Euro Bund Future June 2014
| Trading Metrics calculated at close of trading on 09-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2014 |
09-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
143.50 |
143.50 |
0.00 |
0.0% |
143.55 |
| High |
143.69 |
143.54 |
-0.15 |
-0.1% |
143.70 |
| Low |
143.36 |
143.15 |
-0.21 |
-0.1% |
142.49 |
| Close |
143.42 |
143.26 |
-0.16 |
-0.1% |
143.50 |
| Range |
0.33 |
0.39 |
0.06 |
18.2% |
1.21 |
| ATR |
0.59 |
0.58 |
-0.01 |
-2.5% |
0.00 |
| Volume |
519,078 |
695,347 |
176,269 |
34.0% |
3,336,788 |
|
| Daily Pivots for day following 09-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
144.49 |
144.26 |
143.47 |
|
| R3 |
144.10 |
143.87 |
143.37 |
|
| R2 |
143.71 |
143.71 |
143.33 |
|
| R1 |
143.48 |
143.48 |
143.30 |
143.40 |
| PP |
143.32 |
143.32 |
143.32 |
143.28 |
| S1 |
143.09 |
143.09 |
143.22 |
143.01 |
| S2 |
142.93 |
142.93 |
143.19 |
|
| S3 |
142.54 |
142.70 |
143.15 |
|
| S4 |
142.15 |
142.31 |
143.05 |
|
|
| 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 |
143.79 |
142.49 |
1.30 |
0.9% |
0.55 |
0.4% |
59% |
False |
False |
629,727 |
| 10 |
144.08 |
142.49 |
1.59 |
1.1% |
0.53 |
0.4% |
48% |
False |
False |
655,984 |
| 20 |
144.08 |
142.10 |
1.98 |
1.4% |
0.58 |
0.4% |
59% |
False |
False |
709,428 |
| 40 |
144.08 |
141.20 |
2.88 |
2.0% |
0.57 |
0.4% |
72% |
False |
False |
524,785 |
| 60 |
144.08 |
138.60 |
5.48 |
3.8% |
0.53 |
0.4% |
85% |
False |
False |
350,268 |
| 80 |
144.08 |
136.93 |
7.15 |
5.0% |
0.45 |
0.3% |
89% |
False |
False |
262,706 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
145.20 |
|
2.618 |
144.56 |
|
1.618 |
144.17 |
|
1.000 |
143.93 |
|
0.618 |
143.78 |
|
HIGH |
143.54 |
|
0.618 |
143.39 |
|
0.500 |
143.35 |
|
0.382 |
143.30 |
|
LOW |
143.15 |
|
0.618 |
142.91 |
|
1.000 |
142.76 |
|
1.618 |
142.52 |
|
2.618 |
142.13 |
|
4.250 |
141.49 |
|
|
| Fisher Pivots for day following 09-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
143.35 |
143.47 |
| PP |
143.32 |
143.40 |
| S1 |
143.29 |
143.33 |
|