Euro Bund Future December 2014
Trading Metrics calculated at close of trading on 26-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2014 |
26-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
148.49 |
148.99 |
0.50 |
0.3% |
148.31 |
High |
149.18 |
149.11 |
-0.07 |
0.0% |
148.71 |
Low |
148.49 |
148.86 |
0.37 |
0.2% |
147.95 |
Close |
148.83 |
148.92 |
0.09 |
0.1% |
148.37 |
Range |
0.69 |
0.25 |
-0.44 |
-63.8% |
0.76 |
ATR |
0.50 |
0.48 |
-0.02 |
-3.1% |
0.00 |
Volume |
23,105 |
21,992 |
-1,113 |
-4.8% |
42,302 |
|
Daily Pivots for day following 26-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
149.71 |
149.57 |
149.06 |
|
R3 |
149.46 |
149.32 |
148.99 |
|
R2 |
149.21 |
149.21 |
148.97 |
|
R1 |
149.07 |
149.07 |
148.94 |
149.02 |
PP |
148.96 |
148.96 |
148.96 |
148.94 |
S1 |
148.82 |
148.82 |
148.90 |
148.77 |
S2 |
148.71 |
148.71 |
148.87 |
|
S3 |
148.46 |
148.57 |
148.85 |
|
S4 |
148.21 |
148.32 |
148.78 |
|
|
Weekly Pivots for week ending 22-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
150.62 |
150.26 |
148.79 |
|
R3 |
149.86 |
149.50 |
148.58 |
|
R2 |
149.10 |
149.10 |
148.51 |
|
R1 |
148.74 |
148.74 |
148.44 |
148.92 |
PP |
148.34 |
148.34 |
148.34 |
148.44 |
S1 |
147.98 |
147.98 |
148.30 |
148.16 |
S2 |
147.58 |
147.58 |
148.23 |
|
S3 |
146.82 |
147.22 |
148.16 |
|
S4 |
146.06 |
146.46 |
147.95 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
149.18 |
148.08 |
1.10 |
0.7% |
0.43 |
0.3% |
76% |
False |
False |
16,101 |
10 |
149.18 |
147.20 |
1.98 |
1.3% |
0.49 |
0.3% |
87% |
False |
False |
11,735 |
20 |
149.18 |
145.82 |
3.36 |
2.3% |
0.50 |
0.3% |
92% |
False |
False |
6,655 |
40 |
149.18 |
144.28 |
4.90 |
3.3% |
0.40 |
0.3% |
95% |
False |
False |
3,475 |
60 |
149.18 |
142.84 |
6.34 |
4.3% |
0.33 |
0.2% |
96% |
False |
False |
2,318 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
150.17 |
2.618 |
149.76 |
1.618 |
149.51 |
1.000 |
149.36 |
0.618 |
149.26 |
HIGH |
149.11 |
0.618 |
149.01 |
0.500 |
148.99 |
0.382 |
148.96 |
LOW |
148.86 |
0.618 |
148.71 |
1.000 |
148.61 |
1.618 |
148.46 |
2.618 |
148.21 |
4.250 |
147.80 |
|
|
Fisher Pivots for day following 26-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
148.99 |
148.85 |
PP |
148.96 |
148.78 |
S1 |
148.94 |
148.71 |
|