Euro Bund Future September 2014
Trading Metrics calculated at close of trading on 17-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2014 |
17-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
145.65 |
145.66 |
0.01 |
0.0% |
145.52 |
High |
145.81 |
145.72 |
-0.09 |
-0.1% |
145.76 |
Low |
145.51 |
145.02 |
-0.49 |
-0.3% |
144.58 |
Close |
145.70 |
145.05 |
-0.65 |
-0.4% |
145.45 |
Range |
0.30 |
0.70 |
0.40 |
133.3% |
1.18 |
ATR |
0.59 |
0.60 |
0.01 |
1.3% |
0.00 |
Volume |
562,486 |
581,060 |
18,574 |
3.3% |
2,832,428 |
|
Daily Pivots for day following 17-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
147.36 |
146.91 |
145.44 |
|
R3 |
146.66 |
146.21 |
145.24 |
|
R2 |
145.96 |
145.96 |
145.18 |
|
R1 |
145.51 |
145.51 |
145.11 |
145.39 |
PP |
145.26 |
145.26 |
145.26 |
145.20 |
S1 |
144.81 |
144.81 |
144.99 |
144.69 |
S2 |
144.56 |
144.56 |
144.92 |
|
S3 |
143.86 |
144.11 |
144.86 |
|
S4 |
143.16 |
143.41 |
144.67 |
|
|
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% |
0.64 |
0.4% |
38% |
False |
False |
543,350 |
10 |
145.99 |
144.03 |
1.96 |
1.4% |
0.67 |
0.5% |
52% |
False |
False |
673,369 |
20 |
145.99 |
144.03 |
1.96 |
1.4% |
0.60 |
0.4% |
52% |
False |
False |
454,577 |
40 |
145.99 |
142.48 |
3.51 |
2.4% |
0.51 |
0.4% |
73% |
False |
False |
229,134 |
60 |
145.99 |
141.34 |
4.65 |
3.2% |
0.39 |
0.3% |
80% |
False |
False |
152,758 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
148.70 |
2.618 |
147.55 |
1.618 |
146.85 |
1.000 |
146.42 |
0.618 |
146.15 |
HIGH |
145.72 |
0.618 |
145.45 |
0.500 |
145.37 |
0.382 |
145.29 |
LOW |
145.02 |
0.618 |
144.59 |
1.000 |
144.32 |
1.618 |
143.89 |
2.618 |
143.19 |
4.250 |
142.05 |
|
|
Fisher Pivots for day following 17-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
145.37 |
145.36 |
PP |
145.26 |
145.26 |
S1 |
145.16 |
145.15 |
|