Euro Bund Future September 2014
Trading Metrics calculated at close of trading on 16-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2014 |
16-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
145.35 |
145.65 |
0.30 |
0.2% |
145.52 |
High |
145.65 |
145.81 |
0.16 |
0.1% |
145.76 |
Low |
144.91 |
145.51 |
0.60 |
0.4% |
144.58 |
Close |
145.45 |
145.70 |
0.25 |
0.2% |
145.45 |
Range |
0.74 |
0.30 |
-0.44 |
-59.5% |
1.18 |
ATR |
0.61 |
0.59 |
-0.02 |
-2.9% |
0.00 |
Volume |
389,393 |
562,486 |
173,093 |
44.5% |
2,832,428 |
|
Daily Pivots for day following 16-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
146.57 |
146.44 |
145.87 |
|
R3 |
146.27 |
146.14 |
145.78 |
|
R2 |
145.97 |
145.97 |
145.76 |
|
R1 |
145.84 |
145.84 |
145.73 |
145.91 |
PP |
145.67 |
145.67 |
145.67 |
145.71 |
S1 |
145.54 |
145.54 |
145.67 |
145.61 |
S2 |
145.37 |
145.37 |
145.65 |
|
S3 |
145.07 |
145.24 |
145.62 |
|
S4 |
144.77 |
144.94 |
145.54 |
|
|
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 |
145.81 |
144.58 |
1.23 |
0.8% |
0.62 |
0.4% |
91% |
True |
False |
570,283 |
10 |
145.99 |
144.03 |
1.96 |
1.3% |
0.69 |
0.5% |
85% |
False |
False |
707,525 |
20 |
145.99 |
144.03 |
1.96 |
1.3% |
0.58 |
0.4% |
85% |
False |
False |
426,305 |
40 |
145.99 |
142.46 |
3.53 |
2.4% |
0.51 |
0.4% |
92% |
False |
False |
214,608 |
60 |
145.99 |
141.01 |
4.98 |
3.4% |
0.38 |
0.3% |
94% |
False |
False |
143,074 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
147.09 |
2.618 |
146.60 |
1.618 |
146.30 |
1.000 |
146.11 |
0.618 |
146.00 |
HIGH |
145.81 |
0.618 |
145.70 |
0.500 |
145.66 |
0.382 |
145.62 |
LOW |
145.51 |
0.618 |
145.32 |
1.000 |
145.21 |
1.618 |
145.02 |
2.618 |
144.72 |
4.250 |
144.24 |
|
|
Fisher Pivots for day following 16-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
145.69 |
145.59 |
PP |
145.67 |
145.47 |
S1 |
145.66 |
145.36 |
|