Euro Bund Future September 2014
| Trading Metrics calculated at close of trading on 11-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2014 |
11-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
145.56 |
144.89 |
-0.67 |
-0.5% |
145.61 |
| High |
145.57 |
145.30 |
-0.27 |
-0.2% |
145.99 |
| Low |
144.94 |
144.58 |
-0.36 |
-0.2% |
144.03 |
| Close |
145.00 |
145.18 |
0.18 |
0.1% |
145.64 |
| Range |
0.63 |
0.72 |
0.09 |
14.3% |
1.96 |
| ATR |
0.58 |
0.59 |
0.01 |
1.8% |
0.00 |
| Volume |
715,725 |
557,502 |
-158,223 |
-22.1% |
4,406,976 |
|
| Daily Pivots for day following 11-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
147.18 |
146.90 |
145.58 |
|
| R3 |
146.46 |
146.18 |
145.38 |
|
| R2 |
145.74 |
145.74 |
145.31 |
|
| R1 |
145.46 |
145.46 |
145.25 |
145.60 |
| PP |
145.02 |
145.02 |
145.02 |
145.09 |
| S1 |
144.74 |
144.74 |
145.11 |
144.88 |
| S2 |
144.30 |
144.30 |
145.05 |
|
| S3 |
143.58 |
144.02 |
144.98 |
|
| S4 |
142.86 |
143.30 |
144.78 |
|
|
| 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% |
0.76 |
0.5% |
59% |
False |
False |
672,568 |
| 10 |
145.99 |
144.03 |
1.96 |
1.4% |
0.66 |
0.5% |
59% |
False |
False |
673,174 |
| 20 |
145.99 |
144.03 |
1.96 |
1.4% |
0.59 |
0.4% |
59% |
False |
False |
348,516 |
| 40 |
145.99 |
142.46 |
3.53 |
2.4% |
0.49 |
0.3% |
77% |
False |
False |
175,156 |
| 60 |
145.99 |
141.01 |
4.98 |
3.4% |
0.37 |
0.3% |
84% |
False |
False |
116,771 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
148.36 |
|
2.618 |
147.18 |
|
1.618 |
146.46 |
|
1.000 |
146.02 |
|
0.618 |
145.74 |
|
HIGH |
145.30 |
|
0.618 |
145.02 |
|
0.500 |
144.94 |
|
0.382 |
144.86 |
|
LOW |
144.58 |
|
0.618 |
144.14 |
|
1.000 |
143.86 |
|
1.618 |
143.42 |
|
2.618 |
142.70 |
|
4.250 |
141.52 |
|
|
| Fisher Pivots for day following 11-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
145.10 |
145.18 |
| PP |
145.02 |
145.17 |
| S1 |
144.94 |
145.17 |
|