Euro Bund Future September 2014
Trading Metrics calculated at close of trading on 26-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2014 |
26-May-2014 |
Change |
Change % |
Previous Week |
Open |
144.88 |
144.99 |
0.11 |
0.1% |
145.27 |
High |
145.04 |
145.05 |
0.01 |
0.0% |
145.43 |
Low |
144.82 |
144.72 |
-0.10 |
-0.1% |
144.54 |
Close |
144.93 |
144.93 |
0.00 |
0.0% |
144.93 |
Range |
0.22 |
0.33 |
0.11 |
50.0% |
0.89 |
ATR |
0.45 |
0.45 |
-0.01 |
-2.0% |
0.00 |
Volume |
38,406 |
5,321 |
-33,085 |
-86.1% |
79,375 |
|
Daily Pivots for day following 26-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
145.89 |
145.74 |
145.11 |
|
R3 |
145.56 |
145.41 |
145.02 |
|
R2 |
145.23 |
145.23 |
144.99 |
|
R1 |
145.08 |
145.08 |
144.96 |
144.99 |
PP |
144.90 |
144.90 |
144.90 |
144.86 |
S1 |
144.75 |
144.75 |
144.90 |
144.66 |
S2 |
144.57 |
144.57 |
144.87 |
|
S3 |
144.24 |
144.42 |
144.84 |
|
S4 |
143.91 |
144.09 |
144.75 |
|
|
Weekly Pivots for week ending 23-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
147.64 |
147.17 |
145.42 |
|
R3 |
146.75 |
146.28 |
145.17 |
|
R2 |
145.86 |
145.86 |
145.09 |
|
R1 |
145.39 |
145.39 |
145.01 |
145.18 |
PP |
144.97 |
144.97 |
144.97 |
144.86 |
S1 |
144.50 |
144.50 |
144.85 |
144.29 |
S2 |
144.08 |
144.08 |
144.77 |
|
S3 |
143.19 |
143.61 |
144.69 |
|
S4 |
142.30 |
142.72 |
144.44 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
145.20 |
144.54 |
0.66 |
0.5% |
0.39 |
0.3% |
59% |
False |
False |
16,085 |
10 |
145.63 |
143.55 |
2.08 |
1.4% |
0.52 |
0.4% |
66% |
False |
False |
13,343 |
20 |
145.63 |
142.76 |
2.87 |
2.0% |
0.45 |
0.3% |
76% |
False |
False |
6,926 |
40 |
145.63 |
141.43 |
4.20 |
2.9% |
0.32 |
0.2% |
83% |
False |
False |
3,469 |
60 |
145.63 |
140.90 |
4.73 |
3.3% |
0.29 |
0.2% |
85% |
False |
False |
2,314 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
146.45 |
2.618 |
145.91 |
1.618 |
145.58 |
1.000 |
145.38 |
0.618 |
145.25 |
HIGH |
145.05 |
0.618 |
144.92 |
0.500 |
144.89 |
0.382 |
144.85 |
LOW |
144.72 |
0.618 |
144.52 |
1.000 |
144.39 |
1.618 |
144.19 |
2.618 |
143.86 |
4.250 |
143.32 |
|
|
Fisher Pivots for day following 26-May-2014 |
Pivot |
1 day |
3 day |
R1 |
144.92 |
144.89 |
PP |
144.90 |
144.85 |
S1 |
144.89 |
144.81 |
|