Euro Bund Future September 2014
Trading Metrics calculated at close of trading on 28-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2014 |
28-May-2014 |
Change |
Change % |
Previous Week |
Open |
144.80 |
145.36 |
0.56 |
0.4% |
145.27 |
High |
145.36 |
145.92 |
0.56 |
0.4% |
145.43 |
Low |
144.75 |
145.25 |
0.50 |
0.3% |
144.54 |
Close |
145.23 |
145.89 |
0.66 |
0.5% |
144.93 |
Range |
0.61 |
0.67 |
0.06 |
9.8% |
0.89 |
ATR |
0.46 |
0.47 |
0.02 |
3.6% |
0.00 |
Volume |
73,488 |
62,258 |
-11,230 |
-15.3% |
79,375 |
|
Daily Pivots for day following 28-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
147.70 |
147.46 |
146.26 |
|
R3 |
147.03 |
146.79 |
146.07 |
|
R2 |
146.36 |
146.36 |
146.01 |
|
R1 |
146.12 |
146.12 |
145.95 |
146.24 |
PP |
145.69 |
145.69 |
145.69 |
145.75 |
S1 |
145.45 |
145.45 |
145.83 |
145.57 |
S2 |
145.02 |
145.02 |
145.77 |
|
S3 |
144.35 |
144.78 |
145.71 |
|
S4 |
143.68 |
144.11 |
145.52 |
|
|
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 |
145.92 |
144.54 |
1.38 |
0.9% |
0.47 |
0.3% |
98% |
True |
False |
38,695 |
10 |
145.92 |
144.54 |
1.38 |
0.9% |
0.52 |
0.4% |
98% |
True |
False |
23,858 |
20 |
145.92 |
142.86 |
3.06 |
2.1% |
0.49 |
0.3% |
99% |
True |
False |
13,691 |
40 |
145.92 |
141.43 |
4.49 |
3.1% |
0.34 |
0.2% |
99% |
True |
False |
6,863 |
60 |
145.92 |
140.90 |
5.02 |
3.4% |
0.29 |
0.2% |
99% |
True |
False |
4,576 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
148.77 |
2.618 |
147.67 |
1.618 |
147.00 |
1.000 |
146.59 |
0.618 |
146.33 |
HIGH |
145.92 |
0.618 |
145.66 |
0.500 |
145.59 |
0.382 |
145.51 |
LOW |
145.25 |
0.618 |
144.84 |
1.000 |
144.58 |
1.618 |
144.17 |
2.618 |
143.50 |
4.250 |
142.40 |
|
|
Fisher Pivots for day following 28-May-2014 |
Pivot |
1 day |
3 day |
R1 |
145.79 |
145.70 |
PP |
145.69 |
145.51 |
S1 |
145.59 |
145.32 |
|