Euro Bund Future September 2014
Trading Metrics calculated at close of trading on 03-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2014 |
03-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
145.61 |
145.60 |
-0.01 |
0.0% |
144.99 |
High |
145.87 |
145.60 |
-0.27 |
-0.2% |
145.95 |
Low |
145.37 |
144.75 |
-0.62 |
-0.4% |
144.72 |
Close |
145.58 |
144.92 |
-0.66 |
-0.5% |
145.65 |
Range |
0.50 |
0.85 |
0.35 |
70.0% |
1.23 |
ATR |
0.48 |
0.51 |
0.03 |
5.4% |
0.00 |
Volume |
726,633 |
922,626 |
195,993 |
27.0% |
649,109 |
|
Daily Pivots for day following 03-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
147.64 |
147.13 |
145.39 |
|
R3 |
146.79 |
146.28 |
145.15 |
|
R2 |
145.94 |
145.94 |
145.08 |
|
R1 |
145.43 |
145.43 |
145.00 |
145.26 |
PP |
145.09 |
145.09 |
145.09 |
145.01 |
S1 |
144.58 |
144.58 |
144.84 |
144.41 |
S2 |
144.24 |
144.24 |
144.76 |
|
S3 |
143.39 |
143.73 |
144.69 |
|
S4 |
142.54 |
142.88 |
144.45 |
|
|
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% |
0.60 |
0.4% |
14% |
False |
True |
443,911 |
10 |
145.95 |
144.54 |
1.41 |
1.0% |
0.52 |
0.4% |
27% |
False |
False |
235,786 |
20 |
145.95 |
143.20 |
2.75 |
1.9% |
0.50 |
0.3% |
63% |
False |
False |
121,512 |
40 |
145.95 |
141.99 |
3.96 |
2.7% |
0.39 |
0.3% |
74% |
False |
False |
60,795 |
60 |
145.95 |
141.00 |
4.95 |
3.4% |
0.32 |
0.2% |
79% |
False |
False |
40,531 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
149.21 |
2.618 |
147.83 |
1.618 |
146.98 |
1.000 |
146.45 |
0.618 |
146.13 |
HIGH |
145.60 |
0.618 |
145.28 |
0.500 |
145.18 |
0.382 |
145.07 |
LOW |
144.75 |
0.618 |
144.22 |
1.000 |
143.90 |
1.618 |
143.37 |
2.618 |
142.52 |
4.250 |
141.14 |
|
|
Fisher Pivots for day following 03-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
145.18 |
145.31 |
PP |
145.09 |
145.18 |
S1 |
145.01 |
145.05 |
|