Euro Bund Future June 2014
Trading Metrics calculated at close of trading on 09-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2014 |
09-May-2014 |
Change |
Change % |
Previous Week |
Open |
144.55 |
144.92 |
0.37 |
0.3% |
144.83 |
High |
144.96 |
145.01 |
0.05 |
0.0% |
145.01 |
Low |
144.35 |
144.71 |
0.36 |
0.2% |
144.29 |
Close |
144.89 |
144.86 |
-0.03 |
0.0% |
144.86 |
Range |
0.61 |
0.30 |
-0.31 |
-50.8% |
0.72 |
ATR |
0.56 |
0.55 |
-0.02 |
-3.3% |
0.00 |
Volume |
465,134 |
357,470 |
-107,664 |
-23.1% |
2,691,047 |
|
Daily Pivots for day following 09-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
145.76 |
145.61 |
145.03 |
|
R3 |
145.46 |
145.31 |
144.94 |
|
R2 |
145.16 |
145.16 |
144.92 |
|
R1 |
145.01 |
145.01 |
144.89 |
144.94 |
PP |
144.86 |
144.86 |
144.86 |
144.82 |
S1 |
144.71 |
144.71 |
144.83 |
144.64 |
S2 |
144.56 |
144.56 |
144.81 |
|
S3 |
144.26 |
144.41 |
144.78 |
|
S4 |
143.96 |
144.11 |
144.70 |
|
|
Weekly Pivots for week ending 09-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
146.88 |
146.59 |
145.26 |
|
R3 |
146.16 |
145.87 |
145.06 |
|
R2 |
145.44 |
145.44 |
144.99 |
|
R1 |
145.15 |
145.15 |
144.93 |
145.30 |
PP |
144.72 |
144.72 |
144.72 |
144.79 |
S1 |
144.43 |
144.43 |
144.79 |
144.58 |
S2 |
144.00 |
144.00 |
144.73 |
|
S3 |
143.28 |
143.71 |
144.66 |
|
S4 |
142.56 |
142.99 |
144.46 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
145.01 |
144.29 |
0.72 |
0.5% |
0.44 |
0.3% |
79% |
True |
False |
538,209 |
10 |
145.01 |
143.80 |
1.21 |
0.8% |
0.51 |
0.4% |
88% |
True |
False |
551,137 |
20 |
145.01 |
143.15 |
1.86 |
1.3% |
0.52 |
0.4% |
92% |
True |
False |
561,502 |
40 |
145.01 |
142.07 |
2.94 |
2.0% |
0.55 |
0.4% |
95% |
True |
False |
639,004 |
60 |
145.01 |
141.20 |
3.81 |
2.6% |
0.55 |
0.4% |
96% |
True |
False |
525,459 |
80 |
145.01 |
138.60 |
6.41 |
4.4% |
0.53 |
0.4% |
98% |
True |
False |
394,384 |
100 |
145.01 |
136.93 |
8.08 |
5.6% |
0.46 |
0.3% |
98% |
True |
False |
315,512 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
146.29 |
2.618 |
145.80 |
1.618 |
145.50 |
1.000 |
145.31 |
0.618 |
145.20 |
HIGH |
145.01 |
0.618 |
144.90 |
0.500 |
144.86 |
0.382 |
144.82 |
LOW |
144.71 |
0.618 |
144.52 |
1.000 |
144.41 |
1.618 |
144.22 |
2.618 |
143.92 |
4.250 |
143.44 |
|
|
Fisher Pivots for day following 09-May-2014 |
Pivot |
1 day |
3 day |
R1 |
144.86 |
144.79 |
PP |
144.86 |
144.72 |
S1 |
144.86 |
144.65 |
|