Euro Bund Future June 2014
Trading Metrics calculated at close of trading on 30-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2014 |
30-May-2014 |
Change |
Change % |
Previous Week |
Open |
147.08 |
146.63 |
-0.45 |
-0.3% |
146.02 |
High |
147.12 |
146.84 |
-0.28 |
-0.2% |
147.12 |
Low |
146.65 |
146.52 |
-0.13 |
-0.1% |
145.90 |
Close |
146.93 |
146.81 |
-0.12 |
-0.1% |
146.81 |
Range |
0.47 |
0.32 |
-0.15 |
-31.9% |
1.22 |
ATR |
0.54 |
0.53 |
-0.01 |
-1.8% |
0.00 |
Volume |
590,176 |
833,248 |
243,072 |
41.2% |
2,751,199 |
|
Daily Pivots for day following 30-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
147.68 |
147.57 |
146.99 |
|
R3 |
147.36 |
147.25 |
146.90 |
|
R2 |
147.04 |
147.04 |
146.87 |
|
R1 |
146.93 |
146.93 |
146.84 |
146.99 |
PP |
146.72 |
146.72 |
146.72 |
146.75 |
S1 |
146.61 |
146.61 |
146.78 |
146.67 |
S2 |
146.40 |
146.40 |
146.75 |
|
S3 |
146.08 |
146.29 |
146.72 |
|
S4 |
145.76 |
145.97 |
146.63 |
|
|
Weekly Pivots for week ending 30-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
150.27 |
149.76 |
147.48 |
|
R3 |
149.05 |
148.54 |
147.15 |
|
R2 |
147.83 |
147.83 |
147.03 |
|
R1 |
147.32 |
147.32 |
146.92 |
147.58 |
PP |
146.61 |
146.61 |
146.61 |
146.74 |
S1 |
146.10 |
146.10 |
146.70 |
146.36 |
S2 |
145.39 |
145.39 |
146.59 |
|
S3 |
144.17 |
144.88 |
146.47 |
|
S4 |
142.95 |
143.66 |
146.14 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
147.12 |
145.90 |
1.22 |
0.8% |
0.47 |
0.3% |
75% |
False |
False |
572,520 |
10 |
147.12 |
145.74 |
1.38 |
0.9% |
0.48 |
0.3% |
78% |
False |
False |
552,289 |
20 |
147.12 |
144.11 |
3.01 |
2.1% |
0.52 |
0.4% |
90% |
False |
False |
580,896 |
40 |
147.12 |
142.49 |
4.63 |
3.2% |
0.53 |
0.4% |
93% |
False |
False |
597,151 |
60 |
147.12 |
141.81 |
5.31 |
3.6% |
0.55 |
0.4% |
94% |
False |
False |
655,372 |
80 |
147.12 |
141.20 |
5.92 |
4.0% |
0.54 |
0.4% |
95% |
False |
False |
503,513 |
100 |
147.12 |
137.38 |
9.74 |
6.6% |
0.51 |
0.3% |
97% |
False |
False |
402,942 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
148.20 |
2.618 |
147.68 |
1.618 |
147.36 |
1.000 |
147.16 |
0.618 |
147.04 |
HIGH |
146.84 |
0.618 |
146.72 |
0.500 |
146.68 |
0.382 |
146.64 |
LOW |
146.52 |
0.618 |
146.32 |
1.000 |
146.20 |
1.618 |
146.00 |
2.618 |
145.68 |
4.250 |
145.16 |
|
|
Fisher Pivots for day following 30-May-2014 |
Pivot |
1 day |
3 day |
R1 |
146.77 |
146.80 |
PP |
146.72 |
146.78 |
S1 |
146.68 |
146.77 |
|