Euro Bund Future June 2014
Trading Metrics calculated at close of trading on 15-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2014 |
15-May-2014 |
Change |
Change % |
Previous Week |
Open |
145.28 |
145.78 |
0.50 |
0.3% |
144.83 |
High |
145.97 |
146.75 |
0.78 |
0.5% |
145.01 |
Low |
145.25 |
145.73 |
0.48 |
0.3% |
144.29 |
Close |
145.84 |
146.65 |
0.81 |
0.6% |
144.86 |
Range |
0.72 |
1.02 |
0.30 |
41.7% |
0.72 |
ATR |
0.55 |
0.58 |
0.03 |
6.2% |
0.00 |
Volume |
1,068,814 |
642,976 |
-425,838 |
-39.8% |
2,691,047 |
|
Daily Pivots for day following 15-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
149.44 |
149.06 |
147.21 |
|
R3 |
148.42 |
148.04 |
146.93 |
|
R2 |
147.40 |
147.40 |
146.84 |
|
R1 |
147.02 |
147.02 |
146.74 |
147.21 |
PP |
146.38 |
146.38 |
146.38 |
146.47 |
S1 |
146.00 |
146.00 |
146.56 |
146.19 |
S2 |
145.36 |
145.36 |
146.46 |
|
S3 |
144.34 |
144.98 |
146.37 |
|
S4 |
143.32 |
143.96 |
146.09 |
|
|
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 |
146.75 |
144.62 |
2.13 |
1.5% |
0.59 |
0.4% |
95% |
True |
False |
715,530 |
10 |
146.75 |
144.11 |
2.64 |
1.8% |
0.57 |
0.4% |
96% |
True |
False |
609,503 |
20 |
146.75 |
143.55 |
3.20 |
2.2% |
0.55 |
0.4% |
97% |
True |
False |
596,318 |
40 |
146.75 |
142.10 |
4.65 |
3.2% |
0.55 |
0.4% |
98% |
True |
False |
635,799 |
60 |
146.75 |
141.47 |
5.28 |
3.6% |
0.57 |
0.4% |
98% |
True |
False |
578,971 |
80 |
146.75 |
139.40 |
7.35 |
5.0% |
0.54 |
0.4% |
99% |
True |
False |
434,634 |
100 |
146.75 |
136.93 |
9.82 |
6.7% |
0.49 |
0.3% |
99% |
True |
False |
347,713 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
151.09 |
2.618 |
149.42 |
1.618 |
148.40 |
1.000 |
147.77 |
0.618 |
147.38 |
HIGH |
146.75 |
0.618 |
146.36 |
0.500 |
146.24 |
0.382 |
146.12 |
LOW |
145.73 |
0.618 |
145.10 |
1.000 |
144.71 |
1.618 |
144.08 |
2.618 |
143.06 |
4.250 |
141.40 |
|
|
Fisher Pivots for day following 15-May-2014 |
Pivot |
1 day |
3 day |
R1 |
146.51 |
146.33 |
PP |
146.38 |
146.02 |
S1 |
146.24 |
145.70 |
|