Euro Bund Future December 2014
Trading Metrics calculated at close of trading on 29-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2014 |
29-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
149.46 |
149.77 |
0.31 |
0.2% |
148.49 |
High |
149.91 |
149.79 |
-0.12 |
-0.1% |
149.91 |
Low |
149.34 |
149.35 |
0.01 |
0.0% |
148.49 |
Close |
149.67 |
149.62 |
-0.05 |
0.0% |
149.62 |
Range |
0.57 |
0.44 |
-0.13 |
-22.8% |
1.42 |
ATR |
0.50 |
0.50 |
0.00 |
-0.9% |
0.00 |
Volume |
57,028 |
64,443 |
7,415 |
13.0% |
201,336 |
|
Daily Pivots for day following 29-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
150.91 |
150.70 |
149.86 |
|
R3 |
150.47 |
150.26 |
149.74 |
|
R2 |
150.03 |
150.03 |
149.70 |
|
R1 |
149.82 |
149.82 |
149.66 |
149.71 |
PP |
149.59 |
149.59 |
149.59 |
149.53 |
S1 |
149.38 |
149.38 |
149.58 |
149.27 |
S2 |
149.15 |
149.15 |
149.54 |
|
S3 |
148.71 |
148.94 |
149.50 |
|
S4 |
148.27 |
148.50 |
149.38 |
|
|
Weekly Pivots for week ending 29-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
153.60 |
153.03 |
150.40 |
|
R3 |
152.18 |
151.61 |
150.01 |
|
R2 |
150.76 |
150.76 |
149.88 |
|
R1 |
150.19 |
150.19 |
149.75 |
150.48 |
PP |
149.34 |
149.34 |
149.34 |
149.48 |
S1 |
148.77 |
148.77 |
149.49 |
149.06 |
S2 |
147.92 |
147.92 |
149.36 |
|
S3 |
146.50 |
147.35 |
149.23 |
|
S4 |
145.08 |
145.93 |
148.84 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
149.91 |
148.49 |
1.42 |
0.9% |
0.49 |
0.3% |
80% |
False |
False |
40,267 |
10 |
149.91 |
147.95 |
1.96 |
1.3% |
0.45 |
0.3% |
85% |
False |
False |
24,363 |
20 |
149.91 |
146.00 |
3.91 |
2.6% |
0.47 |
0.3% |
93% |
False |
False |
14,363 |
40 |
149.91 |
144.96 |
4.95 |
3.3% |
0.41 |
0.3% |
94% |
False |
False |
7,377 |
60 |
149.91 |
142.90 |
7.01 |
4.7% |
0.34 |
0.2% |
96% |
False |
False |
4,921 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
151.66 |
2.618 |
150.94 |
1.618 |
150.50 |
1.000 |
150.23 |
0.618 |
150.06 |
HIGH |
149.79 |
0.618 |
149.62 |
0.500 |
149.57 |
0.382 |
149.52 |
LOW |
149.35 |
0.618 |
149.08 |
1.000 |
148.91 |
1.618 |
148.64 |
2.618 |
148.20 |
4.250 |
147.48 |
|
|
Fisher Pivots for day following 29-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
149.60 |
149.57 |
PP |
149.59 |
149.53 |
S1 |
149.57 |
149.48 |
|