Euro Bund Future June 2014
Trading Metrics calculated at close of trading on 16-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2014 |
16-May-2014 |
Change |
Change % |
Previous Week |
Open |
145.78 |
146.63 |
0.85 |
0.6% |
144.72 |
High |
146.75 |
146.76 |
0.01 |
0.0% |
146.76 |
Low |
145.73 |
146.25 |
0.52 |
0.4% |
144.62 |
Close |
146.65 |
146.33 |
-0.32 |
-0.2% |
146.33 |
Range |
1.02 |
0.51 |
-0.51 |
-50.0% |
2.14 |
ATR |
0.58 |
0.58 |
-0.01 |
-0.9% |
0.00 |
Volume |
642,976 |
529,570 |
-113,406 |
-17.6% |
3,749,754 |
|
Daily Pivots for day following 16-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
147.98 |
147.66 |
146.61 |
|
R3 |
147.47 |
147.15 |
146.47 |
|
R2 |
146.96 |
146.96 |
146.42 |
|
R1 |
146.64 |
146.64 |
146.38 |
146.55 |
PP |
146.45 |
146.45 |
146.45 |
146.40 |
S1 |
146.13 |
146.13 |
146.28 |
146.04 |
S2 |
145.94 |
145.94 |
146.24 |
|
S3 |
145.43 |
145.62 |
146.19 |
|
S4 |
144.92 |
145.11 |
146.05 |
|
|
Weekly Pivots for week ending 16-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
152.32 |
151.47 |
147.51 |
|
R3 |
150.18 |
149.33 |
146.92 |
|
R2 |
148.04 |
148.04 |
146.72 |
|
R1 |
147.19 |
147.19 |
146.53 |
147.62 |
PP |
145.90 |
145.90 |
145.90 |
146.12 |
S1 |
145.05 |
145.05 |
146.13 |
145.48 |
S2 |
143.76 |
143.76 |
145.94 |
|
S3 |
141.62 |
142.91 |
145.74 |
|
S4 |
139.48 |
140.77 |
145.15 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
146.76 |
144.62 |
2.14 |
1.5% |
0.63 |
0.4% |
80% |
True |
False |
749,950 |
10 |
146.76 |
144.29 |
2.47 |
1.7% |
0.53 |
0.4% |
83% |
True |
False |
644,080 |
20 |
146.76 |
143.55 |
3.21 |
2.2% |
0.54 |
0.4% |
87% |
True |
False |
596,322 |
40 |
146.76 |
142.10 |
4.66 |
3.2% |
0.55 |
0.4% |
91% |
True |
False |
631,132 |
60 |
146.76 |
141.52 |
5.24 |
3.6% |
0.57 |
0.4% |
92% |
True |
False |
587,777 |
80 |
146.76 |
139.40 |
7.36 |
5.0% |
0.55 |
0.4% |
94% |
True |
False |
441,253 |
100 |
146.76 |
136.93 |
9.83 |
6.7% |
0.49 |
0.3% |
96% |
True |
False |
353,009 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
148.93 |
2.618 |
148.10 |
1.618 |
147.59 |
1.000 |
147.27 |
0.618 |
147.08 |
HIGH |
146.76 |
0.618 |
146.57 |
0.500 |
146.51 |
0.382 |
146.44 |
LOW |
146.25 |
0.618 |
145.93 |
1.000 |
145.74 |
1.618 |
145.42 |
2.618 |
144.91 |
4.250 |
144.08 |
|
|
Fisher Pivots for day following 16-May-2014 |
Pivot |
1 day |
3 day |
R1 |
146.51 |
146.22 |
PP |
146.45 |
146.11 |
S1 |
146.39 |
146.01 |
|