Euro Bund Future June 2014
Trading Metrics calculated at close of trading on 02-Apr-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2014 |
02-Apr-2014 |
Change |
Change % |
Previous Week |
Open |
143.40 |
143.23 |
-0.17 |
-0.1% |
142.37 |
High |
143.41 |
143.24 |
-0.17 |
-0.1% |
144.08 |
Low |
143.12 |
142.72 |
-0.40 |
-0.3% |
142.22 |
Close |
143.21 |
142.78 |
-0.43 |
-0.3% |
143.58 |
Range |
0.29 |
0.52 |
0.23 |
79.3% |
1.86 |
ATR |
0.61 |
0.60 |
-0.01 |
-1.0% |
0.00 |
Volume |
638,455 |
821,181 |
182,726 |
28.6% |
2,921,974 |
|
Daily Pivots for day following 02-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
144.47 |
144.15 |
143.07 |
|
R3 |
143.95 |
143.63 |
142.92 |
|
R2 |
143.43 |
143.43 |
142.88 |
|
R1 |
143.11 |
143.11 |
142.83 |
143.01 |
PP |
142.91 |
142.91 |
142.91 |
142.87 |
S1 |
142.59 |
142.59 |
142.73 |
142.49 |
S2 |
142.39 |
142.39 |
142.68 |
|
S3 |
141.87 |
142.07 |
142.64 |
|
S4 |
141.35 |
141.55 |
142.49 |
|
|
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 |
142.72 |
1.36 |
1.0% |
0.51 |
0.4% |
4% |
False |
True |
682,241 |
10 |
144.08 |
142.10 |
1.98 |
1.4% |
0.57 |
0.4% |
34% |
False |
False |
709,936 |
20 |
144.08 |
141.81 |
2.27 |
1.6% |
0.58 |
0.4% |
43% |
False |
False |
740,784 |
40 |
144.08 |
141.20 |
2.88 |
2.0% |
0.56 |
0.4% |
55% |
False |
False |
446,284 |
60 |
144.08 |
137.49 |
6.59 |
4.6% |
0.51 |
0.4% |
80% |
False |
False |
297,796 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
145.45 |
2.618 |
144.60 |
1.618 |
144.08 |
1.000 |
143.76 |
0.618 |
143.56 |
HIGH |
143.24 |
0.618 |
143.04 |
0.500 |
142.98 |
0.382 |
142.92 |
LOW |
142.72 |
0.618 |
142.40 |
1.000 |
142.20 |
1.618 |
141.88 |
2.618 |
141.36 |
4.250 |
140.51 |
|
|
Fisher Pivots for day following 02-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
142.98 |
143.20 |
PP |
142.91 |
143.06 |
S1 |
142.85 |
142.92 |
|