Euro Bund Future June 2014
Trading Metrics calculated at close of trading on 23-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2014 |
23-May-2014 |
Change |
Change % |
Previous Week |
Open |
145.75 |
145.99 |
0.24 |
0.2% |
146.34 |
High |
146.24 |
146.20 |
-0.04 |
0.0% |
146.58 |
Low |
145.74 |
145.95 |
0.21 |
0.1% |
145.74 |
Close |
146.10 |
146.09 |
-0.01 |
0.0% |
146.09 |
Range |
0.50 |
0.25 |
-0.25 |
-50.0% |
0.84 |
ATR |
0.55 |
0.53 |
-0.02 |
-3.9% |
0.00 |
Volume |
386,935 |
111,404 |
-275,531 |
-71.2% |
2,242,130 |
|
Daily Pivots for day following 23-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
146.83 |
146.71 |
146.23 |
|
R3 |
146.58 |
146.46 |
146.16 |
|
R2 |
146.33 |
146.33 |
146.14 |
|
R1 |
146.21 |
146.21 |
146.11 |
146.27 |
PP |
146.08 |
146.08 |
146.08 |
146.11 |
S1 |
145.96 |
145.96 |
146.07 |
146.02 |
S2 |
145.83 |
145.83 |
146.04 |
|
S3 |
145.58 |
145.71 |
146.02 |
|
S4 |
145.33 |
145.46 |
145.95 |
|
|
Weekly Pivots for week ending 23-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
148.66 |
148.21 |
146.55 |
|
R3 |
147.82 |
147.37 |
146.32 |
|
R2 |
146.98 |
146.98 |
146.24 |
|
R1 |
146.53 |
146.53 |
146.17 |
146.34 |
PP |
146.14 |
146.14 |
146.14 |
146.04 |
S1 |
145.69 |
145.69 |
146.01 |
145.50 |
S2 |
145.30 |
145.30 |
145.94 |
|
S3 |
144.46 |
144.85 |
145.86 |
|
S4 |
143.62 |
144.01 |
145.63 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
146.58 |
145.74 |
0.84 |
0.6% |
0.43 |
0.3% |
42% |
False |
False |
448,426 |
10 |
146.76 |
144.62 |
2.14 |
1.5% |
0.53 |
0.4% |
69% |
False |
False |
599,188 |
20 |
146.76 |
143.80 |
2.96 |
2.0% |
0.52 |
0.4% |
77% |
False |
False |
575,163 |
40 |
146.76 |
142.49 |
4.27 |
2.9% |
0.53 |
0.4% |
84% |
False |
False |
592,978 |
60 |
146.76 |
141.62 |
5.14 |
3.5% |
0.56 |
0.4% |
87% |
False |
False |
624,741 |
80 |
146.76 |
140.35 |
6.41 |
4.4% |
0.55 |
0.4% |
90% |
False |
False |
469,200 |
100 |
146.76 |
136.93 |
9.83 |
6.7% |
0.50 |
0.3% |
93% |
False |
False |
375,430 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
147.26 |
2.618 |
146.85 |
1.618 |
146.60 |
1.000 |
146.45 |
0.618 |
146.35 |
HIGH |
146.20 |
0.618 |
146.10 |
0.500 |
146.08 |
0.382 |
146.05 |
LOW |
145.95 |
0.618 |
145.80 |
1.000 |
145.70 |
1.618 |
145.55 |
2.618 |
145.30 |
4.250 |
144.89 |
|
|
Fisher Pivots for day following 23-May-2014 |
Pivot |
1 day |
3 day |
R1 |
146.09 |
146.07 |
PP |
146.08 |
146.05 |
S1 |
146.08 |
146.03 |
|