Euro Bund Future September 2014
Trading Metrics calculated at close of trading on 02-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2014 |
02-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
151.67 |
151.52 |
-0.15 |
-0.1% |
150.41 |
High |
151.71 |
151.53 |
-0.18 |
-0.1% |
151.83 |
Low |
151.26 |
150.86 |
-0.40 |
-0.3% |
150.40 |
Close |
151.54 |
151.09 |
-0.45 |
-0.3% |
151.54 |
Range |
0.45 |
0.67 |
0.22 |
48.9% |
1.43 |
ATR |
0.55 |
0.56 |
0.01 |
1.6% |
0.00 |
Volume |
293,936 |
1,470,221 |
1,176,285 |
400.2% |
2,924,702 |
|
Daily Pivots for day following 02-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
153.17 |
152.80 |
151.46 |
|
R3 |
152.50 |
152.13 |
151.27 |
|
R2 |
151.83 |
151.83 |
151.21 |
|
R1 |
151.46 |
151.46 |
151.15 |
151.31 |
PP |
151.16 |
151.16 |
151.16 |
151.09 |
S1 |
150.79 |
150.79 |
151.03 |
150.64 |
S2 |
150.49 |
150.49 |
150.97 |
|
S3 |
149.82 |
150.12 |
150.91 |
|
S4 |
149.15 |
149.45 |
150.72 |
|
|
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 |
150.76 |
1.07 |
0.7% |
0.50 |
0.3% |
31% |
False |
False |
767,173 |
10 |
151.83 |
149.82 |
2.01 |
1.3% |
0.50 |
0.3% |
63% |
False |
False |
644,917 |
20 |
151.83 |
147.84 |
3.99 |
2.6% |
0.54 |
0.4% |
81% |
False |
False |
635,314 |
40 |
151.83 |
146.81 |
5.02 |
3.3% |
0.52 |
0.3% |
85% |
False |
False |
598,231 |
60 |
151.83 |
144.58 |
7.25 |
4.8% |
0.53 |
0.3% |
90% |
False |
False |
573,781 |
80 |
151.83 |
143.51 |
8.32 |
5.5% |
0.54 |
0.4% |
91% |
False |
False |
495,155 |
100 |
151.83 |
141.99 |
9.84 |
6.5% |
0.50 |
0.3% |
92% |
False |
False |
396,164 |
120 |
151.83 |
141.01 |
10.82 |
7.2% |
0.44 |
0.3% |
93% |
False |
False |
330,137 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
154.38 |
2.618 |
153.28 |
1.618 |
152.61 |
1.000 |
152.20 |
0.618 |
151.94 |
HIGH |
151.53 |
0.618 |
151.27 |
0.500 |
151.20 |
0.382 |
151.12 |
LOW |
150.86 |
0.618 |
150.45 |
1.000 |
150.19 |
1.618 |
149.78 |
2.618 |
149.11 |
4.250 |
148.01 |
|
|
Fisher Pivots for day following 02-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
151.20 |
151.35 |
PP |
151.16 |
151.26 |
S1 |
151.13 |
151.18 |
|