Euro Bund Future September 2014
Trading Metrics calculated at close of trading on 04-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2014 |
04-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
147.98 |
148.40 |
0.42 |
0.3% |
148.35 |
High |
148.62 |
148.57 |
-0.05 |
0.0% |
148.78 |
Low |
147.74 |
148.33 |
0.59 |
0.4% |
147.65 |
Close |
148.42 |
148.46 |
0.04 |
0.0% |
148.42 |
Range |
0.88 |
0.24 |
-0.64 |
-72.7% |
1.13 |
ATR |
0.57 |
0.54 |
-0.02 |
-4.1% |
0.00 |
Volume |
391,468 |
550,957 |
159,489 |
40.7% |
3,495,410 |
|
Daily Pivots for day following 04-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
149.17 |
149.06 |
148.59 |
|
R3 |
148.93 |
148.82 |
148.53 |
|
R2 |
148.69 |
148.69 |
148.50 |
|
R1 |
148.58 |
148.58 |
148.48 |
148.64 |
PP |
148.45 |
148.45 |
148.45 |
148.48 |
S1 |
148.34 |
148.34 |
148.44 |
148.40 |
S2 |
148.21 |
148.21 |
148.42 |
|
S3 |
147.97 |
148.10 |
148.39 |
|
S4 |
147.73 |
147.86 |
148.33 |
|
|
Weekly Pivots for week ending 01-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
151.67 |
151.18 |
149.04 |
|
R3 |
150.54 |
150.05 |
148.73 |
|
R2 |
149.41 |
149.41 |
148.63 |
|
R1 |
148.92 |
148.92 |
148.52 |
149.17 |
PP |
148.28 |
148.28 |
148.28 |
148.41 |
S1 |
147.79 |
147.79 |
148.32 |
148.04 |
S2 |
147.15 |
147.15 |
148.21 |
|
S3 |
146.02 |
146.66 |
148.11 |
|
S4 |
144.89 |
145.53 |
147.80 |
|
|
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% |
0.66 |
0.4% |
72% |
False |
False |
683,885 |
10 |
148.78 |
147.65 |
1.13 |
0.8% |
0.58 |
0.4% |
72% |
False |
False |
608,292 |
20 |
148.78 |
146.81 |
1.97 |
1.3% |
0.49 |
0.3% |
84% |
False |
False |
561,149 |
40 |
148.78 |
144.58 |
4.20 |
2.8% |
0.52 |
0.3% |
92% |
False |
False |
543,015 |
60 |
148.78 |
143.51 |
5.27 |
3.5% |
0.53 |
0.4% |
94% |
False |
False |
448,436 |
80 |
148.78 |
141.99 |
6.79 |
4.6% |
0.48 |
0.3% |
95% |
False |
False |
336,376 |
100 |
148.78 |
141.01 |
7.77 |
5.2% |
0.42 |
0.3% |
96% |
False |
False |
269,101 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
149.59 |
2.618 |
149.20 |
1.618 |
148.96 |
1.000 |
148.81 |
0.618 |
148.72 |
HIGH |
148.57 |
0.618 |
148.48 |
0.500 |
148.45 |
0.382 |
148.42 |
LOW |
148.33 |
0.618 |
148.18 |
1.000 |
148.09 |
1.618 |
147.94 |
2.618 |
147.70 |
4.250 |
147.31 |
|
|
Fisher Pivots for day following 04-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
148.46 |
148.35 |
PP |
148.45 |
148.24 |
S1 |
148.45 |
148.14 |
|