Euro Bund Future June 2014
Trading Metrics calculated at close of trading on 07-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2014 |
07-May-2014 |
Change |
Change % |
Previous Week |
Open |
144.63 |
144.78 |
0.15 |
0.1% |
144.29 |
High |
144.78 |
144.89 |
0.11 |
0.1% |
144.97 |
Low |
144.41 |
144.29 |
-0.12 |
-0.1% |
143.80 |
Close |
144.67 |
144.55 |
-0.12 |
-0.1% |
144.80 |
Range |
0.37 |
0.60 |
0.23 |
62.2% |
1.17 |
ATR |
0.56 |
0.56 |
0.00 |
0.5% |
0.00 |
Volume |
639,312 |
768,909 |
129,597 |
20.3% |
2,384,014 |
|
Daily Pivots for day following 07-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
146.38 |
146.06 |
144.88 |
|
R3 |
145.78 |
145.46 |
144.72 |
|
R2 |
145.18 |
145.18 |
144.66 |
|
R1 |
144.86 |
144.86 |
144.61 |
144.72 |
PP |
144.58 |
144.58 |
144.58 |
144.51 |
S1 |
144.26 |
144.26 |
144.50 |
144.12 |
S2 |
143.98 |
143.98 |
144.44 |
|
S3 |
143.38 |
143.66 |
144.39 |
|
S4 |
142.78 |
143.06 |
144.22 |
|
|
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 |
144.00 |
0.97 |
0.7% |
0.57 |
0.4% |
57% |
False |
False |
557,250 |
10 |
144.97 |
143.55 |
1.42 |
1.0% |
0.53 |
0.4% |
70% |
False |
False |
594,211 |
20 |
144.97 |
143.15 |
1.82 |
1.3% |
0.51 |
0.4% |
77% |
False |
False |
575,007 |
40 |
144.97 |
141.81 |
3.16 |
2.2% |
0.56 |
0.4% |
87% |
False |
False |
651,714 |
60 |
144.97 |
141.20 |
3.77 |
2.6% |
0.55 |
0.4% |
89% |
False |
False |
511,838 |
80 |
144.97 |
138.19 |
6.78 |
4.7% |
0.52 |
0.4% |
94% |
False |
False |
384,105 |
100 |
144.97 |
136.93 |
8.04 |
5.6% |
0.46 |
0.3% |
95% |
False |
False |
307,286 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
147.44 |
2.618 |
146.46 |
1.618 |
145.86 |
1.000 |
145.49 |
0.618 |
145.26 |
HIGH |
144.89 |
0.618 |
144.66 |
0.500 |
144.59 |
0.382 |
144.52 |
LOW |
144.29 |
0.618 |
143.92 |
1.000 |
143.69 |
1.618 |
143.32 |
2.618 |
142.72 |
4.250 |
141.74 |
|
|
Fisher Pivots for day following 07-May-2014 |
Pivot |
1 day |
3 day |
R1 |
144.59 |
144.61 |
PP |
144.58 |
144.59 |
S1 |
144.56 |
144.57 |
|