Euro Bund Future June 2014
Trading Metrics calculated at close of trading on 03-Apr-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2014 |
03-Apr-2014 |
Change |
Change % |
Previous Week |
Open |
143.23 |
142.84 |
-0.39 |
-0.3% |
142.37 |
High |
143.24 |
142.99 |
-0.25 |
-0.2% |
144.08 |
Low |
142.72 |
142.49 |
-0.23 |
-0.2% |
142.22 |
Close |
142.78 |
142.92 |
0.14 |
0.1% |
143.58 |
Range |
0.52 |
0.50 |
-0.02 |
-3.8% |
1.86 |
ATR |
0.60 |
0.59 |
-0.01 |
-1.2% |
0.00 |
Volume |
821,181 |
804,583 |
-16,598 |
-2.0% |
2,921,974 |
|
Daily Pivots for day following 03-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
144.30 |
144.11 |
143.20 |
|
R3 |
143.80 |
143.61 |
143.06 |
|
R2 |
143.30 |
143.30 |
143.01 |
|
R1 |
143.11 |
143.11 |
142.97 |
143.21 |
PP |
142.80 |
142.80 |
142.80 |
142.85 |
S1 |
142.61 |
142.61 |
142.87 |
142.71 |
S2 |
142.30 |
142.30 |
142.83 |
|
S3 |
141.80 |
142.11 |
142.78 |
|
S4 |
141.30 |
141.61 |
142.65 |
|
|
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 |
142.49 |
1.59 |
1.1% |
0.52 |
0.4% |
27% |
False |
True |
709,930 |
10 |
144.08 |
142.10 |
1.98 |
1.4% |
0.53 |
0.4% |
41% |
False |
False |
701,093 |
20 |
144.08 |
141.81 |
2.27 |
1.6% |
0.59 |
0.4% |
49% |
False |
False |
738,288 |
40 |
144.08 |
141.20 |
2.88 |
2.0% |
0.55 |
0.4% |
60% |
False |
False |
466,364 |
60 |
144.08 |
137.49 |
6.59 |
4.6% |
0.51 |
0.4% |
82% |
False |
False |
311,205 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
145.12 |
2.618 |
144.30 |
1.618 |
143.80 |
1.000 |
143.49 |
0.618 |
143.30 |
HIGH |
142.99 |
0.618 |
142.80 |
0.500 |
142.74 |
0.382 |
142.68 |
LOW |
142.49 |
0.618 |
142.18 |
1.000 |
141.99 |
1.618 |
141.68 |
2.618 |
141.18 |
4.250 |
140.37 |
|
|
Fisher Pivots for day following 03-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
142.86 |
142.95 |
PP |
142.80 |
142.94 |
S1 |
142.74 |
142.93 |
|