Euro Bund Future September 2014
Trading Metrics calculated at close of trading on 27-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2014 |
27-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
150.90 |
151.00 |
0.10 |
0.1% |
150.20 |
High |
151.03 |
151.47 |
0.44 |
0.3% |
150.62 |
Low |
150.76 |
150.94 |
0.18 |
0.1% |
149.81 |
Close |
150.82 |
151.30 |
0.48 |
0.3% |
150.27 |
Range |
0.27 |
0.53 |
0.26 |
96.3% |
0.81 |
ATR |
0.55 |
0.56 |
0.01 |
1.3% |
0.00 |
Volume |
671,951 |
730,116 |
58,165 |
8.7% |
2,544,851 |
|
Daily Pivots for day following 27-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
152.83 |
152.59 |
151.59 |
|
R3 |
152.30 |
152.06 |
151.45 |
|
R2 |
151.77 |
151.77 |
151.40 |
|
R1 |
151.53 |
151.53 |
151.35 |
151.65 |
PP |
151.24 |
151.24 |
151.24 |
151.30 |
S1 |
151.00 |
151.00 |
151.25 |
151.12 |
S2 |
150.71 |
150.71 |
151.20 |
|
S3 |
150.18 |
150.47 |
151.15 |
|
S4 |
149.65 |
149.94 |
151.01 |
|
|
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 |
151.47 |
149.95 |
1.52 |
1.0% |
0.49 |
0.3% |
89% |
True |
False |
589,365 |
10 |
151.47 |
149.79 |
1.68 |
1.1% |
0.50 |
0.3% |
90% |
True |
False |
565,910 |
20 |
151.47 |
147.65 |
3.82 |
2.5% |
0.55 |
0.4% |
96% |
True |
False |
601,408 |
40 |
151.47 |
145.85 |
5.62 |
3.7% |
0.52 |
0.3% |
97% |
True |
False |
574,651 |
60 |
151.47 |
144.03 |
7.44 |
4.9% |
0.54 |
0.4% |
98% |
True |
False |
579,180 |
80 |
151.47 |
143.20 |
8.27 |
5.5% |
0.53 |
0.4% |
98% |
True |
False |
464,763 |
100 |
151.47 |
141.99 |
9.48 |
6.3% |
0.48 |
0.3% |
98% |
True |
False |
371,826 |
120 |
151.47 |
141.00 |
10.47 |
6.9% |
0.43 |
0.3% |
98% |
True |
False |
309,855 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
153.72 |
2.618 |
152.86 |
1.618 |
152.33 |
1.000 |
152.00 |
0.618 |
151.80 |
HIGH |
151.47 |
0.618 |
151.27 |
0.500 |
151.21 |
0.382 |
151.14 |
LOW |
150.94 |
0.618 |
150.61 |
1.000 |
150.41 |
1.618 |
150.08 |
2.618 |
149.55 |
4.250 |
148.69 |
|
|
Fisher Pivots for day following 27-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
151.27 |
151.18 |
PP |
151.24 |
151.06 |
S1 |
151.21 |
150.94 |
|