Euro Bund Future June 2014
Trading Metrics calculated at close of trading on 05-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2014 |
05-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
146.06 |
145.99 |
-0.07 |
0.0% |
146.02 |
High |
146.26 |
146.43 |
0.17 |
0.1% |
147.12 |
Low |
145.81 |
145.25 |
-0.56 |
-0.4% |
145.90 |
Close |
145.93 |
146.19 |
0.26 |
0.2% |
146.81 |
Range |
0.45 |
1.18 |
0.73 |
162.2% |
1.22 |
ATR |
0.54 |
0.59 |
0.05 |
8.4% |
0.00 |
Volume |
236,312 |
236,312 |
0 |
0.0% |
2,751,199 |
|
Daily Pivots for day following 05-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
149.50 |
149.02 |
146.84 |
|
R3 |
148.32 |
147.84 |
146.51 |
|
R2 |
147.14 |
147.14 |
146.41 |
|
R1 |
146.66 |
146.66 |
146.30 |
146.90 |
PP |
145.96 |
145.96 |
145.96 |
146.08 |
S1 |
145.48 |
145.48 |
146.08 |
145.72 |
S2 |
144.78 |
144.78 |
145.97 |
|
S3 |
143.60 |
144.30 |
145.87 |
|
S4 |
142.42 |
143.12 |
145.54 |
|
|
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 |
147.04 |
145.25 |
1.79 |
1.2% |
0.65 |
0.4% |
53% |
False |
True |
754,652 |
10 |
147.12 |
145.25 |
1.87 |
1.3% |
0.58 |
0.4% |
50% |
False |
True |
618,955 |
20 |
147.12 |
144.35 |
2.77 |
1.9% |
0.56 |
0.4% |
66% |
False |
False |
625,285 |
40 |
147.12 |
143.15 |
3.97 |
2.7% |
0.54 |
0.4% |
77% |
False |
False |
600,146 |
60 |
147.12 |
141.81 |
5.31 |
3.6% |
0.56 |
0.4% |
82% |
False |
False |
642,904 |
80 |
147.12 |
141.20 |
5.92 |
4.0% |
0.55 |
0.4% |
84% |
False |
False |
540,200 |
100 |
147.12 |
138.19 |
8.93 |
6.1% |
0.53 |
0.4% |
90% |
False |
False |
432,341 |
120 |
147.12 |
136.93 |
10.19 |
7.0% |
0.47 |
0.3% |
91% |
False |
False |
360,286 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
151.45 |
2.618 |
149.52 |
1.618 |
148.34 |
1.000 |
147.61 |
0.618 |
147.16 |
HIGH |
146.43 |
0.618 |
145.98 |
0.500 |
145.84 |
0.382 |
145.70 |
LOW |
145.25 |
0.618 |
144.52 |
1.000 |
144.07 |
1.618 |
143.34 |
2.618 |
142.16 |
4.250 |
140.24 |
|
|
Fisher Pivots for day following 05-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
146.07 |
146.12 |
PP |
145.96 |
146.05 |
S1 |
145.84 |
145.99 |
|