Euro Bund Future June 2014
Trading Metrics calculated at close of trading on 27-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2014 |
27-May-2014 |
Change |
Change % |
Previous Week |
Open |
145.99 |
146.02 |
0.03 |
0.0% |
146.34 |
High |
146.20 |
146.54 |
0.34 |
0.2% |
146.58 |
Low |
145.95 |
145.90 |
-0.05 |
0.0% |
145.74 |
Close |
146.09 |
146.40 |
0.31 |
0.2% |
146.09 |
Range |
0.25 |
0.64 |
0.39 |
156.0% |
0.84 |
ATR |
0.53 |
0.54 |
0.01 |
1.5% |
0.00 |
Volume |
111,404 |
777,212 |
665,808 |
597.7% |
2,242,130 |
|
Daily Pivots for day following 27-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
148.20 |
147.94 |
146.75 |
|
R3 |
147.56 |
147.30 |
146.58 |
|
R2 |
146.92 |
146.92 |
146.52 |
|
R1 |
146.66 |
146.66 |
146.46 |
146.79 |
PP |
146.28 |
146.28 |
146.28 |
146.35 |
S1 |
146.02 |
146.02 |
146.34 |
146.15 |
S2 |
145.64 |
145.64 |
146.28 |
|
S3 |
145.00 |
145.38 |
146.22 |
|
S4 |
144.36 |
144.74 |
146.05 |
|
|
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 |
146.54 |
145.74 |
0.80 |
0.5% |
0.46 |
0.3% |
83% |
True |
False |
486,875 |
10 |
146.76 |
144.65 |
2.11 |
1.4% |
0.57 |
0.4% |
83% |
False |
False |
604,203 |
20 |
146.76 |
143.80 |
2.96 |
2.0% |
0.53 |
0.4% |
88% |
False |
False |
592,207 |
40 |
146.76 |
142.49 |
4.27 |
2.9% |
0.53 |
0.4% |
92% |
False |
False |
596,590 |
60 |
146.76 |
141.81 |
4.95 |
3.4% |
0.56 |
0.4% |
93% |
False |
False |
636,948 |
80 |
146.76 |
140.38 |
6.38 |
4.4% |
0.55 |
0.4% |
94% |
False |
False |
478,909 |
100 |
146.76 |
136.93 |
9.83 |
6.7% |
0.50 |
0.3% |
96% |
False |
False |
383,202 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
149.26 |
2.618 |
148.22 |
1.618 |
147.58 |
1.000 |
147.18 |
0.618 |
146.94 |
HIGH |
146.54 |
0.618 |
146.30 |
0.500 |
146.22 |
0.382 |
146.14 |
LOW |
145.90 |
0.618 |
145.50 |
1.000 |
145.26 |
1.618 |
144.86 |
2.618 |
144.22 |
4.250 |
143.18 |
|
|
Fisher Pivots for day following 27-May-2014 |
Pivot |
1 day |
3 day |
R1 |
146.34 |
146.31 |
PP |
146.28 |
146.23 |
S1 |
146.22 |
146.14 |
|