Euro Bund Future September 2014
Trading Metrics calculated at close of trading on 03-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2014 |
03-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
151.52 |
151.03 |
-0.49 |
-0.3% |
150.41 |
High |
151.53 |
151.09 |
-0.44 |
-0.3% |
151.83 |
Low |
150.86 |
150.54 |
-0.32 |
-0.2% |
150.40 |
Close |
151.09 |
150.84 |
-0.25 |
-0.2% |
151.54 |
Range |
0.67 |
0.55 |
-0.12 |
-17.9% |
1.43 |
ATR |
0.56 |
0.56 |
0.00 |
-0.2% |
0.00 |
Volume |
1,470,221 |
1,578,682 |
108,461 |
7.4% |
2,924,702 |
|
Daily Pivots for day following 03-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
152.47 |
152.21 |
151.14 |
|
R3 |
151.92 |
151.66 |
150.99 |
|
R2 |
151.37 |
151.37 |
150.94 |
|
R1 |
151.11 |
151.11 |
150.89 |
150.97 |
PP |
150.82 |
150.82 |
150.82 |
150.75 |
S1 |
150.56 |
150.56 |
150.79 |
150.42 |
S2 |
150.27 |
150.27 |
150.74 |
|
S3 |
149.72 |
150.01 |
150.69 |
|
S4 |
149.17 |
149.46 |
150.54 |
|
|
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 |
150.54 |
1.29 |
0.9% |
0.56 |
0.4% |
23% |
False |
True |
948,520 |
10 |
151.83 |
149.94 |
1.89 |
1.3% |
0.52 |
0.3% |
48% |
False |
False |
755,117 |
20 |
151.83 |
148.19 |
3.64 |
2.4% |
0.54 |
0.4% |
73% |
False |
False |
675,490 |
40 |
151.83 |
147.23 |
4.60 |
3.0% |
0.51 |
0.3% |
78% |
False |
False |
626,779 |
60 |
151.83 |
144.58 |
7.25 |
4.8% |
0.53 |
0.4% |
86% |
False |
False |
591,034 |
80 |
151.83 |
143.55 |
8.28 |
5.5% |
0.54 |
0.4% |
88% |
False |
False |
514,872 |
100 |
151.83 |
142.46 |
9.37 |
6.2% |
0.50 |
0.3% |
89% |
False |
False |
411,951 |
120 |
151.83 |
141.01 |
10.82 |
7.2% |
0.44 |
0.3% |
91% |
False |
False |
343,292 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
153.43 |
2.618 |
152.53 |
1.618 |
151.98 |
1.000 |
151.64 |
0.618 |
151.43 |
HIGH |
151.09 |
0.618 |
150.88 |
0.500 |
150.82 |
0.382 |
150.75 |
LOW |
150.54 |
0.618 |
150.20 |
1.000 |
149.99 |
1.618 |
149.65 |
2.618 |
149.10 |
4.250 |
148.20 |
|
|
Fisher Pivots for day following 03-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
150.83 |
151.13 |
PP |
150.82 |
151.03 |
S1 |
150.82 |
150.94 |
|