Euro Bund Future June 2014
Trading Metrics calculated at close of trading on 28-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2014 |
28-May-2014 |
Change |
Change % |
Previous Week |
Open |
146.02 |
146.50 |
0.48 |
0.3% |
146.34 |
High |
146.54 |
147.09 |
0.55 |
0.4% |
146.58 |
Low |
145.90 |
146.41 |
0.51 |
0.3% |
145.74 |
Close |
146.40 |
147.04 |
0.64 |
0.4% |
146.09 |
Range |
0.64 |
0.68 |
0.04 |
6.3% |
0.84 |
ATR |
0.54 |
0.55 |
0.01 |
2.0% |
0.00 |
Volume |
777,212 |
550,563 |
-226,649 |
-29.2% |
2,242,130 |
|
Daily Pivots for day following 28-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
148.89 |
148.64 |
147.41 |
|
R3 |
148.21 |
147.96 |
147.23 |
|
R2 |
147.53 |
147.53 |
147.16 |
|
R1 |
147.28 |
147.28 |
147.10 |
147.41 |
PP |
146.85 |
146.85 |
146.85 |
146.91 |
S1 |
146.60 |
146.60 |
146.98 |
146.73 |
S2 |
146.17 |
146.17 |
146.92 |
|
S3 |
145.49 |
145.92 |
146.85 |
|
S4 |
144.81 |
145.24 |
146.67 |
|
|
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 |
147.09 |
145.74 |
1.35 |
0.9% |
0.53 |
0.4% |
96% |
True |
False |
468,632 |
10 |
147.09 |
145.25 |
1.84 |
1.3% |
0.57 |
0.4% |
97% |
True |
False |
581,126 |
20 |
147.09 |
143.80 |
3.29 |
2.2% |
0.54 |
0.4% |
98% |
True |
False |
585,192 |
40 |
147.09 |
142.49 |
4.60 |
3.1% |
0.54 |
0.4% |
99% |
True |
False |
593,701 |
60 |
147.09 |
141.81 |
5.28 |
3.6% |
0.56 |
0.4% |
99% |
True |
False |
644,968 |
80 |
147.09 |
141.03 |
6.06 |
4.1% |
0.55 |
0.4% |
99% |
True |
False |
485,776 |
100 |
147.09 |
136.93 |
10.16 |
6.9% |
0.51 |
0.3% |
100% |
True |
False |
388,707 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
149.98 |
2.618 |
148.87 |
1.618 |
148.19 |
1.000 |
147.77 |
0.618 |
147.51 |
HIGH |
147.09 |
0.618 |
146.83 |
0.500 |
146.75 |
0.382 |
146.67 |
LOW |
146.41 |
0.618 |
145.99 |
1.000 |
145.73 |
1.618 |
145.31 |
2.618 |
144.63 |
4.250 |
143.52 |
|
|
Fisher Pivots for day following 28-May-2014 |
Pivot |
1 day |
3 day |
R1 |
146.94 |
146.86 |
PP |
146.85 |
146.68 |
S1 |
146.75 |
146.50 |
|