Euro Bund Future June 2014
Trading Metrics calculated at close of trading on 06-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2014 |
06-May-2014 |
Change |
Change % |
Previous Week |
Open |
144.83 |
144.63 |
-0.20 |
-0.1% |
144.29 |
High |
144.92 |
144.78 |
-0.14 |
-0.1% |
144.97 |
Low |
144.62 |
144.41 |
-0.21 |
-0.1% |
143.80 |
Close |
144.66 |
144.67 |
0.01 |
0.0% |
144.80 |
Range |
0.30 |
0.37 |
0.07 |
23.3% |
1.17 |
ATR |
0.57 |
0.56 |
-0.01 |
-2.5% |
0.00 |
Volume |
460,222 |
639,312 |
179,090 |
38.9% |
2,384,014 |
|
Daily Pivots for day following 06-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
145.73 |
145.57 |
144.87 |
|
R3 |
145.36 |
145.20 |
144.77 |
|
R2 |
144.99 |
144.99 |
144.74 |
|
R1 |
144.83 |
144.83 |
144.70 |
144.91 |
PP |
144.62 |
144.62 |
144.62 |
144.66 |
S1 |
144.46 |
144.46 |
144.64 |
144.54 |
S2 |
144.25 |
144.25 |
144.60 |
|
S3 |
143.88 |
144.09 |
144.57 |
|
S4 |
143.51 |
143.72 |
144.47 |
|
|
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% |
0.55 |
0.4% |
74% |
False |
False |
558,537 |
10 |
144.97 |
143.55 |
1.42 |
1.0% |
0.50 |
0.3% |
79% |
False |
False |
572,210 |
20 |
144.97 |
142.64 |
2.33 |
1.6% |
0.54 |
0.4% |
87% |
False |
False |
564,361 |
40 |
144.97 |
141.81 |
3.16 |
2.2% |
0.56 |
0.4% |
91% |
False |
False |
651,324 |
60 |
144.97 |
141.20 |
3.77 |
2.6% |
0.55 |
0.4% |
92% |
False |
False |
499,030 |
80 |
144.97 |
137.49 |
7.48 |
5.2% |
0.52 |
0.4% |
96% |
False |
False |
374,494 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
146.35 |
2.618 |
145.75 |
1.618 |
145.38 |
1.000 |
145.15 |
0.618 |
145.01 |
HIGH |
144.78 |
0.618 |
144.64 |
0.500 |
144.60 |
0.382 |
144.55 |
LOW |
144.41 |
0.618 |
144.18 |
1.000 |
144.04 |
1.618 |
143.81 |
2.618 |
143.44 |
4.250 |
142.84 |
|
|
Fisher Pivots for day following 06-May-2014 |
Pivot |
1 day |
3 day |
R1 |
144.65 |
144.63 |
PP |
144.62 |
144.58 |
S1 |
144.60 |
144.54 |
|