Euro Bund Future September 2014
Trading Metrics calculated at close of trading on 20-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2014 |
20-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
149.85 |
150.07 |
0.22 |
0.1% |
149.22 |
High |
150.25 |
150.37 |
0.12 |
0.1% |
150.70 |
Low |
149.82 |
149.94 |
0.12 |
0.1% |
149.07 |
Close |
150.11 |
150.32 |
0.21 |
0.1% |
150.41 |
Range |
0.43 |
0.43 |
0.00 |
0.0% |
1.63 |
ATR |
0.57 |
0.56 |
-0.01 |
-1.8% |
0.00 |
Volume |
476,678 |
591,866 |
115,188 |
24.2% |
3,038,827 |
|
Daily Pivots for day following 20-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
151.50 |
151.34 |
150.56 |
|
R3 |
151.07 |
150.91 |
150.44 |
|
R2 |
150.64 |
150.64 |
150.40 |
|
R1 |
150.48 |
150.48 |
150.36 |
150.56 |
PP |
150.21 |
150.21 |
150.21 |
150.25 |
S1 |
150.05 |
150.05 |
150.28 |
150.13 |
S2 |
149.78 |
149.78 |
150.24 |
|
S3 |
149.35 |
149.62 |
150.20 |
|
S4 |
148.92 |
149.19 |
150.08 |
|
|
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 |
149.79 |
0.91 |
0.6% |
0.51 |
0.3% |
58% |
False |
False |
542,454 |
10 |
150.70 |
148.86 |
1.84 |
1.2% |
0.53 |
0.4% |
79% |
False |
False |
584,160 |
20 |
150.70 |
147.65 |
3.05 |
2.0% |
0.58 |
0.4% |
88% |
False |
False |
617,080 |
40 |
150.70 |
145.85 |
4.85 |
3.2% |
0.51 |
0.3% |
92% |
False |
False |
565,025 |
60 |
150.70 |
144.03 |
6.67 |
4.4% |
0.55 |
0.4% |
94% |
False |
False |
567,058 |
80 |
150.70 |
142.76 |
7.94 |
5.3% |
0.53 |
0.4% |
95% |
False |
False |
427,939 |
100 |
150.70 |
141.43 |
9.27 |
6.2% |
0.46 |
0.3% |
96% |
False |
False |
342,358 |
120 |
150.70 |
140.90 |
9.80 |
6.5% |
0.42 |
0.3% |
96% |
False |
False |
285,298 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
152.20 |
2.618 |
151.50 |
1.618 |
151.07 |
1.000 |
150.80 |
0.618 |
150.64 |
HIGH |
150.37 |
0.618 |
150.21 |
0.500 |
150.16 |
0.382 |
150.10 |
LOW |
149.94 |
0.618 |
149.67 |
1.000 |
149.51 |
1.618 |
149.24 |
2.618 |
148.81 |
4.250 |
148.11 |
|
|
Fisher Pivots for day following 20-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
150.27 |
150.24 |
PP |
150.21 |
150.17 |
S1 |
150.16 |
150.09 |
|