Euro Bund Future June 2014
Trading Metrics calculated at close of trading on 05-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2014 |
05-May-2014 |
Change |
Change % |
Previous Week |
Open |
144.75 |
144.83 |
0.08 |
0.1% |
144.29 |
High |
144.97 |
144.92 |
-0.05 |
0.0% |
144.97 |
Low |
144.11 |
144.62 |
0.51 |
0.4% |
143.80 |
Close |
144.80 |
144.66 |
-0.14 |
-0.1% |
144.80 |
Range |
0.86 |
0.30 |
-0.56 |
-65.1% |
1.17 |
ATR |
0.59 |
0.57 |
-0.02 |
-3.5% |
0.00 |
Volume |
183,804 |
460,222 |
276,418 |
150.4% |
2,384,014 |
|
Daily Pivots for day following 05-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
145.63 |
145.45 |
144.83 |
|
R3 |
145.33 |
145.15 |
144.74 |
|
R2 |
145.03 |
145.03 |
144.72 |
|
R1 |
144.85 |
144.85 |
144.69 |
144.79 |
PP |
144.73 |
144.73 |
144.73 |
144.71 |
S1 |
144.55 |
144.55 |
144.63 |
144.49 |
S2 |
144.43 |
144.43 |
144.61 |
|
S3 |
144.13 |
144.25 |
144.58 |
|
S4 |
143.83 |
143.95 |
144.50 |
|
|
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% |
0.54 |
0.4% |
74% |
False |
False |
568,847 |
10 |
144.97 |
143.55 |
1.42 |
1.0% |
0.55 |
0.4% |
78% |
False |
False |
547,526 |
20 |
144.97 |
142.49 |
2.48 |
1.7% |
0.54 |
0.4% |
88% |
False |
False |
572,625 |
40 |
144.97 |
141.81 |
3.16 |
2.2% |
0.56 |
0.4% |
90% |
False |
False |
656,704 |
60 |
144.97 |
141.20 |
3.77 |
2.6% |
0.55 |
0.4% |
92% |
False |
False |
488,398 |
80 |
144.97 |
137.49 |
7.48 |
5.2% |
0.52 |
0.4% |
96% |
False |
False |
366,503 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
146.20 |
2.618 |
145.71 |
1.618 |
145.41 |
1.000 |
145.22 |
0.618 |
145.11 |
HIGH |
144.92 |
0.618 |
144.81 |
0.500 |
144.77 |
0.382 |
144.73 |
LOW |
144.62 |
0.618 |
144.43 |
1.000 |
144.32 |
1.618 |
144.13 |
2.618 |
143.83 |
4.250 |
143.35 |
|
|
Fisher Pivots for day following 05-May-2014 |
Pivot |
1 day |
3 day |
R1 |
144.77 |
144.60 |
PP |
144.73 |
144.54 |
S1 |
144.70 |
144.49 |
|