Euro Bund Future September 2014
Trading Metrics calculated at close of trading on 06-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2014 |
06-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
144.82 |
145.25 |
0.43 |
0.3% |
145.61 |
High |
145.22 |
145.99 |
0.77 |
0.5% |
145.99 |
Low |
144.03 |
145.16 |
1.13 |
0.8% |
144.03 |
Close |
145.01 |
145.64 |
0.63 |
0.4% |
145.64 |
Range |
1.19 |
0.83 |
-0.36 |
-30.3% |
1.96 |
ATR |
0.55 |
0.58 |
0.03 |
5.5% |
0.00 |
Volume |
1,211,601 |
334,515 |
-877,086 |
-72.4% |
4,406,976 |
|
Daily Pivots for day following 06-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
148.09 |
147.69 |
146.10 |
|
R3 |
147.26 |
146.86 |
145.87 |
|
R2 |
146.43 |
146.43 |
145.79 |
|
R1 |
146.03 |
146.03 |
145.72 |
146.23 |
PP |
145.60 |
145.60 |
145.60 |
145.70 |
S1 |
145.20 |
145.20 |
145.56 |
145.40 |
S2 |
144.77 |
144.77 |
145.49 |
|
S3 |
143.94 |
144.37 |
145.41 |
|
S4 |
143.11 |
143.54 |
145.18 |
|
|
Weekly Pivots for week ending 06-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
151.10 |
150.33 |
146.72 |
|
R3 |
149.14 |
148.37 |
146.18 |
|
R2 |
147.18 |
147.18 |
146.00 |
|
R1 |
146.41 |
146.41 |
145.82 |
146.80 |
PP |
145.22 |
145.22 |
145.22 |
145.41 |
S1 |
144.45 |
144.45 |
145.46 |
144.84 |
S2 |
143.26 |
143.26 |
145.28 |
|
S3 |
141.30 |
142.49 |
145.10 |
|
S4 |
139.34 |
140.53 |
144.56 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
145.99 |
144.03 |
1.96 |
1.3% |
0.77 |
0.5% |
82% |
True |
False |
881,395 |
10 |
145.99 |
144.03 |
1.96 |
1.3% |
0.64 |
0.4% |
82% |
True |
False |
505,608 |
20 |
145.99 |
143.51 |
2.48 |
1.7% |
0.57 |
0.4% |
86% |
True |
False |
259,278 |
40 |
145.99 |
141.99 |
4.00 |
2.7% |
0.45 |
0.3% |
91% |
True |
False |
129,738 |
60 |
145.99 |
141.01 |
4.98 |
3.4% |
0.35 |
0.2% |
93% |
True |
False |
86,493 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
149.52 |
2.618 |
148.16 |
1.618 |
147.33 |
1.000 |
146.82 |
0.618 |
146.50 |
HIGH |
145.99 |
0.618 |
145.67 |
0.500 |
145.58 |
0.382 |
145.48 |
LOW |
145.16 |
0.618 |
144.65 |
1.000 |
144.33 |
1.618 |
143.82 |
2.618 |
142.99 |
4.250 |
141.63 |
|
|
Fisher Pivots for day following 06-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
145.62 |
145.43 |
PP |
145.60 |
145.22 |
S1 |
145.58 |
145.01 |
|