Euro Bund Future September 2014
Trading Metrics calculated at close of trading on 05-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2014 |
05-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
150.95 |
150.63 |
-0.32 |
-0.2% |
151.52 |
High |
151.49 |
151.28 |
-0.21 |
-0.1% |
151.53 |
Low |
150.49 |
150.60 |
0.11 |
0.1% |
150.49 |
Close |
150.65 |
151.11 |
0.46 |
0.3% |
151.11 |
Range |
1.00 |
0.68 |
-0.32 |
-32.0% |
1.04 |
ATR |
0.59 |
0.60 |
0.01 |
1.0% |
0.00 |
Volume |
443,510 |
37,382 |
-406,128 |
-91.6% |
3,529,795 |
|
Daily Pivots for day following 05-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
153.04 |
152.75 |
151.48 |
|
R3 |
152.36 |
152.07 |
151.30 |
|
R2 |
151.68 |
151.68 |
151.23 |
|
R1 |
151.39 |
151.39 |
151.17 |
151.54 |
PP |
151.00 |
151.00 |
151.00 |
151.07 |
S1 |
150.71 |
150.71 |
151.05 |
150.86 |
S2 |
150.32 |
150.32 |
150.99 |
|
S3 |
149.64 |
150.03 |
150.92 |
|
S4 |
148.96 |
149.35 |
150.74 |
|
|
Weekly Pivots for week ending 05-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
154.16 |
153.68 |
151.68 |
|
R3 |
153.12 |
152.64 |
151.40 |
|
R2 |
152.08 |
152.08 |
151.30 |
|
R1 |
151.60 |
151.60 |
151.21 |
151.32 |
PP |
151.04 |
151.04 |
151.04 |
150.91 |
S1 |
150.56 |
150.56 |
151.01 |
150.28 |
S2 |
150.00 |
150.00 |
150.92 |
|
S3 |
148.96 |
149.52 |
150.82 |
|
S4 |
147.92 |
148.48 |
150.54 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
151.71 |
150.49 |
1.22 |
0.8% |
0.67 |
0.4% |
51% |
False |
False |
764,746 |
10 |
151.83 |
150.10 |
1.73 |
1.1% |
0.60 |
0.4% |
58% |
False |
False |
683,621 |
20 |
151.83 |
149.07 |
2.76 |
1.8% |
0.55 |
0.4% |
74% |
False |
False |
623,391 |
40 |
151.83 |
147.39 |
4.44 |
2.9% |
0.53 |
0.4% |
84% |
False |
False |
608,186 |
60 |
151.83 |
144.90 |
6.93 |
4.6% |
0.53 |
0.4% |
90% |
False |
False |
577,828 |
80 |
151.83 |
144.03 |
7.80 |
5.2% |
0.55 |
0.4% |
91% |
False |
False |
520,500 |
100 |
151.83 |
142.46 |
9.37 |
6.2% |
0.52 |
0.3% |
92% |
False |
False |
416,759 |
120 |
151.83 |
141.01 |
10.82 |
7.2% |
0.45 |
0.3% |
93% |
False |
False |
347,300 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
154.17 |
2.618 |
153.06 |
1.618 |
152.38 |
1.000 |
151.96 |
0.618 |
151.70 |
HIGH |
151.28 |
0.618 |
151.02 |
0.500 |
150.94 |
0.382 |
150.86 |
LOW |
150.60 |
0.618 |
150.18 |
1.000 |
149.92 |
1.618 |
149.50 |
2.618 |
148.82 |
4.250 |
147.71 |
|
|
Fisher Pivots for day following 05-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
151.05 |
151.07 |
PP |
151.00 |
151.03 |
S1 |
150.94 |
150.99 |
|