Euro Bund Future June 2014
Trading Metrics calculated at close of trading on 28-Apr-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2014 |
28-Apr-2014 |
Change |
Change % |
Previous Week |
Open |
143.98 |
144.29 |
0.31 |
0.2% |
143.84 |
High |
144.51 |
144.43 |
-0.08 |
-0.1% |
144.51 |
Low |
143.97 |
144.10 |
0.13 |
0.1% |
143.55 |
Close |
144.47 |
144.27 |
-0.20 |
-0.1% |
144.47 |
Range |
0.54 |
0.33 |
-0.21 |
-38.9% |
0.96 |
ATR |
0.58 |
0.57 |
-0.02 |
-2.6% |
0.00 |
Volume |
436,315 |
690,863 |
254,548 |
58.3% |
2,238,559 |
|
Daily Pivots for day following 28-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
145.26 |
145.09 |
144.45 |
|
R3 |
144.93 |
144.76 |
144.36 |
|
R2 |
144.60 |
144.60 |
144.33 |
|
R1 |
144.43 |
144.43 |
144.30 |
144.35 |
PP |
144.27 |
144.27 |
144.27 |
144.23 |
S1 |
144.10 |
144.10 |
144.24 |
144.02 |
S2 |
143.94 |
143.94 |
144.21 |
|
S3 |
143.61 |
143.77 |
144.18 |
|
S4 |
143.28 |
143.44 |
144.09 |
|
|
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% |
0.46 |
0.3% |
75% |
False |
False |
585,884 |
10 |
144.64 |
143.55 |
1.09 |
0.8% |
0.53 |
0.4% |
66% |
False |
False |
543,469 |
20 |
144.64 |
142.49 |
2.15 |
1.5% |
0.53 |
0.4% |
83% |
False |
False |
602,210 |
40 |
144.64 |
141.81 |
2.83 |
2.0% |
0.57 |
0.4% |
87% |
False |
False |
674,856 |
60 |
144.64 |
141.03 |
3.61 |
2.5% |
0.55 |
0.4% |
90% |
False |
False |
452,638 |
80 |
144.64 |
136.93 |
7.71 |
5.3% |
0.50 |
0.3% |
95% |
False |
False |
339,586 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
145.83 |
2.618 |
145.29 |
1.618 |
144.96 |
1.000 |
144.76 |
0.618 |
144.63 |
HIGH |
144.43 |
0.618 |
144.30 |
0.500 |
144.27 |
0.382 |
144.23 |
LOW |
144.10 |
0.618 |
143.90 |
1.000 |
143.77 |
1.618 |
143.57 |
2.618 |
143.24 |
4.250 |
142.70 |
|
|
Fisher Pivots for day following 28-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
144.27 |
144.19 |
PP |
144.27 |
144.11 |
S1 |
144.27 |
144.03 |
|