Euro Bund Future June 2014
| Trading Metrics calculated at close of trading on 22-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2014 |
22-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
144.43 |
143.84 |
-0.59 |
-0.4% |
144.28 |
| High |
144.48 |
143.99 |
-0.49 |
-0.3% |
144.64 |
| Low |
143.65 |
143.62 |
-0.03 |
0.0% |
143.65 |
| Close |
144.09 |
143.70 |
-0.39 |
-0.3% |
144.09 |
| Range |
0.83 |
0.37 |
-0.46 |
-55.4% |
0.99 |
| ATR |
0.60 |
0.59 |
-0.01 |
-1.5% |
0.00 |
| Volume |
392,474 |
548,903 |
156,429 |
39.9% |
2,044,647 |
|
| Daily Pivots for day following 22-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
144.88 |
144.66 |
143.90 |
|
| R3 |
144.51 |
144.29 |
143.80 |
|
| R2 |
144.14 |
144.14 |
143.77 |
|
| R1 |
143.92 |
143.92 |
143.73 |
143.85 |
| PP |
143.77 |
143.77 |
143.77 |
143.73 |
| S1 |
143.55 |
143.55 |
143.67 |
143.48 |
| S2 |
143.40 |
143.40 |
143.63 |
|
| S3 |
143.03 |
143.18 |
143.60 |
|
| S4 |
142.66 |
142.81 |
143.50 |
|
|
| Weekly Pivots for week ending 18-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
147.10 |
146.58 |
144.63 |
|
| R3 |
146.11 |
145.59 |
144.36 |
|
| R2 |
145.12 |
145.12 |
144.27 |
|
| R1 |
144.60 |
144.60 |
144.18 |
144.37 |
| PP |
144.13 |
144.13 |
144.13 |
144.01 |
| S1 |
143.61 |
143.61 |
144.00 |
143.38 |
| S2 |
143.14 |
143.14 |
143.91 |
|
| S3 |
142.15 |
142.62 |
143.82 |
|
| S4 |
141.16 |
141.63 |
143.55 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
144.64 |
143.62 |
1.02 |
0.7% |
0.55 |
0.4% |
8% |
False |
True |
518,710 |
| 10 |
144.64 |
143.15 |
1.49 |
1.0% |
0.50 |
0.4% |
37% |
False |
False |
555,803 |
| 20 |
144.64 |
142.22 |
2.42 |
1.7% |
0.54 |
0.4% |
61% |
False |
False |
611,598 |
| 40 |
144.64 |
141.62 |
3.02 |
2.1% |
0.58 |
0.4% |
69% |
False |
False |
618,485 |
| 60 |
144.64 |
140.32 |
4.32 |
3.0% |
0.55 |
0.4% |
78% |
False |
False |
413,080 |
| 80 |
144.64 |
136.93 |
7.71 |
5.4% |
0.49 |
0.3% |
88% |
False |
False |
309,830 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
145.56 |
|
2.618 |
144.96 |
|
1.618 |
144.59 |
|
1.000 |
144.36 |
|
0.618 |
144.22 |
|
HIGH |
143.99 |
|
0.618 |
143.85 |
|
0.500 |
143.81 |
|
0.382 |
143.76 |
|
LOW |
143.62 |
|
0.618 |
143.39 |
|
1.000 |
143.25 |
|
1.618 |
143.02 |
|
2.618 |
142.65 |
|
4.250 |
142.05 |
|
|
| Fisher Pivots for day following 22-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
143.81 |
144.05 |
| PP |
143.77 |
143.93 |
| S1 |
143.74 |
143.82 |
|