Euro Bund Future June 2014
Trading Metrics calculated at close of trading on 15-Apr-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2014 |
15-Apr-2014 |
Change |
Change % |
Previous Week |
Open |
144.28 |
143.88 |
-0.40 |
-0.3% |
143.67 |
High |
144.28 |
144.64 |
0.36 |
0.2% |
144.32 |
Low |
143.82 |
143.83 |
0.01 |
0.0% |
143.15 |
Close |
143.88 |
144.55 |
0.67 |
0.5% |
144.08 |
Range |
0.46 |
0.81 |
0.35 |
76.1% |
1.17 |
ATR |
0.59 |
0.60 |
0.02 |
2.7% |
0.00 |
Volume |
652,081 |
529,500 |
-122,581 |
-18.8% |
2,964,488 |
|
Daily Pivots for day following 15-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
146.77 |
146.47 |
145.00 |
|
R3 |
145.96 |
145.66 |
144.77 |
|
R2 |
145.15 |
145.15 |
144.70 |
|
R1 |
144.85 |
144.85 |
144.62 |
145.00 |
PP |
144.34 |
144.34 |
144.34 |
144.42 |
S1 |
144.04 |
144.04 |
144.48 |
144.19 |
S2 |
143.53 |
143.53 |
144.40 |
|
S3 |
142.72 |
143.23 |
144.33 |
|
S4 |
141.91 |
142.42 |
144.10 |
|
|
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 |
144.64 |
143.15 |
1.49 |
1.0% |
0.56 |
0.4% |
94% |
True |
False |
610,671 |
10 |
144.64 |
142.49 |
2.15 |
1.5% |
0.57 |
0.4% |
96% |
True |
False |
632,783 |
20 |
144.64 |
142.10 |
2.54 |
1.8% |
0.56 |
0.4% |
96% |
True |
False |
665,943 |
40 |
144.64 |
141.52 |
3.12 |
2.2% |
0.59 |
0.4% |
97% |
True |
False |
583,504 |
60 |
144.64 |
139.40 |
5.24 |
3.6% |
0.55 |
0.4% |
98% |
True |
False |
389,564 |
80 |
144.64 |
136.93 |
7.71 |
5.3% |
0.48 |
0.3% |
99% |
True |
False |
292,181 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
148.08 |
2.618 |
146.76 |
1.618 |
145.95 |
1.000 |
145.45 |
0.618 |
145.14 |
HIGH |
144.64 |
0.618 |
144.33 |
0.500 |
144.24 |
0.382 |
144.14 |
LOW |
143.83 |
0.618 |
143.33 |
1.000 |
143.02 |
1.618 |
142.52 |
2.618 |
141.71 |
4.250 |
140.39 |
|
|
Fisher Pivots for day following 15-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
144.45 |
144.43 |
PP |
144.34 |
144.30 |
S1 |
144.24 |
144.18 |
|