Euro Bund Future December 2014
Trading Metrics calculated at close of trading on 27-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2014 |
27-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
148.99 |
149.10 |
0.11 |
0.1% |
148.31 |
High |
149.11 |
149.55 |
0.44 |
0.3% |
148.71 |
Low |
148.86 |
149.05 |
0.19 |
0.1% |
147.95 |
Close |
148.92 |
149.39 |
0.47 |
0.3% |
148.37 |
Range |
0.25 |
0.50 |
0.25 |
100.0% |
0.76 |
ATR |
0.48 |
0.50 |
0.01 |
2.1% |
0.00 |
Volume |
21,992 |
34,768 |
12,776 |
58.1% |
42,302 |
|
Daily Pivots for day following 27-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
150.83 |
150.61 |
149.67 |
|
R3 |
150.33 |
150.11 |
149.53 |
|
R2 |
149.83 |
149.83 |
149.48 |
|
R1 |
149.61 |
149.61 |
149.44 |
149.72 |
PP |
149.33 |
149.33 |
149.33 |
149.39 |
S1 |
149.11 |
149.11 |
149.34 |
149.22 |
S2 |
148.83 |
148.83 |
149.30 |
|
S3 |
148.33 |
148.61 |
149.25 |
|
S4 |
147.83 |
148.11 |
149.12 |
|
|
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 |
149.55 |
148.08 |
1.47 |
1.0% |
0.47 |
0.3% |
89% |
True |
False |
21,565 |
10 |
149.55 |
147.94 |
1.61 |
1.1% |
0.46 |
0.3% |
90% |
True |
False |
15,013 |
20 |
149.55 |
145.82 |
3.73 |
2.5% |
0.48 |
0.3% |
96% |
True |
False |
8,380 |
40 |
149.55 |
144.28 |
5.27 |
3.5% |
0.40 |
0.3% |
97% |
True |
False |
4,341 |
60 |
149.55 |
142.90 |
6.65 |
4.5% |
0.33 |
0.2% |
98% |
True |
False |
2,897 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
151.68 |
2.618 |
150.86 |
1.618 |
150.36 |
1.000 |
150.05 |
0.618 |
149.86 |
HIGH |
149.55 |
0.618 |
149.36 |
0.500 |
149.30 |
0.382 |
149.24 |
LOW |
149.05 |
0.618 |
148.74 |
1.000 |
148.55 |
1.618 |
148.24 |
2.618 |
147.74 |
4.250 |
146.93 |
|
|
Fisher Pivots for day following 27-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
149.36 |
149.27 |
PP |
149.33 |
149.14 |
S1 |
149.30 |
149.02 |
|