Euro Bund Future September 2014
Trading Metrics calculated at close of trading on 13-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2014 |
13-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
144.97 |
145.35 |
0.38 |
0.3% |
145.52 |
High |
145.63 |
145.65 |
0.02 |
0.0% |
145.76 |
Low |
144.90 |
144.91 |
0.01 |
0.0% |
144.58 |
Close |
145.25 |
145.45 |
0.20 |
0.1% |
145.45 |
Range |
0.73 |
0.74 |
0.01 |
1.4% |
1.18 |
ATR |
0.60 |
0.61 |
0.01 |
1.7% |
0.00 |
Volume |
626,311 |
389,393 |
-236,918 |
-37.8% |
2,832,428 |
|
Daily Pivots for day following 13-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
147.56 |
147.24 |
145.86 |
|
R3 |
146.82 |
146.50 |
145.65 |
|
R2 |
146.08 |
146.08 |
145.59 |
|
R1 |
145.76 |
145.76 |
145.52 |
145.92 |
PP |
145.34 |
145.34 |
145.34 |
145.42 |
S1 |
145.02 |
145.02 |
145.38 |
145.18 |
S2 |
144.60 |
144.60 |
145.31 |
|
S3 |
143.86 |
144.28 |
145.25 |
|
S4 |
143.12 |
143.54 |
145.04 |
|
|
Weekly Pivots for week ending 13-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
148.80 |
148.31 |
146.10 |
|
R3 |
147.62 |
147.13 |
145.77 |
|
R2 |
146.44 |
146.44 |
145.67 |
|
R1 |
145.95 |
145.95 |
145.56 |
145.61 |
PP |
145.26 |
145.26 |
145.26 |
145.09 |
S1 |
144.77 |
144.77 |
145.34 |
144.43 |
S2 |
144.08 |
144.08 |
145.23 |
|
S3 |
142.90 |
143.59 |
145.13 |
|
S4 |
141.72 |
142.41 |
144.80 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
145.76 |
144.58 |
1.18 |
0.8% |
0.65 |
0.4% |
74% |
False |
False |
566,485 |
10 |
145.99 |
144.03 |
1.96 |
1.3% |
0.71 |
0.5% |
72% |
False |
False |
723,940 |
20 |
145.99 |
144.03 |
1.96 |
1.3% |
0.59 |
0.4% |
72% |
False |
False |
398,394 |
40 |
145.99 |
142.46 |
3.53 |
2.4% |
0.51 |
0.4% |
85% |
False |
False |
200,546 |
60 |
145.99 |
141.01 |
4.98 |
3.4% |
0.39 |
0.3% |
89% |
False |
False |
133,699 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
148.80 |
2.618 |
147.59 |
1.618 |
146.85 |
1.000 |
146.39 |
0.618 |
146.11 |
HIGH |
145.65 |
0.618 |
145.37 |
0.500 |
145.28 |
0.382 |
145.19 |
LOW |
144.91 |
0.618 |
144.45 |
1.000 |
144.17 |
1.618 |
143.71 |
2.618 |
142.97 |
4.250 |
141.77 |
|
|
Fisher Pivots for day following 13-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
145.39 |
145.34 |
PP |
145.34 |
145.23 |
S1 |
145.28 |
145.12 |
|