Euro Bund Future September 2014
Trading Metrics calculated at close of trading on 28-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2014 |
28-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
151.00 |
151.39 |
0.39 |
0.3% |
150.20 |
High |
151.47 |
151.83 |
0.36 |
0.2% |
150.62 |
Low |
150.94 |
151.24 |
0.30 |
0.2% |
149.81 |
Close |
151.30 |
151.58 |
0.28 |
0.2% |
150.27 |
Range |
0.53 |
0.59 |
0.06 |
11.3% |
0.81 |
ATR |
0.56 |
0.56 |
0.00 |
0.4% |
0.00 |
Volume |
730,116 |
669,645 |
-60,471 |
-8.3% |
2,544,851 |
|
Daily Pivots for day following 28-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
153.32 |
153.04 |
151.90 |
|
R3 |
152.73 |
152.45 |
151.74 |
|
R2 |
152.14 |
152.14 |
151.69 |
|
R1 |
151.86 |
151.86 |
151.63 |
152.00 |
PP |
151.55 |
151.55 |
151.55 |
151.62 |
S1 |
151.27 |
151.27 |
151.53 |
151.41 |
S2 |
150.96 |
150.96 |
151.47 |
|
S3 |
150.37 |
150.68 |
151.42 |
|
S4 |
149.78 |
150.09 |
151.26 |
|
|
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 |
151.83 |
150.10 |
1.73 |
1.1% |
0.52 |
0.3% |
86% |
True |
False |
602,496 |
10 |
151.83 |
149.81 |
2.02 |
1.3% |
0.52 |
0.3% |
88% |
True |
False |
560,930 |
20 |
151.83 |
147.74 |
4.09 |
2.7% |
0.54 |
0.4% |
94% |
True |
False |
594,227 |
40 |
151.83 |
145.85 |
5.98 |
3.9% |
0.52 |
0.3% |
96% |
True |
False |
573,187 |
60 |
151.83 |
144.03 |
7.80 |
5.1% |
0.54 |
0.4% |
97% |
True |
False |
570,147 |
80 |
151.83 |
143.27 |
8.56 |
5.6% |
0.53 |
0.4% |
97% |
True |
False |
473,120 |
100 |
151.83 |
141.99 |
9.84 |
6.5% |
0.48 |
0.3% |
97% |
True |
False |
378,522 |
120 |
151.83 |
141.01 |
10.82 |
7.1% |
0.43 |
0.3% |
98% |
True |
False |
315,435 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
154.34 |
2.618 |
153.37 |
1.618 |
152.78 |
1.000 |
152.42 |
0.618 |
152.19 |
HIGH |
151.83 |
0.618 |
151.60 |
0.500 |
151.54 |
0.382 |
151.47 |
LOW |
151.24 |
0.618 |
150.88 |
1.000 |
150.65 |
1.618 |
150.29 |
2.618 |
149.70 |
4.250 |
148.73 |
|
|
Fisher Pivots for day following 28-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
151.57 |
151.49 |
PP |
151.55 |
151.39 |
S1 |
151.54 |
151.30 |
|