Euro Bund Future June 2014
Trading Metrics calculated at close of trading on 24-Apr-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2014 |
24-Apr-2014 |
Change |
Change % |
Previous Week |
Open |
143.85 |
143.84 |
-0.01 |
0.0% |
144.28 |
High |
144.08 |
144.17 |
0.09 |
0.1% |
144.64 |
Low |
143.65 |
143.55 |
-0.10 |
-0.1% |
143.65 |
Close |
144.00 |
143.92 |
-0.08 |
-0.1% |
144.09 |
Range |
0.43 |
0.62 |
0.19 |
44.2% |
0.99 |
ATR |
0.58 |
0.58 |
0.00 |
0.5% |
0.00 |
Volume |
710,710 |
542,631 |
-168,079 |
-23.6% |
2,044,647 |
|
Daily Pivots for day following 24-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
145.74 |
145.45 |
144.26 |
|
R3 |
145.12 |
144.83 |
144.09 |
|
R2 |
144.50 |
144.50 |
144.03 |
|
R1 |
144.21 |
144.21 |
143.98 |
144.36 |
PP |
143.88 |
143.88 |
143.88 |
143.95 |
S1 |
143.59 |
143.59 |
143.86 |
143.74 |
S2 |
143.26 |
143.26 |
143.81 |
|
S3 |
142.64 |
142.97 |
143.75 |
|
S4 |
142.02 |
142.35 |
143.58 |
|
|
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 |
144.48 |
143.55 |
0.93 |
0.6% |
0.50 |
0.3% |
40% |
False |
True |
533,062 |
10 |
144.64 |
143.15 |
1.49 |
1.0% |
0.53 |
0.4% |
52% |
False |
False |
571,866 |
20 |
144.64 |
142.49 |
2.15 |
1.5% |
0.53 |
0.4% |
67% |
False |
False |
610,794 |
40 |
144.64 |
141.62 |
3.02 |
2.1% |
0.58 |
0.4% |
76% |
False |
False |
649,530 |
60 |
144.64 |
140.35 |
4.29 |
3.0% |
0.55 |
0.4% |
83% |
False |
False |
433,879 |
80 |
144.64 |
136.93 |
7.71 |
5.4% |
0.49 |
0.3% |
91% |
False |
False |
325,497 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
146.81 |
2.618 |
145.79 |
1.618 |
145.17 |
1.000 |
144.79 |
0.618 |
144.55 |
HIGH |
144.17 |
0.618 |
143.93 |
0.500 |
143.86 |
0.382 |
143.79 |
LOW |
143.55 |
0.618 |
143.17 |
1.000 |
142.93 |
1.618 |
142.55 |
2.618 |
141.93 |
4.250 |
140.92 |
|
|
Fisher Pivots for day following 24-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
143.90 |
143.90 |
PP |
143.88 |
143.88 |
S1 |
143.86 |
143.86 |
|