Euro Bund Future June 2014
| Trading Metrics calculated at close of trading on 01-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2014 |
01-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
143.55 |
143.40 |
-0.15 |
-0.1% |
142.37 |
| High |
143.68 |
143.41 |
-0.27 |
-0.2% |
144.08 |
| Low |
143.02 |
143.12 |
0.10 |
0.1% |
142.22 |
| Close |
143.38 |
143.21 |
-0.17 |
-0.1% |
143.58 |
| Range |
0.66 |
0.29 |
-0.37 |
-56.1% |
1.86 |
| ATR |
0.63 |
0.61 |
-0.02 |
-3.9% |
0.00 |
| Volume |
516,572 |
638,455 |
121,883 |
23.6% |
2,921,974 |
|
| Daily Pivots for day following 01-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
144.12 |
143.95 |
143.37 |
|
| R3 |
143.83 |
143.66 |
143.29 |
|
| R2 |
143.54 |
143.54 |
143.26 |
|
| R1 |
143.37 |
143.37 |
143.24 |
143.31 |
| PP |
143.25 |
143.25 |
143.25 |
143.22 |
| S1 |
143.08 |
143.08 |
143.18 |
143.02 |
| S2 |
142.96 |
142.96 |
143.16 |
|
| S3 |
142.67 |
142.79 |
143.13 |
|
| S4 |
142.38 |
142.50 |
143.05 |
|
|
| Weekly Pivots for week ending 28-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
148.87 |
148.09 |
144.60 |
|
| R3 |
147.01 |
146.23 |
144.09 |
|
| R2 |
145.15 |
145.15 |
143.92 |
|
| R1 |
144.37 |
144.37 |
143.75 |
144.76 |
| PP |
143.29 |
143.29 |
143.29 |
143.49 |
| S1 |
142.51 |
142.51 |
143.41 |
142.90 |
| S2 |
141.43 |
141.43 |
143.24 |
|
| S3 |
139.57 |
140.65 |
143.07 |
|
| S4 |
137.71 |
138.79 |
142.56 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
144.08 |
143.02 |
1.06 |
0.7% |
0.50 |
0.3% |
18% |
False |
False |
644,549 |
| 10 |
144.08 |
142.10 |
1.98 |
1.4% |
0.56 |
0.4% |
56% |
False |
False |
699,104 |
| 20 |
144.08 |
141.81 |
2.27 |
1.6% |
0.57 |
0.4% |
62% |
False |
False |
759,364 |
| 40 |
144.08 |
141.20 |
2.88 |
2.0% |
0.55 |
0.4% |
70% |
False |
False |
425,831 |
| 60 |
144.08 |
137.49 |
6.59 |
4.6% |
0.50 |
0.3% |
87% |
False |
False |
284,109 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
144.64 |
|
2.618 |
144.17 |
|
1.618 |
143.88 |
|
1.000 |
143.70 |
|
0.618 |
143.59 |
|
HIGH |
143.41 |
|
0.618 |
143.30 |
|
0.500 |
143.27 |
|
0.382 |
143.23 |
|
LOW |
143.12 |
|
0.618 |
142.94 |
|
1.000 |
142.83 |
|
1.618 |
142.65 |
|
2.618 |
142.36 |
|
4.250 |
141.89 |
|
|
| Fisher Pivots for day following 01-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
143.27 |
143.55 |
| PP |
143.25 |
143.44 |
| S1 |
143.23 |
143.32 |
|