Euro Bund Future June 2014
Trading Metrics calculated at close of trading on 21-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2014 |
21-May-2014 |
Change |
Change % |
Previous Week |
Open |
146.09 |
146.28 |
0.19 |
0.1% |
144.72 |
High |
146.30 |
146.31 |
0.01 |
0.0% |
146.76 |
Low |
145.95 |
145.75 |
-0.20 |
-0.1% |
144.62 |
Close |
146.09 |
145.85 |
-0.24 |
-0.2% |
146.33 |
Range |
0.35 |
0.56 |
0.21 |
60.0% |
2.14 |
ATR |
0.56 |
0.56 |
0.00 |
0.1% |
0.00 |
Volume |
641,780 |
517,047 |
-124,733 |
-19.4% |
3,749,754 |
|
Daily Pivots for day following 21-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
147.65 |
147.31 |
146.16 |
|
R3 |
147.09 |
146.75 |
146.00 |
|
R2 |
146.53 |
146.53 |
145.95 |
|
R1 |
146.19 |
146.19 |
145.90 |
146.08 |
PP |
145.97 |
145.97 |
145.97 |
145.92 |
S1 |
145.63 |
145.63 |
145.80 |
145.52 |
S2 |
145.41 |
145.41 |
145.75 |
|
S3 |
144.85 |
145.07 |
145.70 |
|
S4 |
144.29 |
144.51 |
145.54 |
|
|
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 |
145.73 |
1.03 |
0.7% |
0.59 |
0.4% |
12% |
False |
False |
583,267 |
10 |
146.76 |
144.35 |
2.41 |
1.7% |
0.55 |
0.4% |
62% |
False |
False |
631,614 |
20 |
146.76 |
143.55 |
3.21 |
2.2% |
0.54 |
0.4% |
72% |
False |
False |
612,913 |
40 |
146.76 |
142.22 |
4.54 |
3.1% |
0.54 |
0.4% |
80% |
False |
False |
612,255 |
60 |
146.76 |
141.62 |
5.14 |
3.5% |
0.57 |
0.4% |
82% |
False |
False |
616,628 |
80 |
146.76 |
140.32 |
6.44 |
4.4% |
0.55 |
0.4% |
86% |
False |
False |
463,038 |
100 |
146.76 |
136.93 |
9.83 |
6.7% |
0.50 |
0.3% |
91% |
False |
False |
370,447 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
148.69 |
2.618 |
147.78 |
1.618 |
147.22 |
1.000 |
146.87 |
0.618 |
146.66 |
HIGH |
146.31 |
0.618 |
146.10 |
0.500 |
146.03 |
0.382 |
145.96 |
LOW |
145.75 |
0.618 |
145.40 |
1.000 |
145.19 |
1.618 |
144.84 |
2.618 |
144.28 |
4.250 |
143.37 |
|
|
Fisher Pivots for day following 21-May-2014 |
Pivot |
1 day |
3 day |
R1 |
146.03 |
146.17 |
PP |
145.97 |
146.06 |
S1 |
145.91 |
145.96 |
|