Euro Bund Future June 2014
Trading Metrics calculated at close of trading on 11-Apr-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2014 |
11-Apr-2014 |
Change |
Change % |
Previous Week |
Open |
143.57 |
143.79 |
0.22 |
0.2% |
143.67 |
High |
144.05 |
144.32 |
0.27 |
0.2% |
144.32 |
Low |
143.51 |
143.72 |
0.21 |
0.1% |
143.15 |
Close |
143.89 |
144.08 |
0.19 |
0.1% |
144.08 |
Range |
0.54 |
0.60 |
0.06 |
11.1% |
1.17 |
ATR |
0.60 |
0.60 |
0.00 |
0.1% |
0.00 |
Volume |
715,800 |
460,630 |
-255,170 |
-35.6% |
2,964,488 |
|
Daily Pivots for day following 11-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
145.84 |
145.56 |
144.41 |
|
R3 |
145.24 |
144.96 |
144.25 |
|
R2 |
144.64 |
144.64 |
144.19 |
|
R1 |
144.36 |
144.36 |
144.14 |
144.50 |
PP |
144.04 |
144.04 |
144.04 |
144.11 |
S1 |
143.76 |
143.76 |
144.03 |
143.90 |
S2 |
143.44 |
143.44 |
143.97 |
|
S3 |
142.84 |
143.16 |
143.92 |
|
S4 |
142.24 |
142.56 |
143.75 |
|
|
Weekly Pivots for week ending 11-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
147.36 |
146.89 |
144.72 |
|
R3 |
146.19 |
145.72 |
144.40 |
|
R2 |
145.02 |
145.02 |
144.29 |
|
R1 |
144.55 |
144.55 |
144.19 |
144.79 |
PP |
143.85 |
143.85 |
143.85 |
143.97 |
S1 |
143.38 |
143.38 |
143.97 |
143.62 |
S2 |
142.68 |
142.68 |
143.87 |
|
S3 |
141.51 |
142.21 |
143.76 |
|
S4 |
140.34 |
141.04 |
143.44 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
144.32 |
143.15 |
1.17 |
0.8% |
0.46 |
0.3% |
79% |
True |
False |
592,897 |
10 |
144.32 |
142.49 |
1.83 |
1.3% |
0.53 |
0.4% |
87% |
True |
False |
630,127 |
20 |
144.32 |
142.10 |
2.22 |
1.5% |
0.55 |
0.4% |
89% |
True |
False |
671,611 |
40 |
144.32 |
141.47 |
2.85 |
2.0% |
0.57 |
0.4% |
92% |
True |
False |
554,079 |
60 |
144.32 |
139.28 |
5.04 |
3.5% |
0.54 |
0.4% |
95% |
True |
False |
369,872 |
80 |
144.32 |
136.93 |
7.39 |
5.1% |
0.46 |
0.3% |
97% |
True |
False |
277,411 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
146.87 |
2.618 |
145.89 |
1.618 |
145.29 |
1.000 |
144.92 |
0.618 |
144.69 |
HIGH |
144.32 |
0.618 |
144.09 |
0.500 |
144.02 |
0.382 |
143.95 |
LOW |
143.72 |
0.618 |
143.35 |
1.000 |
143.12 |
1.618 |
142.75 |
2.618 |
142.15 |
4.250 |
141.17 |
|
|
Fisher Pivots for day following 11-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
144.06 |
143.97 |
PP |
144.04 |
143.85 |
S1 |
144.02 |
143.74 |
|