Euro Bund Future June 2014
Trading Metrics calculated at close of trading on 29-Apr-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2014 |
29-Apr-2014 |
Change |
Change % |
Previous Week |
Open |
144.29 |
144.18 |
-0.11 |
-0.1% |
143.84 |
High |
144.43 |
144.30 |
-0.13 |
-0.1% |
144.51 |
Low |
144.10 |
143.80 |
-0.30 |
-0.2% |
143.55 |
Close |
144.27 |
144.25 |
-0.02 |
0.0% |
144.47 |
Range |
0.33 |
0.50 |
0.17 |
51.5% |
0.96 |
ATR |
0.57 |
0.56 |
0.00 |
-0.8% |
0.00 |
Volume |
690,863 |
775,341 |
84,478 |
12.2% |
2,238,559 |
|
Daily Pivots for day following 29-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
145.62 |
145.43 |
144.53 |
|
R3 |
145.12 |
144.93 |
144.39 |
|
R2 |
144.62 |
144.62 |
144.34 |
|
R1 |
144.43 |
144.43 |
144.30 |
144.53 |
PP |
144.12 |
144.12 |
144.12 |
144.16 |
S1 |
143.93 |
143.93 |
144.20 |
144.03 |
S2 |
143.62 |
143.62 |
144.16 |
|
S3 |
143.12 |
143.43 |
144.11 |
|
S4 |
142.62 |
142.93 |
143.98 |
|
|
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% |
0.48 |
0.3% |
73% |
False |
False |
631,172 |
10 |
144.64 |
143.55 |
1.09 |
0.8% |
0.52 |
0.4% |
64% |
False |
False |
574,941 |
20 |
144.64 |
142.49 |
2.15 |
1.5% |
0.52 |
0.4% |
82% |
False |
False |
602,534 |
40 |
144.64 |
141.81 |
2.83 |
2.0% |
0.56 |
0.4% |
86% |
False |
False |
687,537 |
60 |
144.64 |
141.20 |
3.44 |
2.4% |
0.55 |
0.4% |
89% |
False |
False |
465,499 |
80 |
144.64 |
137.23 |
7.41 |
5.1% |
0.50 |
0.3% |
95% |
False |
False |
349,278 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
146.43 |
2.618 |
145.61 |
1.618 |
145.11 |
1.000 |
144.80 |
0.618 |
144.61 |
HIGH |
144.30 |
0.618 |
144.11 |
0.500 |
144.05 |
0.382 |
143.99 |
LOW |
143.80 |
0.618 |
143.49 |
1.000 |
143.30 |
1.618 |
142.99 |
2.618 |
142.49 |
4.250 |
141.68 |
|
|
Fisher Pivots for day following 29-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
144.18 |
144.22 |
PP |
144.12 |
144.19 |
S1 |
144.05 |
144.16 |
|