Euro Bund Future June 2014
| Trading Metrics calculated at close of trading on 17-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2014 |
17-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
144.38 |
144.43 |
0.05 |
0.0% |
143.67 |
| High |
144.48 |
144.48 |
0.00 |
0.0% |
144.32 |
| Low |
144.22 |
143.65 |
-0.57 |
-0.4% |
143.15 |
| Close |
144.36 |
144.09 |
-0.27 |
-0.2% |
144.08 |
| Range |
0.26 |
0.83 |
0.57 |
219.2% |
1.17 |
| ATR |
0.58 |
0.60 |
0.02 |
3.0% |
0.00 |
| Volume |
470,592 |
392,474 |
-78,118 |
-16.6% |
2,964,488 |
|
| Daily Pivots for day following 17-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
146.56 |
146.16 |
144.55 |
|
| R3 |
145.73 |
145.33 |
144.32 |
|
| R2 |
144.90 |
144.90 |
144.24 |
|
| R1 |
144.50 |
144.50 |
144.17 |
144.29 |
| PP |
144.07 |
144.07 |
144.07 |
143.97 |
| S1 |
143.67 |
143.67 |
144.01 |
143.46 |
| S2 |
143.24 |
143.24 |
143.94 |
|
| S3 |
142.41 |
142.84 |
143.86 |
|
| S4 |
141.58 |
142.01 |
143.63 |
|
|
| 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 |
143.65 |
0.99 |
0.7% |
0.59 |
0.4% |
44% |
False |
True |
501,055 |
| 10 |
144.64 |
142.64 |
2.00 |
1.4% |
0.57 |
0.4% |
73% |
False |
False |
556,513 |
| 20 |
144.64 |
142.10 |
2.54 |
1.8% |
0.55 |
0.4% |
78% |
False |
False |
628,803 |
| 40 |
144.64 |
141.52 |
3.12 |
2.2% |
0.59 |
0.4% |
82% |
False |
False |
604,855 |
| 60 |
144.64 |
139.63 |
5.01 |
3.5% |
0.56 |
0.4% |
89% |
False |
False |
403,947 |
| 80 |
144.64 |
136.93 |
7.71 |
5.4% |
0.49 |
0.3% |
93% |
False |
False |
302,969 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
148.01 |
|
2.618 |
146.65 |
|
1.618 |
145.82 |
|
1.000 |
145.31 |
|
0.618 |
144.99 |
|
HIGH |
144.48 |
|
0.618 |
144.16 |
|
0.500 |
144.07 |
|
0.382 |
143.97 |
|
LOW |
143.65 |
|
0.618 |
143.14 |
|
1.000 |
142.82 |
|
1.618 |
142.31 |
|
2.618 |
141.48 |
|
4.250 |
140.12 |
|
|
| Fisher Pivots for day following 17-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
144.08 |
144.15 |
| PP |
144.07 |
144.13 |
| S1 |
144.07 |
144.11 |
|