Euro Bund Future June 2014
Trading Metrics calculated at close of trading on 06-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2014 |
06-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
145.99 |
146.49 |
0.50 |
0.3% |
146.72 |
High |
146.43 |
146.86 |
0.43 |
0.3% |
147.04 |
Low |
145.25 |
146.40 |
1.15 |
0.8% |
145.25 |
Close |
146.19 |
146.77 |
0.58 |
0.4% |
146.77 |
Range |
1.18 |
0.46 |
-0.72 |
-61.0% |
1.79 |
ATR |
0.59 |
0.59 |
0.01 |
1.0% |
0.00 |
Volume |
236,312 |
18,728 |
-217,584 |
-92.1% |
2,958,741 |
|
Daily Pivots for day following 06-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
148.06 |
147.87 |
147.02 |
|
R3 |
147.60 |
147.41 |
146.90 |
|
R2 |
147.14 |
147.14 |
146.85 |
|
R1 |
146.95 |
146.95 |
146.81 |
147.05 |
PP |
146.68 |
146.68 |
146.68 |
146.72 |
S1 |
146.49 |
146.49 |
146.73 |
146.59 |
S2 |
146.22 |
146.22 |
146.69 |
|
S3 |
145.76 |
146.03 |
146.64 |
|
S4 |
145.30 |
145.57 |
146.52 |
|
|
Weekly Pivots for week ending 06-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
151.72 |
151.04 |
147.75 |
|
R3 |
149.93 |
149.25 |
147.26 |
|
R2 |
148.14 |
148.14 |
147.10 |
|
R1 |
147.46 |
147.46 |
146.93 |
147.80 |
PP |
146.35 |
146.35 |
146.35 |
146.53 |
S1 |
145.67 |
145.67 |
146.61 |
146.01 |
S2 |
144.56 |
144.56 |
146.44 |
|
S3 |
142.77 |
143.88 |
146.28 |
|
S4 |
140.98 |
142.09 |
145.79 |
|
|
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% |
0.68 |
0.5% |
85% |
False |
False |
591,748 |
10 |
147.12 |
145.25 |
1.87 |
1.3% |
0.57 |
0.4% |
81% |
False |
False |
582,134 |
20 |
147.12 |
144.62 |
2.50 |
1.7% |
0.56 |
0.4% |
86% |
False |
False |
602,964 |
40 |
147.12 |
143.15 |
3.97 |
2.7% |
0.54 |
0.4% |
91% |
False |
False |
586,273 |
60 |
147.12 |
142.07 |
5.05 |
3.4% |
0.56 |
0.4% |
93% |
False |
False |
633,884 |
80 |
147.12 |
141.20 |
5.92 |
4.0% |
0.55 |
0.4% |
94% |
False |
False |
540,375 |
100 |
147.12 |
138.60 |
8.52 |
5.8% |
0.53 |
0.4% |
96% |
False |
False |
432,526 |
120 |
147.12 |
136.93 |
10.19 |
6.9% |
0.47 |
0.3% |
97% |
False |
False |
360,442 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
148.82 |
2.618 |
148.06 |
1.618 |
147.60 |
1.000 |
147.32 |
0.618 |
147.14 |
HIGH |
146.86 |
0.618 |
146.68 |
0.500 |
146.63 |
0.382 |
146.58 |
LOW |
146.40 |
0.618 |
146.12 |
1.000 |
145.94 |
1.618 |
145.66 |
2.618 |
145.20 |
4.250 |
144.45 |
|
|
Fisher Pivots for day following 06-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
146.72 |
146.53 |
PP |
146.68 |
146.29 |
S1 |
146.63 |
146.06 |
|