Euro Bund Future December 2014
Trading Metrics calculated at close of trading on 28-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2014 |
28-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
149.10 |
149.46 |
0.36 |
0.2% |
148.31 |
High |
149.55 |
149.91 |
0.36 |
0.2% |
148.71 |
Low |
149.05 |
149.34 |
0.29 |
0.2% |
147.95 |
Close |
149.39 |
149.67 |
0.28 |
0.2% |
148.37 |
Range |
0.50 |
0.57 |
0.07 |
14.0% |
0.76 |
ATR |
0.50 |
0.50 |
0.01 |
1.1% |
0.00 |
Volume |
34,768 |
57,028 |
22,260 |
64.0% |
42,302 |
|
Daily Pivots for day following 28-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
151.35 |
151.08 |
149.98 |
|
R3 |
150.78 |
150.51 |
149.83 |
|
R2 |
150.21 |
150.21 |
149.77 |
|
R1 |
149.94 |
149.94 |
149.72 |
150.08 |
PP |
149.64 |
149.64 |
149.64 |
149.71 |
S1 |
149.37 |
149.37 |
149.62 |
149.51 |
S2 |
149.07 |
149.07 |
149.57 |
|
S3 |
148.50 |
148.80 |
149.51 |
|
S4 |
147.93 |
148.23 |
149.36 |
|
|
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 |
149.91 |
148.23 |
1.68 |
1.1% |
0.50 |
0.3% |
86% |
True |
False |
29,380 |
10 |
149.91 |
147.95 |
1.96 |
1.3% |
0.48 |
0.3% |
88% |
True |
False |
18,210 |
20 |
149.91 |
145.88 |
4.03 |
2.7% |
0.49 |
0.3% |
94% |
True |
False |
11,217 |
40 |
149.91 |
144.87 |
5.04 |
3.4% |
0.41 |
0.3% |
95% |
True |
False |
5,766 |
60 |
149.91 |
142.90 |
7.01 |
4.7% |
0.33 |
0.2% |
97% |
True |
False |
3,847 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
152.33 |
2.618 |
151.40 |
1.618 |
150.83 |
1.000 |
150.48 |
0.618 |
150.26 |
HIGH |
149.91 |
0.618 |
149.69 |
0.500 |
149.63 |
0.382 |
149.56 |
LOW |
149.34 |
0.618 |
148.99 |
1.000 |
148.77 |
1.618 |
148.42 |
2.618 |
147.85 |
4.250 |
146.92 |
|
|
Fisher Pivots for day following 28-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
149.66 |
149.58 |
PP |
149.64 |
149.48 |
S1 |
149.63 |
149.39 |
|