Euro Bund Future September 2014
Trading Metrics calculated at close of trading on 22-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2014 |
22-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
150.13 |
150.28 |
0.15 |
0.1% |
150.20 |
High |
150.40 |
150.62 |
0.22 |
0.1% |
150.62 |
Low |
149.95 |
150.10 |
0.15 |
0.1% |
149.81 |
Close |
150.21 |
150.27 |
0.06 |
0.0% |
150.27 |
Range |
0.45 |
0.52 |
0.07 |
15.6% |
0.81 |
ATR |
0.56 |
0.55 |
0.00 |
-0.5% |
0.00 |
Volume |
603,991 |
381,717 |
-222,274 |
-36.8% |
2,544,851 |
|
Daily Pivots for day following 22-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
151.89 |
151.60 |
150.56 |
|
R3 |
151.37 |
151.08 |
150.41 |
|
R2 |
150.85 |
150.85 |
150.37 |
|
R1 |
150.56 |
150.56 |
150.32 |
150.45 |
PP |
150.33 |
150.33 |
150.33 |
150.27 |
S1 |
150.04 |
150.04 |
150.22 |
149.93 |
S2 |
149.81 |
149.81 |
150.17 |
|
S3 |
149.29 |
149.52 |
150.13 |
|
S4 |
148.77 |
149.00 |
149.98 |
|
|
Weekly Pivots for week ending 22-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
152.66 |
152.28 |
150.72 |
|
R3 |
151.85 |
151.47 |
150.49 |
|
R2 |
151.04 |
151.04 |
150.42 |
|
R1 |
150.66 |
150.66 |
150.34 |
150.85 |
PP |
150.23 |
150.23 |
150.23 |
150.33 |
S1 |
149.85 |
149.85 |
150.20 |
150.04 |
S2 |
149.42 |
149.42 |
150.12 |
|
S3 |
148.61 |
149.04 |
150.05 |
|
S4 |
147.80 |
148.23 |
149.82 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
150.62 |
149.81 |
0.81 |
0.5% |
0.46 |
0.3% |
57% |
True |
False |
508,970 |
10 |
150.70 |
149.07 |
1.63 |
1.1% |
0.49 |
0.3% |
74% |
False |
False |
558,367 |
20 |
150.70 |
147.65 |
3.05 |
2.0% |
0.57 |
0.4% |
86% |
False |
False |
617,886 |
40 |
150.70 |
145.85 |
4.85 |
3.2% |
0.51 |
0.3% |
91% |
False |
False |
563,743 |
60 |
150.70 |
144.03 |
6.67 |
4.4% |
0.55 |
0.4% |
94% |
False |
False |
580,654 |
80 |
150.70 |
142.99 |
7.71 |
5.1% |
0.53 |
0.4% |
94% |
False |
False |
440,253 |
100 |
150.70 |
141.43 |
9.27 |
6.2% |
0.47 |
0.3% |
95% |
False |
False |
352,215 |
120 |
150.70 |
140.90 |
9.80 |
6.5% |
0.42 |
0.3% |
96% |
False |
False |
293,513 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
152.83 |
2.618 |
151.98 |
1.618 |
151.46 |
1.000 |
151.14 |
0.618 |
150.94 |
HIGH |
150.62 |
0.618 |
150.42 |
0.500 |
150.36 |
0.382 |
150.30 |
LOW |
150.10 |
0.618 |
149.78 |
1.000 |
149.58 |
1.618 |
149.26 |
2.618 |
148.74 |
4.250 |
147.89 |
|
|
Fisher Pivots for day following 22-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
150.36 |
150.28 |
PP |
150.33 |
150.28 |
S1 |
150.30 |
150.27 |
|