Euro Bund Future June 2014
Trading Metrics calculated at close of trading on 14-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2014 |
14-May-2014 |
Change |
Change % |
Previous Week |
Open |
144.68 |
145.28 |
0.60 |
0.4% |
144.83 |
High |
145.33 |
145.97 |
0.64 |
0.4% |
145.01 |
Low |
144.65 |
145.25 |
0.60 |
0.4% |
144.29 |
Close |
145.31 |
145.84 |
0.53 |
0.4% |
144.86 |
Range |
0.68 |
0.72 |
0.04 |
5.9% |
0.72 |
ATR |
0.53 |
0.55 |
0.01 |
2.5% |
0.00 |
Volume |
781,335 |
1,068,814 |
287,479 |
36.8% |
2,691,047 |
|
Daily Pivots for day following 14-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
147.85 |
147.56 |
146.24 |
|
R3 |
147.13 |
146.84 |
146.04 |
|
R2 |
146.41 |
146.41 |
145.97 |
|
R1 |
146.12 |
146.12 |
145.91 |
146.27 |
PP |
145.69 |
145.69 |
145.69 |
145.76 |
S1 |
145.40 |
145.40 |
145.77 |
145.55 |
S2 |
144.97 |
144.97 |
145.71 |
|
S3 |
144.25 |
144.68 |
145.64 |
|
S4 |
143.53 |
143.96 |
145.44 |
|
|
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 |
145.97 |
144.35 |
1.62 |
1.1% |
0.51 |
0.3% |
92% |
True |
False |
679,962 |
10 |
145.97 |
144.00 |
1.97 |
1.4% |
0.54 |
0.4% |
93% |
True |
False |
618,606 |
20 |
145.97 |
143.55 |
2.42 |
1.7% |
0.53 |
0.4% |
95% |
True |
False |
596,773 |
40 |
145.97 |
142.10 |
3.87 |
2.7% |
0.54 |
0.4% |
97% |
True |
False |
634,192 |
60 |
145.97 |
141.47 |
4.50 |
3.1% |
0.56 |
0.4% |
97% |
True |
False |
568,311 |
80 |
145.97 |
139.28 |
6.69 |
4.6% |
0.53 |
0.4% |
98% |
True |
False |
426,597 |
100 |
145.97 |
136.93 |
9.04 |
6.2% |
0.48 |
0.3% |
99% |
True |
False |
341,284 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
149.03 |
2.618 |
147.85 |
1.618 |
147.13 |
1.000 |
146.69 |
0.618 |
146.41 |
HIGH |
145.97 |
0.618 |
145.69 |
0.500 |
145.61 |
0.382 |
145.53 |
LOW |
145.25 |
0.618 |
144.81 |
1.000 |
144.53 |
1.618 |
144.09 |
2.618 |
143.37 |
4.250 |
142.19 |
|
|
Fisher Pivots for day following 14-May-2014 |
Pivot |
1 day |
3 day |
R1 |
145.76 |
145.66 |
PP |
145.69 |
145.48 |
S1 |
145.61 |
145.30 |
|