Euro Bund Future December 2014
Trading Metrics calculated at close of trading on 04-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2014 |
04-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
149.08 |
149.02 |
-0.06 |
0.0% |
148.49 |
High |
149.15 |
149.55 |
0.40 |
0.3% |
149.91 |
Low |
148.60 |
148.55 |
-0.05 |
0.0% |
148.49 |
Close |
148.91 |
148.71 |
-0.20 |
-0.1% |
149.62 |
Range |
0.55 |
1.00 |
0.45 |
81.8% |
1.42 |
ATR |
0.51 |
0.55 |
0.03 |
6.8% |
0.00 |
Volume |
997,495 |
1,152,970 |
155,475 |
15.6% |
201,336 |
|
Daily Pivots for day following 04-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
151.94 |
151.32 |
149.26 |
|
R3 |
150.94 |
150.32 |
148.99 |
|
R2 |
149.94 |
149.94 |
148.89 |
|
R1 |
149.32 |
149.32 |
148.80 |
149.13 |
PP |
148.94 |
148.94 |
148.94 |
148.84 |
S1 |
148.32 |
148.32 |
148.62 |
148.13 |
S2 |
147.94 |
147.94 |
148.53 |
|
S3 |
146.94 |
147.32 |
148.44 |
|
S4 |
145.94 |
146.32 |
148.16 |
|
|
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 |
148.55 |
1.36 |
0.9% |
0.65 |
0.4% |
12% |
False |
True |
608,451 |
10 |
149.91 |
148.08 |
1.83 |
1.2% |
0.56 |
0.4% |
34% |
False |
False |
315,008 |
20 |
149.91 |
146.98 |
2.93 |
2.0% |
0.51 |
0.3% |
59% |
False |
False |
160,260 |
40 |
149.91 |
145.58 |
4.33 |
2.9% |
0.45 |
0.3% |
72% |
False |
False |
80,394 |
60 |
149.91 |
143.20 |
6.71 |
4.5% |
0.36 |
0.2% |
82% |
False |
False |
53,601 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
153.80 |
2.618 |
152.17 |
1.618 |
151.17 |
1.000 |
150.55 |
0.618 |
150.17 |
HIGH |
149.55 |
0.618 |
149.17 |
0.500 |
149.05 |
0.382 |
148.93 |
LOW |
148.55 |
0.618 |
147.93 |
1.000 |
147.55 |
1.618 |
146.93 |
2.618 |
145.93 |
4.250 |
144.30 |
|
|
Fisher Pivots for day following 04-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
149.05 |
149.08 |
PP |
148.94 |
148.95 |
S1 |
148.82 |
148.83 |
|