Euro Bund Future September 2014
Trading Metrics calculated at close of trading on 18-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2014 |
18-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
145.66 |
145.14 |
-0.52 |
-0.4% |
145.52 |
High |
145.72 |
145.68 |
-0.04 |
0.0% |
145.76 |
Low |
145.02 |
144.91 |
-0.11 |
-0.1% |
144.58 |
Close |
145.05 |
145.46 |
0.41 |
0.3% |
145.45 |
Range |
0.70 |
0.77 |
0.07 |
10.0% |
1.18 |
ATR |
0.60 |
0.61 |
0.01 |
2.1% |
0.00 |
Volume |
581,060 |
596,496 |
15,436 |
2.7% |
2,832,428 |
|
Daily Pivots for day following 18-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
147.66 |
147.33 |
145.88 |
|
R3 |
146.89 |
146.56 |
145.67 |
|
R2 |
146.12 |
146.12 |
145.60 |
|
R1 |
145.79 |
145.79 |
145.53 |
145.96 |
PP |
145.35 |
145.35 |
145.35 |
145.43 |
S1 |
145.02 |
145.02 |
145.39 |
145.19 |
S2 |
144.58 |
144.58 |
145.32 |
|
S3 |
143.81 |
144.25 |
145.25 |
|
S4 |
143.04 |
143.48 |
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 |
145.81 |
144.90 |
0.91 |
0.6% |
0.65 |
0.4% |
62% |
False |
False |
551,149 |
10 |
145.99 |
144.03 |
1.96 |
1.3% |
0.70 |
0.5% |
73% |
False |
False |
611,858 |
20 |
145.99 |
144.03 |
1.96 |
1.3% |
0.61 |
0.4% |
73% |
False |
False |
484,048 |
40 |
145.99 |
142.49 |
3.50 |
2.4% |
0.53 |
0.4% |
85% |
False |
False |
244,046 |
60 |
145.99 |
141.43 |
4.56 |
3.1% |
0.40 |
0.3% |
88% |
False |
False |
162,700 |
80 |
145.99 |
140.68 |
5.31 |
3.7% |
0.36 |
0.2% |
90% |
False |
False |
122,025 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
148.95 |
2.618 |
147.70 |
1.618 |
146.93 |
1.000 |
146.45 |
0.618 |
146.16 |
HIGH |
145.68 |
0.618 |
145.39 |
0.500 |
145.30 |
0.382 |
145.20 |
LOW |
144.91 |
0.618 |
144.43 |
1.000 |
144.14 |
1.618 |
143.66 |
2.618 |
142.89 |
4.250 |
141.64 |
|
|
Fisher Pivots for day following 18-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
145.41 |
145.43 |
PP |
145.35 |
145.39 |
S1 |
145.30 |
145.36 |
|