Euro Bund Future September 2014
Trading Metrics calculated at close of trading on 09-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2014 |
09-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
145.25 |
145.52 |
0.27 |
0.2% |
145.61 |
High |
145.99 |
145.76 |
-0.23 |
-0.2% |
145.99 |
Low |
145.16 |
145.33 |
0.17 |
0.1% |
144.03 |
Close |
145.64 |
145.39 |
-0.25 |
-0.2% |
145.64 |
Range |
0.83 |
0.43 |
-0.40 |
-48.2% |
1.96 |
ATR |
0.58 |
0.57 |
-0.01 |
-1.9% |
0.00 |
Volume |
334,515 |
543,497 |
208,982 |
62.5% |
4,406,976 |
|
Daily Pivots for day following 09-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
146.78 |
146.52 |
145.63 |
|
R3 |
146.35 |
146.09 |
145.51 |
|
R2 |
145.92 |
145.92 |
145.47 |
|
R1 |
145.66 |
145.66 |
145.43 |
145.58 |
PP |
145.49 |
145.49 |
145.49 |
145.45 |
S1 |
145.23 |
145.23 |
145.35 |
145.15 |
S2 |
145.06 |
145.06 |
145.31 |
|
S3 |
144.63 |
144.80 |
145.27 |
|
S4 |
144.20 |
144.37 |
145.15 |
|
|
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% |
0.75 |
0.5% |
69% |
False |
False |
844,768 |
10 |
145.99 |
144.03 |
1.96 |
1.3% |
0.65 |
0.4% |
69% |
False |
False |
559,426 |
20 |
145.99 |
143.55 |
2.44 |
1.7% |
0.58 |
0.4% |
75% |
False |
False |
286,384 |
40 |
145.99 |
142.46 |
3.53 |
2.4% |
0.46 |
0.3% |
83% |
False |
False |
143,326 |
60 |
145.99 |
141.01 |
4.98 |
3.4% |
0.36 |
0.2% |
88% |
False |
False |
95,551 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
147.59 |
2.618 |
146.89 |
1.618 |
146.46 |
1.000 |
146.19 |
0.618 |
146.03 |
HIGH |
145.76 |
0.618 |
145.60 |
0.500 |
145.55 |
0.382 |
145.49 |
LOW |
145.33 |
0.618 |
145.06 |
1.000 |
144.90 |
1.618 |
144.63 |
2.618 |
144.20 |
4.250 |
143.50 |
|
|
Fisher Pivots for day following 09-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
145.55 |
145.26 |
PP |
145.49 |
145.14 |
S1 |
145.44 |
145.01 |
|