Euro Bund Future September 2014
Trading Metrics calculated at close of trading on 04-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2014 |
04-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
145.60 |
144.84 |
-0.76 |
-0.5% |
144.99 |
High |
145.60 |
145.05 |
-0.55 |
-0.4% |
145.95 |
Low |
144.75 |
144.59 |
-0.16 |
-0.1% |
144.72 |
Close |
144.92 |
144.71 |
-0.21 |
-0.1% |
145.65 |
Range |
0.85 |
0.46 |
-0.39 |
-45.9% |
1.23 |
ATR |
0.51 |
0.51 |
0.00 |
-0.7% |
0.00 |
Volume |
922,626 |
1,211,601 |
288,975 |
31.3% |
649,109 |
|
Daily Pivots for day following 04-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
146.16 |
145.90 |
144.96 |
|
R3 |
145.70 |
145.44 |
144.84 |
|
R2 |
145.24 |
145.24 |
144.79 |
|
R1 |
144.98 |
144.98 |
144.75 |
144.88 |
PP |
144.78 |
144.78 |
144.78 |
144.74 |
S1 |
144.52 |
144.52 |
144.67 |
144.42 |
S2 |
144.32 |
144.32 |
144.63 |
|
S3 |
143.86 |
144.06 |
144.58 |
|
S4 |
143.40 |
143.60 |
144.46 |
|
|
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 |
144.59 |
1.36 |
0.9% |
0.56 |
0.4% |
9% |
False |
True |
673,780 |
10 |
145.95 |
144.54 |
1.41 |
1.0% |
0.52 |
0.4% |
12% |
False |
False |
356,238 |
20 |
145.95 |
143.27 |
2.68 |
1.9% |
0.50 |
0.3% |
54% |
False |
False |
182,039 |
40 |
145.95 |
141.99 |
3.96 |
2.7% |
0.40 |
0.3% |
69% |
False |
False |
91,085 |
60 |
145.95 |
141.01 |
4.94 |
3.4% |
0.32 |
0.2% |
75% |
False |
False |
60,724 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
147.01 |
2.618 |
146.25 |
1.618 |
145.79 |
1.000 |
145.51 |
0.618 |
145.33 |
HIGH |
145.05 |
0.618 |
144.87 |
0.500 |
144.82 |
0.382 |
144.77 |
LOW |
144.59 |
0.618 |
144.31 |
1.000 |
144.13 |
1.618 |
143.85 |
2.618 |
143.39 |
4.250 |
142.64 |
|
|
Fisher Pivots for day following 04-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
144.82 |
145.23 |
PP |
144.78 |
145.06 |
S1 |
144.75 |
144.88 |
|