
Close |
150.41 |
149.91 |
-0.50 |
-0.3% |
150.41 |
Range |
0.84 |
0.46 |
-0.38 |
-45.2% |
1.63 |
ATR |
0.58 |
0.58 |
0.00 |
0.2% |
0.00 |
Volume |
433,686 |
490,599 |
56,913 |
13.1% |
3,038,827 |
|
Daily Pivots for day following 18-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
151.38 |
151.10 |
150.16 |
|
R3 |
150.92 |
150.64 |
150.04 |
|
R2 |
150.46 |
150.46 |
149.99 |
|
R1 |
150.18 |
150.18 |
149.95 |
150.09 |
PP |
150.00 |
150.00 |
150.00 |
149.95 |
S1 |
149.72 |
149.72 |
149.87 |
149.63 |
S2 |
149.54 |
149.54 |
149.83 |
|
S3 |
149.08 |
149.26 |
149.78 |
|
S4 |
148.62 |
148.80 |
149.66 |
|
|
Weekly Pivots for week ending 15-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
154.95 |
154.31 |
151.31 |
|
R3 |
153.32 |
152.68 |
150.86 |
|
R2 |
151.69 |
151.69 |
150.71 |
|
R1 |
151.05 |
151.05 |
150.56 |
151.37 |
PP |
150.06 |
150.06 |
150.06 |
150.22 |
S1 |
149.42 |
149.42 |
150.26 |
149.74 |
S2 |
148.43 |
148.43 |
150.11 |
|
S3 |
146.80 |
147.79 |
149.96 |
|
S4 |
145.17 |
146.16 |
149.51 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
150.70 |
149.07 |
1.63 |
1.1% |
0.55 |
0.4% |
52% |
False |
False |
611,635 |
10 |
150.70 |
147.84 |
2.86 |
1.9% |
0.59 |
0.4% |
72% |
False |
False |
625,710 |
20 |
150.70 |
147.65 |
3.05 |
2.0% |
0.58 |
0.4% |
74% |
False |
False |
617,001 |
40 |
150.70 |
145.72 |
4.98 |
3.3% |
0.51 |
0.3% |
84% |
False |
False |
564,771 |
60 |
150.70 |
144.03 |
6.67 |
4.4% |
0.55 |
0.4% |
88% |
False |
False |
550,563 |
80 |
150.70 |
142.76 |
7.94 |
5.3% |
0.52 |
0.3% |
90% |
False |
False |
414,587 |
100 |
150.70 |
141.43 |
9.27 |
6.2% |
0.45 |
0.3% |
91% |
False |
False |
331,672 |
120 |
150.70 |
140.90 |
9.80 |
6.5% |
0.42 |
0.3% |
92% |
False |
False |
276,394 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
152.23 |
2.618 |
151.47 |
1.618 |
151.01 |
1.000 |
150.73 |
0.618 |
150.55 |
HIGH |
150.27 |
0.618 |
150.09 |
0.500 |
150.04 |
0.382 |
149.99 |
LOW |
149.81 |
0.618 |
149.53 |
1.000 |
149.35 |
1.618 |
149.07 |
2.618 |
148.61 |
4.250 |
147.86 |
|
|
Fisher Pivots for day following 18-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
150.04 |
150.25 |
PP |
150.00 |
150.13 |
S1 |
149.95 |
150.02 |
|