Euro Bund Future September 2014
Trading Metrics calculated at close of trading on 25-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2014 |
25-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
150.28 |
150.41 |
0.13 |
0.1% |
150.20 |
High |
150.62 |
151.09 |
0.47 |
0.3% |
150.62 |
Low |
150.10 |
150.40 |
0.30 |
0.2% |
149.81 |
Close |
150.27 |
150.73 |
0.46 |
0.3% |
150.27 |
Range |
0.52 |
0.69 |
0.17 |
32.7% |
0.81 |
ATR |
0.55 |
0.57 |
0.02 |
3.5% |
0.00 |
Volume |
381,717 |
559,054 |
177,337 |
46.5% |
2,544,851 |
|
Daily Pivots for day following 25-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
152.81 |
152.46 |
151.11 |
|
R3 |
152.12 |
151.77 |
150.92 |
|
R2 |
151.43 |
151.43 |
150.86 |
|
R1 |
151.08 |
151.08 |
150.79 |
151.26 |
PP |
150.74 |
150.74 |
150.74 |
150.83 |
S1 |
150.39 |
150.39 |
150.67 |
150.57 |
S2 |
150.05 |
150.05 |
150.60 |
|
S3 |
149.36 |
149.70 |
150.54 |
|
S4 |
148.67 |
149.01 |
150.35 |
|
|
Weekly Pivots for week ending 22-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
152.66 |
152.28 |
150.72 |
|
R3 |
151.85 |
151.47 |
150.49 |
|
R2 |
151.04 |
151.04 |
150.42 |
|
R1 |
150.66 |
150.66 |
150.34 |
150.85 |
PP |
150.23 |
150.23 |
150.23 |
150.33 |
S1 |
149.85 |
149.85 |
150.20 |
150.04 |
S2 |
149.42 |
149.42 |
150.12 |
|
S3 |
148.61 |
149.04 |
150.05 |
|
S4 |
147.80 |
148.23 |
149.82 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
151.09 |
149.82 |
1.27 |
0.8% |
0.50 |
0.3% |
72% |
True |
False |
522,661 |
10 |
151.09 |
149.07 |
2.02 |
1.3% |
0.53 |
0.4% |
82% |
True |
False |
567,148 |
20 |
151.09 |
147.65 |
3.44 |
2.3% |
0.58 |
0.4% |
90% |
True |
False |
614,491 |
40 |
151.09 |
145.85 |
5.24 |
3.5% |
0.52 |
0.3% |
93% |
True |
False |
565,604 |
60 |
151.09 |
144.03 |
7.06 |
4.7% |
0.55 |
0.4% |
95% |
True |
False |
583,299 |
80 |
151.09 |
143.20 |
7.89 |
5.2% |
0.53 |
0.3% |
95% |
True |
False |
447,237 |
100 |
151.09 |
141.43 |
9.66 |
6.4% |
0.47 |
0.3% |
96% |
True |
False |
357,805 |
120 |
151.09 |
140.90 |
10.19 |
6.8% |
0.43 |
0.3% |
96% |
True |
False |
298,171 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
154.02 |
2.618 |
152.90 |
1.618 |
152.21 |
1.000 |
151.78 |
0.618 |
151.52 |
HIGH |
151.09 |
0.618 |
150.83 |
0.500 |
150.75 |
0.382 |
150.66 |
LOW |
150.40 |
0.618 |
149.97 |
1.000 |
149.71 |
1.618 |
149.28 |
2.618 |
148.59 |
4.250 |
147.47 |
|
|
Fisher Pivots for day following 25-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
150.75 |
150.66 |
PP |
150.74 |
150.59 |
S1 |
150.74 |
150.52 |
|