Euro Bund Future September 2014
Trading Metrics calculated at close of trading on 08-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2014 |
08-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
150.63 |
151.13 |
0.50 |
0.3% |
151.52 |
High |
151.28 |
151.38 |
0.10 |
0.1% |
151.53 |
Low |
150.60 |
151.05 |
0.45 |
0.3% |
150.49 |
Close |
151.11 |
151.30 |
0.19 |
0.1% |
151.11 |
Range |
0.68 |
0.33 |
-0.35 |
-51.5% |
1.04 |
ATR |
0.60 |
0.58 |
-0.02 |
-3.2% |
0.00 |
Volume |
37,382 |
37,382 |
0 |
0.0% |
3,529,795 |
|
Daily Pivots for day following 08-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
152.23 |
152.10 |
151.48 |
|
R3 |
151.90 |
151.77 |
151.39 |
|
R2 |
151.57 |
151.57 |
151.36 |
|
R1 |
151.44 |
151.44 |
151.33 |
151.51 |
PP |
151.24 |
151.24 |
151.24 |
151.28 |
S1 |
151.11 |
151.11 |
151.27 |
151.18 |
S2 |
150.91 |
150.91 |
151.24 |
|
S3 |
150.58 |
150.78 |
151.21 |
|
S4 |
150.25 |
150.45 |
151.12 |
|
|
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 |
151.53 |
150.49 |
1.04 |
0.7% |
0.65 |
0.4% |
78% |
False |
False |
713,435 |
10 |
151.83 |
150.40 |
1.43 |
0.9% |
0.58 |
0.4% |
63% |
False |
False |
649,187 |
20 |
151.83 |
149.07 |
2.76 |
1.8% |
0.54 |
0.4% |
81% |
False |
False |
603,777 |
40 |
151.83 |
147.43 |
4.40 |
2.9% |
0.53 |
0.4% |
88% |
False |
False |
603,311 |
60 |
151.83 |
144.91 |
6.92 |
4.6% |
0.53 |
0.3% |
92% |
False |
False |
568,013 |
80 |
151.83 |
144.03 |
7.80 |
5.2% |
0.54 |
0.4% |
93% |
False |
False |
520,797 |
100 |
151.83 |
142.46 |
9.37 |
6.2% |
0.52 |
0.3% |
94% |
False |
False |
417,133 |
120 |
151.83 |
141.01 |
10.82 |
7.2% |
0.45 |
0.3% |
95% |
False |
False |
347,611 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
152.78 |
2.618 |
152.24 |
1.618 |
151.91 |
1.000 |
151.71 |
0.618 |
151.58 |
HIGH |
151.38 |
0.618 |
151.25 |
0.500 |
151.22 |
0.382 |
151.18 |
LOW |
151.05 |
0.618 |
150.85 |
1.000 |
150.72 |
1.618 |
150.52 |
2.618 |
150.19 |
4.250 |
149.65 |
|
|
Fisher Pivots for day following 08-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
151.27 |
151.20 |
PP |
151.24 |
151.09 |
S1 |
151.22 |
150.99 |
|