Euro Bund Future June 2014
Trading Metrics calculated at close of trading on 03-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2014 |
03-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
146.72 |
146.72 |
0.00 |
0.0% |
146.02 |
High |
147.04 |
146.72 |
-0.32 |
-0.2% |
147.12 |
Low |
146.52 |
145.95 |
-0.57 |
-0.4% |
145.90 |
Close |
146.72 |
146.12 |
-0.60 |
-0.4% |
146.81 |
Range |
0.52 |
0.77 |
0.25 |
48.1% |
1.22 |
ATR |
0.53 |
0.55 |
0.02 |
3.2% |
0.00 |
Volume |
1,283,387 |
1,184,002 |
-99,385 |
-7.7% |
2,751,199 |
|
Daily Pivots for day following 03-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
148.57 |
148.12 |
146.54 |
|
R3 |
147.80 |
147.35 |
146.33 |
|
R2 |
147.03 |
147.03 |
146.26 |
|
R1 |
146.58 |
146.58 |
146.19 |
146.42 |
PP |
146.26 |
146.26 |
146.26 |
146.19 |
S1 |
145.81 |
145.81 |
146.05 |
145.65 |
S2 |
145.49 |
145.49 |
145.98 |
|
S3 |
144.72 |
145.04 |
145.91 |
|
S4 |
143.95 |
144.27 |
145.70 |
|
|
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 |
145.95 |
1.17 |
0.8% |
0.55 |
0.4% |
15% |
False |
True |
888,275 |
10 |
147.12 |
145.74 |
1.38 |
0.9% |
0.51 |
0.3% |
28% |
False |
False |
687,575 |
20 |
147.12 |
144.29 |
2.83 |
1.9% |
0.53 |
0.4% |
65% |
False |
False |
672,064 |
40 |
147.12 |
142.49 |
4.63 |
3.2% |
0.54 |
0.4% |
78% |
False |
False |
622,345 |
60 |
147.12 |
141.81 |
5.31 |
3.6% |
0.55 |
0.4% |
81% |
False |
False |
661,824 |
80 |
147.12 |
141.20 |
5.92 |
4.1% |
0.55 |
0.4% |
83% |
False |
False |
534,314 |
100 |
147.12 |
137.49 |
9.63 |
6.6% |
0.52 |
0.4% |
90% |
False |
False |
427,615 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
149.99 |
2.618 |
148.74 |
1.618 |
147.97 |
1.000 |
147.49 |
0.618 |
147.20 |
HIGH |
146.72 |
0.618 |
146.43 |
0.500 |
146.34 |
0.382 |
146.24 |
LOW |
145.95 |
0.618 |
145.47 |
1.000 |
145.18 |
1.618 |
144.70 |
2.618 |
143.93 |
4.250 |
142.68 |
|
|
Fisher Pivots for day following 03-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
146.34 |
146.50 |
PP |
146.26 |
146.37 |
S1 |
146.19 |
146.25 |
|