Euro Bund Future September 2014
Trading Metrics calculated at close of trading on 10-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2014 |
10-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
145.52 |
145.56 |
0.04 |
0.0% |
145.61 |
High |
145.76 |
145.57 |
-0.19 |
-0.1% |
145.99 |
Low |
145.33 |
144.94 |
-0.39 |
-0.3% |
144.03 |
Close |
145.39 |
145.00 |
-0.39 |
-0.3% |
145.64 |
Range |
0.43 |
0.63 |
0.20 |
46.5% |
1.96 |
ATR |
0.57 |
0.58 |
0.00 |
0.7% |
0.00 |
Volume |
543,497 |
715,725 |
172,228 |
31.7% |
4,406,976 |
|
Daily Pivots for day following 10-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
147.06 |
146.66 |
145.35 |
|
R3 |
146.43 |
146.03 |
145.17 |
|
R2 |
145.80 |
145.80 |
145.12 |
|
R1 |
145.40 |
145.40 |
145.06 |
145.29 |
PP |
145.17 |
145.17 |
145.17 |
145.11 |
S1 |
144.77 |
144.77 |
144.94 |
144.66 |
S2 |
144.54 |
144.54 |
144.88 |
|
S3 |
143.91 |
144.14 |
144.83 |
|
S4 |
143.28 |
143.51 |
144.65 |
|
|
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 |
1.4% |
0.71 |
0.5% |
49% |
False |
False |
803,387 |
10 |
145.99 |
144.03 |
1.96 |
1.4% |
0.65 |
0.5% |
49% |
False |
False |
623,649 |
20 |
145.99 |
144.03 |
1.96 |
1.4% |
0.59 |
0.4% |
49% |
False |
False |
321,886 |
40 |
145.99 |
142.46 |
3.53 |
2.4% |
0.47 |
0.3% |
72% |
False |
False |
161,219 |
60 |
145.99 |
141.01 |
4.98 |
3.4% |
0.36 |
0.2% |
80% |
False |
False |
107,480 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
148.25 |
2.618 |
147.22 |
1.618 |
146.59 |
1.000 |
146.20 |
0.618 |
145.96 |
HIGH |
145.57 |
0.618 |
145.33 |
0.500 |
145.26 |
0.382 |
145.18 |
LOW |
144.94 |
0.618 |
144.55 |
1.000 |
144.31 |
1.618 |
143.92 |
2.618 |
143.29 |
4.250 |
142.26 |
|
|
Fisher Pivots for day following 10-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
145.26 |
145.47 |
PP |
145.17 |
145.31 |
S1 |
145.09 |
145.16 |
|