Euro Bund Future June 2014
Trading Metrics calculated at close of trading on 29-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2014 |
29-May-2014 |
Change |
Change % |
Previous Week |
Open |
146.50 |
147.08 |
0.58 |
0.4% |
146.34 |
High |
147.09 |
147.12 |
0.03 |
0.0% |
146.58 |
Low |
146.41 |
146.65 |
0.24 |
0.2% |
145.74 |
Close |
147.04 |
146.93 |
-0.11 |
-0.1% |
146.09 |
Range |
0.68 |
0.47 |
-0.21 |
-30.9% |
0.84 |
ATR |
0.55 |
0.54 |
-0.01 |
-1.0% |
0.00 |
Volume |
550,563 |
590,176 |
39,613 |
7.2% |
2,242,130 |
|
Daily Pivots for day following 29-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
148.31 |
148.09 |
147.19 |
|
R3 |
147.84 |
147.62 |
147.06 |
|
R2 |
147.37 |
147.37 |
147.02 |
|
R1 |
147.15 |
147.15 |
146.97 |
147.03 |
PP |
146.90 |
146.90 |
146.90 |
146.84 |
S1 |
146.68 |
146.68 |
146.89 |
146.56 |
S2 |
146.43 |
146.43 |
146.84 |
|
S3 |
145.96 |
146.21 |
146.80 |
|
S4 |
145.49 |
145.74 |
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 |
147.12 |
145.74 |
1.38 |
0.9% |
0.51 |
0.3% |
86% |
True |
False |
483,258 |
10 |
147.12 |
145.73 |
1.39 |
0.9% |
0.55 |
0.4% |
86% |
True |
False |
533,262 |
20 |
147.12 |
144.00 |
3.12 |
2.1% |
0.54 |
0.4% |
94% |
True |
False |
575,934 |
40 |
147.12 |
142.49 |
4.63 |
3.2% |
0.53 |
0.4% |
96% |
True |
False |
589,234 |
60 |
147.12 |
141.81 |
5.31 |
3.6% |
0.56 |
0.4% |
96% |
True |
False |
650,336 |
80 |
147.12 |
141.20 |
5.92 |
4.0% |
0.55 |
0.4% |
97% |
True |
False |
493,108 |
100 |
147.12 |
137.23 |
9.89 |
6.7% |
0.51 |
0.3% |
98% |
True |
False |
394,609 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
149.12 |
2.618 |
148.35 |
1.618 |
147.88 |
1.000 |
147.59 |
0.618 |
147.41 |
HIGH |
147.12 |
0.618 |
146.94 |
0.500 |
146.89 |
0.382 |
146.83 |
LOW |
146.65 |
0.618 |
146.36 |
1.000 |
146.18 |
1.618 |
145.89 |
2.618 |
145.42 |
4.250 |
144.65 |
|
|
Fisher Pivots for day following 29-May-2014 |
Pivot |
1 day |
3 day |
R1 |
146.92 |
146.79 |
PP |
146.90 |
146.65 |
S1 |
146.89 |
146.51 |
|