Euro Bund Future September 2014
Trading Metrics calculated at close of trading on 12-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2014 |
12-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
144.89 |
144.97 |
0.08 |
0.1% |
145.61 |
High |
145.30 |
145.63 |
0.33 |
0.2% |
145.99 |
Low |
144.58 |
144.90 |
0.32 |
0.2% |
144.03 |
Close |
145.18 |
145.25 |
0.07 |
0.0% |
145.64 |
Range |
0.72 |
0.73 |
0.01 |
1.4% |
1.96 |
ATR |
0.59 |
0.60 |
0.01 |
1.7% |
0.00 |
Volume |
557,502 |
626,311 |
68,809 |
12.3% |
4,406,976 |
|
Daily Pivots for day following 12-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
147.45 |
147.08 |
145.65 |
|
R3 |
146.72 |
146.35 |
145.45 |
|
R2 |
145.99 |
145.99 |
145.38 |
|
R1 |
145.62 |
145.62 |
145.32 |
145.81 |
PP |
145.26 |
145.26 |
145.26 |
145.35 |
S1 |
144.89 |
144.89 |
145.18 |
145.08 |
S2 |
144.53 |
144.53 |
145.12 |
|
S3 |
143.80 |
144.16 |
145.05 |
|
S4 |
143.07 |
143.43 |
144.85 |
|
|
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 |
144.58 |
1.41 |
1.0% |
0.67 |
0.5% |
48% |
False |
False |
555,510 |
10 |
145.99 |
144.03 |
1.96 |
1.3% |
0.69 |
0.5% |
62% |
False |
False |
725,035 |
20 |
145.99 |
144.03 |
1.96 |
1.3% |
0.58 |
0.4% |
62% |
False |
False |
379,149 |
40 |
145.99 |
142.46 |
3.53 |
2.4% |
0.51 |
0.3% |
79% |
False |
False |
190,813 |
60 |
145.99 |
141.01 |
4.98 |
3.4% |
0.38 |
0.3% |
85% |
False |
False |
127,210 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
148.73 |
2.618 |
147.54 |
1.618 |
146.81 |
1.000 |
146.36 |
0.618 |
146.08 |
HIGH |
145.63 |
0.618 |
145.35 |
0.500 |
145.27 |
0.382 |
145.18 |
LOW |
144.90 |
0.618 |
144.45 |
1.000 |
144.17 |
1.618 |
143.72 |
2.618 |
142.99 |
4.250 |
141.80 |
|
|
Fisher Pivots for day following 12-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
145.27 |
145.20 |
PP |
145.26 |
145.15 |
S1 |
145.26 |
145.11 |
|