Euro Bund Future June 2014
Trading Metrics calculated at close of trading on 13-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2014 |
13-May-2014 |
Change |
Change % |
Previous Week |
Open |
144.72 |
144.68 |
-0.04 |
0.0% |
144.83 |
High |
144.84 |
145.33 |
0.49 |
0.3% |
145.01 |
Low |
144.62 |
144.65 |
0.03 |
0.0% |
144.29 |
Close |
144.77 |
145.31 |
0.54 |
0.4% |
144.86 |
Range |
0.22 |
0.68 |
0.46 |
209.1% |
0.72 |
ATR |
0.52 |
0.53 |
0.01 |
2.1% |
0.00 |
Volume |
727,059 |
781,335 |
54,276 |
7.5% |
2,691,047 |
|
Daily Pivots for day following 13-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
147.14 |
146.90 |
145.68 |
|
R3 |
146.46 |
146.22 |
145.50 |
|
R2 |
145.78 |
145.78 |
145.43 |
|
R1 |
145.54 |
145.54 |
145.37 |
145.66 |
PP |
145.10 |
145.10 |
145.10 |
145.16 |
S1 |
144.86 |
144.86 |
145.25 |
144.98 |
S2 |
144.42 |
144.42 |
145.19 |
|
S3 |
143.74 |
144.18 |
145.12 |
|
S4 |
143.06 |
143.50 |
144.94 |
|
|
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 |
145.33 |
144.29 |
1.04 |
0.7% |
0.48 |
0.3% |
98% |
True |
False |
619,981 |
10 |
145.33 |
143.80 |
1.53 |
1.1% |
0.51 |
0.4% |
99% |
True |
False |
589,259 |
20 |
145.33 |
143.55 |
1.78 |
1.2% |
0.52 |
0.4% |
99% |
True |
False |
566,364 |
40 |
145.33 |
142.10 |
3.23 |
2.2% |
0.54 |
0.4% |
99% |
True |
False |
633,081 |
60 |
145.33 |
141.47 |
3.86 |
2.7% |
0.55 |
0.4% |
99% |
True |
False |
550,514 |
80 |
145.33 |
138.81 |
6.52 |
4.5% |
0.53 |
0.4% |
100% |
True |
False |
413,237 |
100 |
145.33 |
136.93 |
8.40 |
5.8% |
0.47 |
0.3% |
100% |
True |
False |
330,596 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
148.22 |
2.618 |
147.11 |
1.618 |
146.43 |
1.000 |
146.01 |
0.618 |
145.75 |
HIGH |
145.33 |
0.618 |
145.07 |
0.500 |
144.99 |
0.382 |
144.91 |
LOW |
144.65 |
0.618 |
144.23 |
1.000 |
143.97 |
1.618 |
143.55 |
2.618 |
142.87 |
4.250 |
141.76 |
|
|
Fisher Pivots for day following 13-May-2014 |
Pivot |
1 day |
3 day |
R1 |
145.20 |
145.20 |
PP |
145.10 |
145.09 |
S1 |
144.99 |
144.98 |
|