Euro Bund Future September 2014
Trading Metrics calculated at close of trading on 29-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2014 |
29-May-2014 |
Change |
Change % |
Previous Week |
Open |
145.36 |
145.95 |
0.59 |
0.4% |
145.27 |
High |
145.92 |
145.95 |
0.03 |
0.0% |
145.43 |
Low |
145.25 |
145.49 |
0.24 |
0.2% |
144.54 |
Close |
145.89 |
145.76 |
-0.13 |
-0.1% |
144.93 |
Range |
0.67 |
0.46 |
-0.21 |
-31.3% |
0.89 |
ATR |
0.47 |
0.47 |
0.00 |
-0.2% |
0.00 |
Volume |
62,258 |
107,697 |
45,439 |
73.0% |
79,375 |
|
Daily Pivots for day following 29-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
147.11 |
146.90 |
146.01 |
|
R3 |
146.65 |
146.44 |
145.89 |
|
R2 |
146.19 |
146.19 |
145.84 |
|
R1 |
145.98 |
145.98 |
145.80 |
145.86 |
PP |
145.73 |
145.73 |
145.73 |
145.67 |
S1 |
145.52 |
145.52 |
145.72 |
145.40 |
S2 |
145.27 |
145.27 |
145.68 |
|
S3 |
144.81 |
145.06 |
145.63 |
|
S4 |
144.35 |
144.60 |
145.51 |
|
|
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 |
145.95 |
144.72 |
1.23 |
0.8% |
0.46 |
0.3% |
85% |
True |
False |
57,434 |
10 |
145.95 |
144.54 |
1.41 |
1.0% |
0.46 |
0.3% |
87% |
True |
False |
33,263 |
20 |
145.95 |
142.99 |
2.96 |
2.0% |
0.48 |
0.3% |
94% |
True |
False |
19,049 |
40 |
145.95 |
141.43 |
4.52 |
3.1% |
0.35 |
0.2% |
96% |
True |
False |
9,555 |
60 |
145.95 |
140.90 |
5.05 |
3.5% |
0.30 |
0.2% |
96% |
True |
False |
6,371 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
147.91 |
2.618 |
147.15 |
1.618 |
146.69 |
1.000 |
146.41 |
0.618 |
146.23 |
HIGH |
145.95 |
0.618 |
145.77 |
0.500 |
145.72 |
0.382 |
145.67 |
LOW |
145.49 |
0.618 |
145.21 |
1.000 |
145.03 |
1.618 |
144.75 |
2.618 |
144.29 |
4.250 |
143.54 |
|
|
Fisher Pivots for day following 29-May-2014 |
Pivot |
1 day |
3 day |
R1 |
145.75 |
145.62 |
PP |
145.73 |
145.49 |
S1 |
145.72 |
145.35 |
|