Euro Bund Future September 2014
Trading Metrics calculated at close of trading on 21-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2014 |
21-May-2014 |
Change |
Change % |
Previous Week |
Open |
145.01 |
145.14 |
0.13 |
0.1% |
143.53 |
High |
145.20 |
145.18 |
-0.02 |
0.0% |
145.63 |
Low |
144.83 |
144.66 |
-0.17 |
-0.1% |
143.51 |
Close |
144.95 |
144.70 |
-0.25 |
-0.2% |
145.20 |
Range |
0.37 |
0.52 |
0.15 |
40.5% |
2.12 |
ATR |
0.46 |
0.47 |
0.00 |
0.9% |
0.00 |
Volume |
15,608 |
7,086 |
-8,522 |
-54.6% |
50,115 |
|
Daily Pivots for day following 21-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
146.41 |
146.07 |
144.99 |
|
R3 |
145.89 |
145.55 |
144.84 |
|
R2 |
145.37 |
145.37 |
144.80 |
|
R1 |
145.03 |
145.03 |
144.75 |
144.94 |
PP |
144.85 |
144.85 |
144.85 |
144.80 |
S1 |
144.51 |
144.51 |
144.65 |
144.42 |
S2 |
144.33 |
144.33 |
144.60 |
|
S3 |
143.81 |
143.99 |
144.56 |
|
S4 |
143.29 |
143.47 |
144.41 |
|
|
Weekly Pivots for week ending 16-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
151.14 |
150.29 |
146.37 |
|
R3 |
149.02 |
148.17 |
145.78 |
|
R2 |
146.90 |
146.90 |
145.59 |
|
R1 |
146.05 |
146.05 |
145.39 |
146.48 |
PP |
144.78 |
144.78 |
144.78 |
144.99 |
S1 |
143.93 |
143.93 |
145.01 |
144.36 |
S2 |
142.66 |
142.66 |
144.81 |
|
S3 |
140.54 |
141.81 |
144.62 |
|
S4 |
138.42 |
139.69 |
144.03 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
145.63 |
144.62 |
1.01 |
0.7% |
0.57 |
0.4% |
8% |
False |
False |
9,020 |
10 |
145.63 |
143.27 |
2.36 |
1.6% |
0.49 |
0.3% |
61% |
False |
False |
7,841 |
20 |
145.63 |
142.49 |
3.14 |
2.2% |
0.45 |
0.3% |
70% |
False |
False |
4,044 |
40 |
145.63 |
141.43 |
4.20 |
2.9% |
0.29 |
0.2% |
78% |
False |
False |
2,026 |
60 |
145.63 |
140.68 |
4.95 |
3.4% |
0.27 |
0.2% |
81% |
False |
False |
1,351 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
147.39 |
2.618 |
146.54 |
1.618 |
146.02 |
1.000 |
145.70 |
0.618 |
145.50 |
HIGH |
145.18 |
0.618 |
144.98 |
0.500 |
144.92 |
0.382 |
144.86 |
LOW |
144.66 |
0.618 |
144.34 |
1.000 |
144.14 |
1.618 |
143.82 |
2.618 |
143.30 |
4.250 |
142.45 |
|
|
Fisher Pivots for day following 21-May-2014 |
Pivot |
1 day |
3 day |
R1 |
144.92 |
145.05 |
PP |
144.85 |
144.93 |
S1 |
144.77 |
144.82 |
|