Euro Bund Future September 2014
Trading Metrics calculated at close of trading on 05-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2014 |
05-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
144.84 |
144.82 |
-0.02 |
0.0% |
144.99 |
High |
145.05 |
145.22 |
0.17 |
0.1% |
145.95 |
Low |
144.59 |
144.03 |
-0.56 |
-0.4% |
144.72 |
Close |
144.71 |
145.01 |
0.30 |
0.2% |
145.65 |
Range |
0.46 |
1.19 |
0.73 |
158.7% |
1.23 |
ATR |
0.51 |
0.55 |
0.05 |
9.7% |
0.00 |
Volume |
1,211,601 |
1,211,601 |
0 |
0.0% |
649,109 |
|
Daily Pivots for day following 05-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
148.32 |
147.86 |
145.66 |
|
R3 |
147.13 |
146.67 |
145.34 |
|
R2 |
145.94 |
145.94 |
145.23 |
|
R1 |
145.48 |
145.48 |
145.12 |
145.71 |
PP |
144.75 |
144.75 |
144.75 |
144.87 |
S1 |
144.29 |
144.29 |
144.90 |
144.52 |
S2 |
143.56 |
143.56 |
144.79 |
|
S3 |
142.37 |
143.10 |
144.68 |
|
S4 |
141.18 |
141.91 |
144.36 |
|
|
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 |
145.87 |
144.03 |
1.84 |
1.3% |
0.70 |
0.5% |
53% |
False |
True |
894,561 |
10 |
145.95 |
144.03 |
1.92 |
1.3% |
0.58 |
0.4% |
51% |
False |
True |
475,997 |
20 |
145.95 |
143.51 |
2.44 |
1.7% |
0.54 |
0.4% |
61% |
False |
False |
242,554 |
40 |
145.95 |
141.99 |
3.96 |
2.7% |
0.43 |
0.3% |
76% |
False |
False |
121,375 |
60 |
145.95 |
141.01 |
4.94 |
3.4% |
0.34 |
0.2% |
81% |
False |
False |
80,917 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
150.28 |
2.618 |
148.34 |
1.618 |
147.15 |
1.000 |
146.41 |
0.618 |
145.96 |
HIGH |
145.22 |
0.618 |
144.77 |
0.500 |
144.63 |
0.382 |
144.48 |
LOW |
144.03 |
0.618 |
143.29 |
1.000 |
142.84 |
1.618 |
142.10 |
2.618 |
140.91 |
4.250 |
138.97 |
|
|
Fisher Pivots for day following 05-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
144.88 |
144.95 |
PP |
144.75 |
144.88 |
S1 |
144.63 |
144.82 |
|