Euro Bund Future September 2014
| Trading Metrics calculated at close of trading on 31-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2014 |
31-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
148.64 |
147.94 |
-0.70 |
-0.5% |
148.30 |
| High |
148.71 |
148.27 |
-0.44 |
-0.3% |
148.45 |
| Low |
147.75 |
147.65 |
-0.10 |
-0.1% |
147.78 |
| Close |
148.10 |
147.99 |
-0.11 |
-0.1% |
148.29 |
| Range |
0.96 |
0.62 |
-0.34 |
-35.4% |
0.67 |
| ATR |
0.54 |
0.54 |
0.01 |
1.1% |
0.00 |
| Volume |
921,218 |
813,259 |
-107,959 |
-11.7% |
2,675,184 |
|
| Daily Pivots for day following 31-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
149.83 |
149.53 |
148.33 |
|
| R3 |
149.21 |
148.91 |
148.16 |
|
| R2 |
148.59 |
148.59 |
148.10 |
|
| R1 |
148.29 |
148.29 |
148.05 |
148.44 |
| PP |
147.97 |
147.97 |
147.97 |
148.05 |
| S1 |
147.67 |
147.67 |
147.93 |
147.82 |
| S2 |
147.35 |
147.35 |
147.88 |
|
| S3 |
146.73 |
147.05 |
147.82 |
|
| S4 |
146.11 |
146.43 |
147.65 |
|
|
| Weekly Pivots for week ending 25-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
150.18 |
149.91 |
148.66 |
|
| R3 |
149.51 |
149.24 |
148.47 |
|
| R2 |
148.84 |
148.84 |
148.41 |
|
| R1 |
148.57 |
148.57 |
148.35 |
148.37 |
| PP |
148.17 |
148.17 |
148.17 |
148.08 |
| S1 |
147.90 |
147.90 |
148.23 |
147.70 |
| S2 |
147.50 |
147.50 |
148.17 |
|
| S3 |
146.83 |
147.23 |
148.11 |
|
| S4 |
146.16 |
146.56 |
147.92 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
148.78 |
147.65 |
1.13 |
0.8% |
0.63 |
0.4% |
30% |
False |
True |
717,747 |
| 10 |
148.78 |
147.65 |
1.13 |
0.8% |
0.53 |
0.4% |
30% |
False |
True |
610,380 |
| 20 |
148.78 |
145.85 |
2.93 |
2.0% |
0.49 |
0.3% |
73% |
False |
False |
552,146 |
| 40 |
148.78 |
144.03 |
4.75 |
3.2% |
0.54 |
0.4% |
83% |
False |
False |
558,107 |
| 60 |
148.78 |
143.27 |
5.51 |
3.7% |
0.53 |
0.4% |
86% |
False |
False |
432,751 |
| 80 |
148.78 |
141.99 |
6.79 |
4.6% |
0.47 |
0.3% |
88% |
False |
False |
324,596 |
| 100 |
148.78 |
141.01 |
7.77 |
5.3% |
0.41 |
0.3% |
90% |
False |
False |
259,677 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
150.91 |
|
2.618 |
149.89 |
|
1.618 |
149.27 |
|
1.000 |
148.89 |
|
0.618 |
148.65 |
|
HIGH |
148.27 |
|
0.618 |
148.03 |
|
0.500 |
147.96 |
|
0.382 |
147.89 |
|
LOW |
147.65 |
|
0.618 |
147.27 |
|
1.000 |
147.03 |
|
1.618 |
146.65 |
|
2.618 |
146.03 |
|
4.250 |
145.02 |
|
|
| Fisher Pivots for day following 31-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
147.98 |
148.22 |
| PP |
147.97 |
148.14 |
| S1 |
147.96 |
148.07 |
|