Euro Bund Future September 2014
Trading Metrics calculated at close of trading on 02-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2014 |
02-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
145.17 |
145.61 |
0.44 |
0.3% |
144.99 |
High |
145.69 |
145.87 |
0.18 |
0.1% |
145.95 |
Low |
145.17 |
145.37 |
0.20 |
0.1% |
144.72 |
Close |
145.65 |
145.58 |
-0.07 |
0.0% |
145.65 |
Range |
0.52 |
0.50 |
-0.02 |
-3.8% |
1.23 |
ATR |
0.48 |
0.48 |
0.00 |
0.3% |
0.00 |
Volume |
400,345 |
726,633 |
326,288 |
81.5% |
649,109 |
|
Daily Pivots for day following 02-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
147.11 |
146.84 |
145.86 |
|
R3 |
146.61 |
146.34 |
145.72 |
|
R2 |
146.11 |
146.11 |
145.67 |
|
R1 |
145.84 |
145.84 |
145.63 |
145.73 |
PP |
145.61 |
145.61 |
145.61 |
145.55 |
S1 |
145.34 |
145.34 |
145.53 |
145.23 |
S2 |
145.11 |
145.11 |
145.49 |
|
S3 |
144.61 |
144.84 |
145.44 |
|
S4 |
144.11 |
144.34 |
145.31 |
|
|
Weekly Pivots for week ending 30-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
149.13 |
148.62 |
146.33 |
|
R3 |
147.90 |
147.39 |
145.99 |
|
R2 |
146.67 |
146.67 |
145.88 |
|
R1 |
146.16 |
146.16 |
145.76 |
146.42 |
PP |
145.44 |
145.44 |
145.44 |
145.57 |
S1 |
144.93 |
144.93 |
145.54 |
145.19 |
S2 |
144.21 |
144.21 |
145.42 |
|
S3 |
142.98 |
143.70 |
145.31 |
|
S4 |
141.75 |
142.47 |
144.97 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
145.95 |
144.75 |
1.20 |
0.8% |
0.55 |
0.4% |
69% |
False |
False |
274,084 |
10 |
145.95 |
144.54 |
1.41 |
1.0% |
0.47 |
0.3% |
74% |
False |
False |
145,084 |
20 |
145.95 |
143.20 |
2.75 |
1.9% |
0.48 |
0.3% |
87% |
False |
False |
75,383 |
40 |
145.95 |
141.43 |
4.52 |
3.1% |
0.37 |
0.3% |
92% |
False |
False |
37,730 |
60 |
145.95 |
140.90 |
5.05 |
3.5% |
0.31 |
0.2% |
93% |
False |
False |
25,154 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
148.00 |
2.618 |
147.18 |
1.618 |
146.68 |
1.000 |
146.37 |
0.618 |
146.18 |
HIGH |
145.87 |
0.618 |
145.68 |
0.500 |
145.62 |
0.382 |
145.56 |
LOW |
145.37 |
0.618 |
145.06 |
1.000 |
144.87 |
1.618 |
144.56 |
2.618 |
144.06 |
4.250 |
143.25 |
|
|
Fisher Pivots for day following 02-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
145.62 |
145.57 |
PP |
145.61 |
145.57 |
S1 |
145.59 |
145.56 |
|