Euro Bund Future September 2014
Trading Metrics calculated at close of trading on 29-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2014 |
29-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
151.39 |
151.67 |
0.28 |
0.2% |
150.41 |
High |
151.83 |
151.71 |
-0.12 |
-0.1% |
151.83 |
Low |
151.24 |
151.26 |
0.02 |
0.0% |
150.40 |
Close |
151.58 |
151.54 |
-0.04 |
0.0% |
151.54 |
Range |
0.59 |
0.45 |
-0.14 |
-23.7% |
1.43 |
ATR |
0.56 |
0.55 |
-0.01 |
-1.4% |
0.00 |
Volume |
669,645 |
293,936 |
-375,709 |
-56.1% |
2,924,702 |
|
Daily Pivots for day following 29-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
152.85 |
152.65 |
151.79 |
|
R3 |
152.40 |
152.20 |
151.66 |
|
R2 |
151.95 |
151.95 |
151.62 |
|
R1 |
151.75 |
151.75 |
151.58 |
151.63 |
PP |
151.50 |
151.50 |
151.50 |
151.44 |
S1 |
151.30 |
151.30 |
151.50 |
151.18 |
S2 |
151.05 |
151.05 |
151.46 |
|
S3 |
150.60 |
150.85 |
151.42 |
|
S4 |
150.15 |
150.40 |
151.29 |
|
|
Weekly Pivots for week ending 29-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
155.55 |
154.97 |
152.33 |
|
R3 |
154.12 |
153.54 |
151.93 |
|
R2 |
152.69 |
152.69 |
151.80 |
|
R1 |
152.11 |
152.11 |
151.67 |
152.40 |
PP |
151.26 |
151.26 |
151.26 |
151.40 |
S1 |
150.68 |
150.68 |
151.41 |
150.97 |
S2 |
149.83 |
149.83 |
151.28 |
|
S3 |
148.40 |
149.25 |
151.15 |
|
S4 |
146.97 |
147.82 |
150.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
151.83 |
150.40 |
1.43 |
0.9% |
0.51 |
0.3% |
80% |
False |
False |
584,940 |
10 |
151.83 |
149.81 |
2.02 |
1.3% |
0.48 |
0.3% |
86% |
False |
False |
546,955 |
20 |
151.83 |
147.84 |
3.99 |
2.6% |
0.52 |
0.3% |
93% |
False |
False |
589,350 |
40 |
151.83 |
146.71 |
5.12 |
3.4% |
0.51 |
0.3% |
94% |
False |
False |
574,855 |
60 |
151.83 |
144.58 |
7.25 |
4.8% |
0.53 |
0.3% |
96% |
False |
False |
554,853 |
80 |
151.83 |
143.51 |
8.32 |
5.5% |
0.53 |
0.4% |
97% |
False |
False |
476,778 |
100 |
151.83 |
141.99 |
9.84 |
6.5% |
0.49 |
0.3% |
97% |
False |
False |
381,462 |
120 |
151.83 |
141.01 |
10.82 |
7.1% |
0.43 |
0.3% |
97% |
False |
False |
317,885 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
153.62 |
2.618 |
152.89 |
1.618 |
152.44 |
1.000 |
152.16 |
0.618 |
151.99 |
HIGH |
151.71 |
0.618 |
151.54 |
0.500 |
151.49 |
0.382 |
151.43 |
LOW |
151.26 |
0.618 |
150.98 |
1.000 |
150.81 |
1.618 |
150.53 |
2.618 |
150.08 |
4.250 |
149.35 |
|
|
Fisher Pivots for day following 29-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
151.52 |
151.49 |
PP |
151.50 |
151.44 |
S1 |
151.49 |
151.39 |
|