Euro Bund Future June 2014
Trading Metrics calculated at close of trading on 16-Apr-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2014 |
16-Apr-2014 |
Change |
Change % |
Previous Week |
Open |
143.88 |
144.38 |
0.50 |
0.3% |
143.67 |
High |
144.64 |
144.48 |
-0.16 |
-0.1% |
144.32 |
Low |
143.83 |
144.22 |
0.39 |
0.3% |
143.15 |
Close |
144.55 |
144.36 |
-0.19 |
-0.1% |
144.08 |
Range |
0.81 |
0.26 |
-0.55 |
-67.9% |
1.17 |
ATR |
0.60 |
0.58 |
-0.02 |
-3.2% |
0.00 |
Volume |
529,500 |
470,592 |
-58,908 |
-11.1% |
2,964,488 |
|
Daily Pivots for day following 16-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
145.13 |
145.01 |
144.50 |
|
R3 |
144.87 |
144.75 |
144.43 |
|
R2 |
144.61 |
144.61 |
144.41 |
|
R1 |
144.49 |
144.49 |
144.38 |
144.42 |
PP |
144.35 |
144.35 |
144.35 |
144.32 |
S1 |
144.23 |
144.23 |
144.34 |
144.16 |
S2 |
144.09 |
144.09 |
144.31 |
|
S3 |
143.83 |
143.97 |
144.29 |
|
S4 |
143.57 |
143.71 |
144.22 |
|
|
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 |
143.51 |
1.13 |
0.8% |
0.53 |
0.4% |
75% |
False |
False |
565,720 |
10 |
144.64 |
142.49 |
2.15 |
1.5% |
0.54 |
0.4% |
87% |
False |
False |
597,724 |
20 |
144.64 |
142.10 |
2.54 |
1.8% |
0.56 |
0.4% |
89% |
False |
False |
653,830 |
40 |
144.64 |
141.52 |
3.12 |
2.2% |
0.58 |
0.4% |
91% |
False |
False |
595,149 |
60 |
144.64 |
139.47 |
5.17 |
3.6% |
0.55 |
0.4% |
95% |
False |
False |
397,407 |
80 |
144.64 |
136.93 |
7.71 |
5.3% |
0.48 |
0.3% |
96% |
False |
False |
298,063 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
145.59 |
2.618 |
145.16 |
1.618 |
144.90 |
1.000 |
144.74 |
0.618 |
144.64 |
HIGH |
144.48 |
0.618 |
144.38 |
0.500 |
144.35 |
0.382 |
144.32 |
LOW |
144.22 |
0.618 |
144.06 |
1.000 |
143.96 |
1.618 |
143.80 |
2.618 |
143.54 |
4.250 |
143.12 |
|
|
Fisher Pivots for day following 16-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
144.36 |
144.32 |
PP |
144.35 |
144.27 |
S1 |
144.35 |
144.23 |
|