Euro Bund Future June 2014
Trading Metrics calculated at close of trading on 04-Apr-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2014 |
04-Apr-2014 |
Change |
Change % |
Previous Week |
Open |
142.84 |
142.87 |
0.03 |
0.0% |
143.55 |
High |
142.99 |
143.70 |
0.71 |
0.5% |
143.70 |
Low |
142.49 |
142.64 |
0.15 |
0.1% |
142.49 |
Close |
142.92 |
143.50 |
0.58 |
0.4% |
143.50 |
Range |
0.50 |
1.06 |
0.56 |
112.0% |
1.21 |
ATR |
0.59 |
0.63 |
0.03 |
5.6% |
0.00 |
Volume |
804,583 |
555,997 |
-248,586 |
-30.9% |
3,336,788 |
|
Daily Pivots for day following 04-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
146.46 |
146.04 |
144.08 |
|
R3 |
145.40 |
144.98 |
143.79 |
|
R2 |
144.34 |
144.34 |
143.69 |
|
R1 |
143.92 |
143.92 |
143.60 |
144.13 |
PP |
143.28 |
143.28 |
143.28 |
143.39 |
S1 |
142.86 |
142.86 |
143.40 |
143.07 |
S2 |
142.22 |
142.22 |
143.31 |
|
S3 |
141.16 |
141.80 |
143.21 |
|
S4 |
140.10 |
140.74 |
142.92 |
|
|
Weekly Pivots for week ending 04-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
146.86 |
146.39 |
144.17 |
|
R3 |
145.65 |
145.18 |
143.83 |
|
R2 |
144.44 |
144.44 |
143.72 |
|
R1 |
143.97 |
143.97 |
143.61 |
143.60 |
PP |
143.23 |
143.23 |
143.23 |
143.05 |
S1 |
142.76 |
142.76 |
143.39 |
142.39 |
S2 |
142.02 |
142.02 |
143.28 |
|
S3 |
140.81 |
141.55 |
143.17 |
|
S4 |
139.60 |
140.34 |
142.83 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
143.70 |
142.49 |
1.21 |
0.8% |
0.61 |
0.4% |
83% |
True |
False |
667,357 |
10 |
144.08 |
142.22 |
1.86 |
1.3% |
0.58 |
0.4% |
69% |
False |
False |
667,392 |
20 |
144.08 |
141.81 |
2.27 |
1.6% |
0.61 |
0.4% |
74% |
False |
False |
728,422 |
40 |
144.08 |
141.20 |
2.88 |
2.0% |
0.56 |
0.4% |
80% |
False |
False |
480,253 |
60 |
144.08 |
138.19 |
5.89 |
4.1% |
0.52 |
0.4% |
90% |
False |
False |
320,472 |
80 |
144.08 |
136.93 |
7.15 |
5.0% |
0.44 |
0.3% |
92% |
False |
False |
240,356 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
148.21 |
2.618 |
146.48 |
1.618 |
145.42 |
1.000 |
144.76 |
0.618 |
144.36 |
HIGH |
143.70 |
0.618 |
143.30 |
0.500 |
143.17 |
0.382 |
143.04 |
LOW |
142.64 |
0.618 |
141.98 |
1.000 |
141.58 |
1.618 |
140.92 |
2.618 |
139.86 |
4.250 |
138.14 |
|
|
Fisher Pivots for day following 04-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
143.39 |
143.37 |
PP |
143.28 |
143.23 |
S1 |
143.17 |
143.10 |
|