Euro Bund Future September 2014
Trading Metrics calculated at close of trading on 22-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2014 |
22-May-2014 |
Change |
Change % |
Previous Week |
Open |
145.14 |
144.58 |
-0.56 |
-0.4% |
143.53 |
High |
145.18 |
145.07 |
-0.11 |
-0.1% |
145.63 |
Low |
144.66 |
144.54 |
-0.12 |
-0.1% |
143.51 |
Close |
144.70 |
144.96 |
0.26 |
0.2% |
145.20 |
Range |
0.52 |
0.53 |
0.01 |
1.9% |
2.12 |
ATR |
0.47 |
0.47 |
0.00 |
0.9% |
0.00 |
Volume |
7,086 |
14,006 |
6,920 |
97.7% |
50,115 |
|
Daily Pivots for day following 22-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
146.45 |
146.23 |
145.25 |
|
R3 |
145.92 |
145.70 |
145.11 |
|
R2 |
145.39 |
145.39 |
145.06 |
|
R1 |
145.17 |
145.17 |
145.01 |
145.28 |
PP |
144.86 |
144.86 |
144.86 |
144.91 |
S1 |
144.64 |
144.64 |
144.91 |
144.75 |
S2 |
144.33 |
144.33 |
144.86 |
|
S3 |
143.80 |
144.11 |
144.81 |
|
S4 |
143.27 |
143.58 |
144.67 |
|
|
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 |
145.59 |
144.54 |
1.05 |
0.7% |
0.47 |
0.3% |
40% |
False |
True |
9,093 |
10 |
145.63 |
143.51 |
2.12 |
1.5% |
0.49 |
0.3% |
68% |
False |
False |
9,110 |
20 |
145.63 |
142.49 |
3.14 |
2.2% |
0.46 |
0.3% |
79% |
False |
False |
4,744 |
40 |
145.63 |
141.43 |
4.20 |
2.9% |
0.31 |
0.2% |
84% |
False |
False |
2,376 |
60 |
145.63 |
140.90 |
4.73 |
3.3% |
0.28 |
0.2% |
86% |
False |
False |
1,585 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
147.32 |
2.618 |
146.46 |
1.618 |
145.93 |
1.000 |
145.60 |
0.618 |
145.40 |
HIGH |
145.07 |
0.618 |
144.87 |
0.500 |
144.81 |
0.382 |
144.74 |
LOW |
144.54 |
0.618 |
144.21 |
1.000 |
144.01 |
1.618 |
143.68 |
2.618 |
143.15 |
4.250 |
142.29 |
|
|
Fisher Pivots for day following 22-May-2014 |
Pivot |
1 day |
3 day |
R1 |
144.91 |
144.93 |
PP |
144.86 |
144.90 |
S1 |
144.81 |
144.87 |
|