Euro Bund Future September 2014
| Trading Metrics calculated at close of trading on 23-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2014 |
23-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
148.29 |
148.14 |
-0.15 |
-0.1% |
147.50 |
| High |
148.33 |
148.44 |
0.11 |
0.1% |
148.49 |
| Low |
147.91 |
148.01 |
0.10 |
0.1% |
147.43 |
| Close |
148.00 |
148.32 |
0.32 |
0.2% |
148.25 |
| Range |
0.42 |
0.43 |
0.01 |
2.4% |
1.06 |
| ATR |
0.50 |
0.49 |
0.00 |
-0.8% |
0.00 |
| Volume |
462,565 |
604,409 |
141,844 |
30.7% |
2,607,663 |
|
| Daily Pivots for day following 23-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
149.55 |
149.36 |
148.56 |
|
| R3 |
149.12 |
148.93 |
148.44 |
|
| R2 |
148.69 |
148.69 |
148.40 |
|
| R1 |
148.50 |
148.50 |
148.36 |
148.60 |
| PP |
148.26 |
148.26 |
148.26 |
148.30 |
| S1 |
148.07 |
148.07 |
148.28 |
148.17 |
| S2 |
147.83 |
147.83 |
148.24 |
|
| S3 |
147.40 |
147.64 |
148.20 |
|
| S4 |
146.97 |
147.21 |
148.08 |
|
|
| Weekly Pivots for week ending 18-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
151.24 |
150.80 |
148.83 |
|
| R3 |
150.18 |
149.74 |
148.54 |
|
| R2 |
149.12 |
149.12 |
148.44 |
|
| R1 |
148.68 |
148.68 |
148.35 |
148.90 |
| PP |
148.06 |
148.06 |
148.06 |
148.17 |
| S1 |
147.62 |
147.62 |
148.15 |
147.84 |
| S2 |
147.00 |
147.00 |
148.06 |
|
| S3 |
145.94 |
146.56 |
147.96 |
|
| S4 |
144.88 |
145.50 |
147.67 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
148.49 |
147.87 |
0.62 |
0.4% |
0.42 |
0.3% |
73% |
False |
False |
499,564 |
| 10 |
148.49 |
147.39 |
1.10 |
0.7% |
0.39 |
0.3% |
85% |
False |
False |
501,028 |
| 20 |
148.49 |
145.85 |
2.64 |
1.8% |
0.44 |
0.3% |
94% |
False |
False |
512,970 |
| 40 |
148.49 |
144.03 |
4.46 |
3.0% |
0.53 |
0.4% |
96% |
False |
False |
542,048 |
| 60 |
148.49 |
142.76 |
5.73 |
3.9% |
0.51 |
0.3% |
97% |
False |
False |
364,892 |
| 80 |
148.49 |
141.43 |
7.06 |
4.8% |
0.43 |
0.3% |
98% |
False |
False |
273,677 |
| 100 |
148.49 |
140.90 |
7.59 |
5.1% |
0.39 |
0.3% |
98% |
False |
False |
218,942 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
150.27 |
|
2.618 |
149.57 |
|
1.618 |
149.14 |
|
1.000 |
148.87 |
|
0.618 |
148.71 |
|
HIGH |
148.44 |
|
0.618 |
148.28 |
|
0.500 |
148.23 |
|
0.382 |
148.17 |
|
LOW |
148.01 |
|
0.618 |
147.74 |
|
1.000 |
147.58 |
|
1.618 |
147.31 |
|
2.618 |
146.88 |
|
4.250 |
146.18 |
|
|
| Fisher Pivots for day following 23-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
148.29 |
148.27 |
| PP |
148.26 |
148.23 |
| S1 |
148.23 |
148.18 |
|