Euro Bund Future June 2014
| Trading Metrics calculated at close of trading on 23-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2014 |
23-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
143.84 |
143.85 |
0.01 |
0.0% |
144.28 |
| High |
143.99 |
144.08 |
0.09 |
0.1% |
144.64 |
| Low |
143.62 |
143.65 |
0.03 |
0.0% |
143.65 |
| Close |
143.70 |
144.00 |
0.30 |
0.2% |
144.09 |
| Range |
0.37 |
0.43 |
0.06 |
16.2% |
0.99 |
| ATR |
0.59 |
0.58 |
-0.01 |
-1.9% |
0.00 |
| Volume |
548,903 |
710,710 |
161,807 |
29.5% |
2,044,647 |
|
| Daily Pivots for day following 23-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
145.20 |
145.03 |
144.24 |
|
| R3 |
144.77 |
144.60 |
144.12 |
|
| R2 |
144.34 |
144.34 |
144.08 |
|
| R1 |
144.17 |
144.17 |
144.04 |
144.26 |
| PP |
143.91 |
143.91 |
143.91 |
143.95 |
| S1 |
143.74 |
143.74 |
143.96 |
143.83 |
| S2 |
143.48 |
143.48 |
143.92 |
|
| S3 |
143.05 |
143.31 |
143.88 |
|
| S4 |
142.62 |
142.88 |
143.76 |
|
|
| 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% |
0.54 |
0.4% |
37% |
False |
False |
530,435 |
| 10 |
144.64 |
143.15 |
1.49 |
1.0% |
0.50 |
0.3% |
57% |
False |
False |
569,511 |
| 20 |
144.64 |
142.22 |
2.42 |
1.7% |
0.55 |
0.4% |
74% |
False |
False |
626,375 |
| 40 |
144.64 |
141.62 |
3.02 |
2.1% |
0.58 |
0.4% |
79% |
False |
False |
636,205 |
| 60 |
144.64 |
140.35 |
4.29 |
3.0% |
0.55 |
0.4% |
85% |
False |
False |
424,836 |
| 80 |
144.64 |
136.93 |
7.71 |
5.4% |
0.49 |
0.3% |
92% |
False |
False |
318,714 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
145.91 |
|
2.618 |
145.21 |
|
1.618 |
144.78 |
|
1.000 |
144.51 |
|
0.618 |
144.35 |
|
HIGH |
144.08 |
|
0.618 |
143.92 |
|
0.500 |
143.87 |
|
0.382 |
143.81 |
|
LOW |
143.65 |
|
0.618 |
143.38 |
|
1.000 |
143.22 |
|
1.618 |
142.95 |
|
2.618 |
142.52 |
|
4.250 |
141.82 |
|
|
| Fisher Pivots for day following 23-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
143.96 |
144.05 |
| PP |
143.91 |
144.03 |
| S1 |
143.87 |
144.02 |
|