Euro Bund Future June 2014
Trading Metrics calculated at close of trading on 02-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2014 |
02-May-2014 |
Change |
Change % |
Previous Week |
Open |
144.32 |
144.75 |
0.43 |
0.3% |
144.29 |
High |
144.70 |
144.97 |
0.27 |
0.2% |
144.97 |
Low |
144.00 |
144.11 |
0.11 |
0.1% |
143.80 |
Close |
144.54 |
144.80 |
0.26 |
0.2% |
144.80 |
Range |
0.70 |
0.86 |
0.16 |
22.9% |
1.17 |
ATR |
0.57 |
0.59 |
0.02 |
3.6% |
0.00 |
Volume |
734,006 |
183,804 |
-550,202 |
-75.0% |
2,384,014 |
|
Daily Pivots for day following 02-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
147.21 |
146.86 |
145.27 |
|
R3 |
146.35 |
146.00 |
145.04 |
|
R2 |
145.49 |
145.49 |
144.96 |
|
R1 |
145.14 |
145.14 |
144.88 |
145.32 |
PP |
144.63 |
144.63 |
144.63 |
144.71 |
S1 |
144.28 |
144.28 |
144.72 |
144.46 |
S2 |
143.77 |
143.77 |
144.64 |
|
S3 |
142.91 |
143.42 |
144.56 |
|
S4 |
142.05 |
142.56 |
144.33 |
|
|
Weekly Pivots for week ending 02-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
148.03 |
147.59 |
145.44 |
|
R3 |
146.86 |
146.42 |
145.12 |
|
R2 |
145.69 |
145.69 |
145.01 |
|
R1 |
145.25 |
145.25 |
144.91 |
145.47 |
PP |
144.52 |
144.52 |
144.52 |
144.64 |
S1 |
144.08 |
144.08 |
144.69 |
144.30 |
S2 |
143.35 |
143.35 |
144.59 |
|
S3 |
142.18 |
142.91 |
144.48 |
|
S4 |
141.01 |
141.74 |
144.16 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
144.97 |
143.80 |
1.17 |
0.8% |
0.59 |
0.4% |
85% |
True |
False |
564,065 |
10 |
144.97 |
143.55 |
1.42 |
1.0% |
0.54 |
0.4% |
88% |
True |
False |
548,563 |
20 |
144.97 |
142.49 |
2.48 |
1.7% |
0.56 |
0.4% |
93% |
True |
False |
590,673 |
40 |
144.97 |
141.81 |
3.16 |
2.2% |
0.56 |
0.4% |
95% |
True |
False |
675,018 |
60 |
144.97 |
141.20 |
3.77 |
2.6% |
0.55 |
0.4% |
95% |
True |
False |
480,778 |
80 |
144.97 |
137.49 |
7.48 |
5.2% |
0.51 |
0.4% |
98% |
True |
False |
360,750 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
148.63 |
2.618 |
147.22 |
1.618 |
146.36 |
1.000 |
145.83 |
0.618 |
145.50 |
HIGH |
144.97 |
0.618 |
144.64 |
0.500 |
144.54 |
0.382 |
144.44 |
LOW |
144.11 |
0.618 |
143.58 |
1.000 |
143.25 |
1.618 |
142.72 |
2.618 |
141.86 |
4.250 |
140.46 |
|
|
Fisher Pivots for day following 02-May-2014 |
Pivot |
1 day |
3 day |
R1 |
144.71 |
144.66 |
PP |
144.63 |
144.52 |
S1 |
144.54 |
144.39 |
|