Euro Bund Future June 2014
Trading Metrics calculated at close of trading on 08-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2014 |
08-May-2014 |
Change |
Change % |
Previous Week |
Open |
144.78 |
144.55 |
-0.23 |
-0.2% |
144.29 |
High |
144.89 |
144.96 |
0.07 |
0.0% |
144.97 |
Low |
144.29 |
144.35 |
0.06 |
0.0% |
143.80 |
Close |
144.55 |
144.89 |
0.34 |
0.2% |
144.80 |
Range |
0.60 |
0.61 |
0.01 |
1.7% |
1.17 |
ATR |
0.56 |
0.56 |
0.00 |
0.6% |
0.00 |
Volume |
768,909 |
465,134 |
-303,775 |
-39.5% |
2,384,014 |
|
Daily Pivots for day following 08-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
146.56 |
146.34 |
145.23 |
|
R3 |
145.95 |
145.73 |
145.06 |
|
R2 |
145.34 |
145.34 |
145.00 |
|
R1 |
145.12 |
145.12 |
144.95 |
145.23 |
PP |
144.73 |
144.73 |
144.73 |
144.79 |
S1 |
144.51 |
144.51 |
144.83 |
144.62 |
S2 |
144.12 |
144.12 |
144.78 |
|
S3 |
143.51 |
143.90 |
144.72 |
|
S4 |
142.90 |
143.29 |
144.55 |
|
|
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 |
144.11 |
0.86 |
0.6% |
0.55 |
0.4% |
91% |
False |
False |
503,476 |
10 |
144.97 |
143.55 |
1.42 |
1.0% |
0.54 |
0.4% |
94% |
False |
False |
569,653 |
20 |
144.97 |
143.15 |
1.82 |
1.3% |
0.52 |
0.4% |
96% |
False |
False |
569,582 |
40 |
144.97 |
142.07 |
2.90 |
2.0% |
0.56 |
0.4% |
97% |
False |
False |
649,344 |
60 |
144.97 |
141.20 |
3.77 |
2.6% |
0.55 |
0.4% |
98% |
False |
False |
519,512 |
80 |
144.97 |
138.60 |
6.37 |
4.4% |
0.53 |
0.4% |
99% |
False |
False |
389,916 |
100 |
144.97 |
136.93 |
8.04 |
5.5% |
0.46 |
0.3% |
99% |
False |
False |
311,937 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
147.55 |
2.618 |
146.56 |
1.618 |
145.95 |
1.000 |
145.57 |
0.618 |
145.34 |
HIGH |
144.96 |
0.618 |
144.73 |
0.500 |
144.66 |
0.382 |
144.58 |
LOW |
144.35 |
0.618 |
143.97 |
1.000 |
143.74 |
1.618 |
143.36 |
2.618 |
142.75 |
4.250 |
141.76 |
|
|
Fisher Pivots for day following 08-May-2014 |
Pivot |
1 day |
3 day |
R1 |
144.81 |
144.80 |
PP |
144.73 |
144.71 |
S1 |
144.66 |
144.63 |
|