Euro Bund Future June 2014
Trading Metrics calculated at close of trading on 25-Apr-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2014 |
25-Apr-2014 |
Change |
Change % |
Previous Week |
Open |
143.84 |
143.98 |
0.14 |
0.1% |
143.84 |
High |
144.17 |
144.51 |
0.34 |
0.2% |
144.51 |
Low |
143.55 |
143.97 |
0.42 |
0.3% |
143.55 |
Close |
143.92 |
144.47 |
0.55 |
0.4% |
144.47 |
Range |
0.62 |
0.54 |
-0.08 |
-12.9% |
0.96 |
ATR |
0.58 |
0.58 |
0.00 |
0.1% |
0.00 |
Volume |
542,631 |
436,315 |
-106,316 |
-19.6% |
2,238,559 |
|
Daily Pivots for day following 25-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
145.94 |
145.74 |
144.77 |
|
R3 |
145.40 |
145.20 |
144.62 |
|
R2 |
144.86 |
144.86 |
144.57 |
|
R1 |
144.66 |
144.66 |
144.52 |
144.76 |
PP |
144.32 |
144.32 |
144.32 |
144.37 |
S1 |
144.12 |
144.12 |
144.42 |
144.22 |
S2 |
143.78 |
143.78 |
144.37 |
|
S3 |
143.24 |
143.58 |
144.32 |
|
S4 |
142.70 |
143.04 |
144.17 |
|
|
Weekly Pivots for week ending 25-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
147.06 |
146.72 |
145.00 |
|
R3 |
146.10 |
145.76 |
144.73 |
|
R2 |
145.14 |
145.14 |
144.65 |
|
R1 |
144.80 |
144.80 |
144.56 |
144.97 |
PP |
144.18 |
144.18 |
144.18 |
144.26 |
S1 |
143.84 |
143.84 |
144.38 |
144.01 |
S2 |
143.22 |
143.22 |
144.29 |
|
S3 |
142.26 |
142.88 |
144.21 |
|
S4 |
141.30 |
141.92 |
143.94 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
144.51 |
143.55 |
0.96 |
0.7% |
0.56 |
0.4% |
96% |
True |
False |
526,206 |
10 |
144.64 |
143.51 |
1.13 |
0.8% |
0.55 |
0.4% |
85% |
False |
False |
545,963 |
20 |
144.64 |
142.49 |
2.15 |
1.5% |
0.54 |
0.4% |
92% |
False |
False |
600,974 |
40 |
144.64 |
141.81 |
2.83 |
2.0% |
0.58 |
0.4% |
94% |
False |
False |
659,319 |
60 |
144.64 |
140.38 |
4.26 |
2.9% |
0.56 |
0.4% |
96% |
False |
False |
441,142 |
80 |
144.64 |
136.93 |
7.71 |
5.3% |
0.50 |
0.3% |
98% |
False |
False |
330,950 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
146.81 |
2.618 |
145.92 |
1.618 |
145.38 |
1.000 |
145.05 |
0.618 |
144.84 |
HIGH |
144.51 |
0.618 |
144.30 |
0.500 |
144.24 |
0.382 |
144.18 |
LOW |
143.97 |
0.618 |
143.64 |
1.000 |
143.43 |
1.618 |
143.10 |
2.618 |
142.56 |
4.250 |
141.68 |
|
|
Fisher Pivots for day following 25-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
144.39 |
144.32 |
PP |
144.32 |
144.18 |
S1 |
144.24 |
144.03 |
|