Euro Bund Future December 2014
Trading Metrics calculated at close of trading on 02-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2014 |
02-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
149.77 |
149.59 |
-0.18 |
-0.1% |
148.49 |
High |
149.79 |
149.60 |
-0.19 |
-0.1% |
149.91 |
Low |
149.35 |
148.92 |
-0.43 |
-0.3% |
148.49 |
Close |
149.62 |
149.15 |
-0.47 |
-0.3% |
149.62 |
Range |
0.44 |
0.68 |
0.24 |
54.5% |
1.42 |
ATR |
0.50 |
0.51 |
0.01 |
2.9% |
0.00 |
Volume |
64,443 |
770,319 |
705,876 |
1,095.3% |
201,336 |
|
Daily Pivots for day following 02-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
151.26 |
150.89 |
149.52 |
|
R3 |
150.58 |
150.21 |
149.34 |
|
R2 |
149.90 |
149.90 |
149.27 |
|
R1 |
149.53 |
149.53 |
149.21 |
149.38 |
PP |
149.22 |
149.22 |
149.22 |
149.15 |
S1 |
148.85 |
148.85 |
149.09 |
148.70 |
S2 |
148.54 |
148.54 |
149.03 |
|
S3 |
147.86 |
148.17 |
148.96 |
|
S4 |
147.18 |
147.49 |
148.78 |
|
|
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 |
148.86 |
1.05 |
0.7% |
0.49 |
0.3% |
28% |
False |
False |
189,710 |
10 |
149.91 |
147.97 |
1.94 |
1.3% |
0.47 |
0.3% |
61% |
False |
False |
101,232 |
20 |
149.91 |
146.00 |
3.91 |
2.6% |
0.50 |
0.3% |
81% |
False |
False |
52,867 |
40 |
149.91 |
145.13 |
4.78 |
3.2% |
0.43 |
0.3% |
84% |
False |
False |
26,635 |
60 |
149.91 |
142.90 |
7.01 |
4.7% |
0.34 |
0.2% |
89% |
False |
False |
17,760 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
152.49 |
2.618 |
151.38 |
1.618 |
150.70 |
1.000 |
150.28 |
0.618 |
150.02 |
HIGH |
149.60 |
0.618 |
149.34 |
0.500 |
149.26 |
0.382 |
149.18 |
LOW |
148.92 |
0.618 |
148.50 |
1.000 |
148.24 |
1.618 |
147.82 |
2.618 |
147.14 |
4.250 |
146.03 |
|
|
Fisher Pivots for day following 02-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
149.26 |
149.42 |
PP |
149.22 |
149.33 |
S1 |
149.19 |
149.24 |
|