Euro Bund Future December 2014
Trading Metrics calculated at close of trading on 03-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2014 |
03-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
149.59 |
149.08 |
-0.51 |
-0.3% |
148.49 |
High |
149.60 |
149.15 |
-0.45 |
-0.3% |
149.91 |
Low |
148.92 |
148.60 |
-0.32 |
-0.2% |
148.49 |
Close |
149.15 |
148.91 |
-0.24 |
-0.2% |
149.62 |
Range |
0.68 |
0.55 |
-0.13 |
-19.1% |
1.42 |
ATR |
0.51 |
0.51 |
0.00 |
0.5% |
0.00 |
Volume |
770,319 |
997,495 |
227,176 |
29.5% |
201,336 |
|
Daily Pivots for day following 03-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
150.54 |
150.27 |
149.21 |
|
R3 |
149.99 |
149.72 |
149.06 |
|
R2 |
149.44 |
149.44 |
149.01 |
|
R1 |
149.17 |
149.17 |
148.96 |
149.03 |
PP |
148.89 |
148.89 |
148.89 |
148.82 |
S1 |
148.62 |
148.62 |
148.86 |
148.48 |
S2 |
148.34 |
148.34 |
148.81 |
|
S3 |
147.79 |
148.07 |
148.76 |
|
S4 |
147.24 |
147.52 |
148.61 |
|
|
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 |
148.60 |
1.31 |
0.9% |
0.55 |
0.4% |
24% |
False |
True |
384,810 |
10 |
149.91 |
148.08 |
1.83 |
1.2% |
0.49 |
0.3% |
45% |
False |
False |
200,456 |
20 |
149.91 |
146.30 |
3.61 |
2.4% |
0.50 |
0.3% |
72% |
False |
False |
102,651 |
40 |
149.91 |
145.46 |
4.45 |
3.0% |
0.43 |
0.3% |
78% |
False |
False |
51,571 |
60 |
149.91 |
142.90 |
7.01 |
4.7% |
0.35 |
0.2% |
86% |
False |
False |
34,385 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
151.49 |
2.618 |
150.59 |
1.618 |
150.04 |
1.000 |
149.70 |
0.618 |
149.49 |
HIGH |
149.15 |
0.618 |
148.94 |
0.500 |
148.88 |
0.382 |
148.81 |
LOW |
148.60 |
0.618 |
148.26 |
1.000 |
148.05 |
1.618 |
147.71 |
2.618 |
147.16 |
4.250 |
146.26 |
|
|
Fisher Pivots for day following 03-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
148.90 |
149.20 |
PP |
148.89 |
149.10 |
S1 |
148.88 |
149.01 |
|