Euro Bund Future September 2014
Trading Metrics calculated at close of trading on 19-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2014 |
19-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
145.14 |
145.77 |
0.63 |
0.4% |
145.52 |
High |
145.68 |
146.33 |
0.65 |
0.4% |
145.76 |
Low |
144.91 |
145.71 |
0.80 |
0.6% |
144.58 |
Close |
145.46 |
146.14 |
0.68 |
0.5% |
145.45 |
Range |
0.77 |
0.62 |
-0.15 |
-19.5% |
1.18 |
ATR |
0.61 |
0.63 |
0.02 |
3.0% |
0.00 |
Volume |
596,496 |
421,997 |
-174,499 |
-29.3% |
2,832,428 |
|
Daily Pivots for day following 19-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
147.92 |
147.65 |
146.48 |
|
R3 |
147.30 |
147.03 |
146.31 |
|
R2 |
146.68 |
146.68 |
146.25 |
|
R1 |
146.41 |
146.41 |
146.20 |
146.55 |
PP |
146.06 |
146.06 |
146.06 |
146.13 |
S1 |
145.79 |
145.79 |
146.08 |
145.93 |
S2 |
145.44 |
145.44 |
146.03 |
|
S3 |
144.82 |
145.17 |
145.97 |
|
S4 |
144.20 |
144.55 |
145.80 |
|
|
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 |
146.33 |
144.91 |
1.42 |
1.0% |
0.63 |
0.4% |
87% |
True |
False |
510,286 |
10 |
146.33 |
144.58 |
1.75 |
1.2% |
0.65 |
0.4% |
89% |
True |
False |
532,898 |
20 |
146.33 |
144.03 |
2.30 |
1.6% |
0.61 |
0.4% |
92% |
True |
False |
504,447 |
40 |
146.33 |
142.49 |
3.84 |
2.6% |
0.54 |
0.4% |
95% |
True |
False |
254,596 |
60 |
146.33 |
141.43 |
4.90 |
3.4% |
0.41 |
0.3% |
96% |
True |
False |
169,733 |
80 |
146.33 |
140.90 |
5.43 |
3.7% |
0.36 |
0.2% |
97% |
True |
False |
127,300 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
148.97 |
2.618 |
147.95 |
1.618 |
147.33 |
1.000 |
146.95 |
0.618 |
146.71 |
HIGH |
146.33 |
0.618 |
146.09 |
0.500 |
146.02 |
0.382 |
145.95 |
LOW |
145.71 |
0.618 |
145.33 |
1.000 |
145.09 |
1.618 |
144.71 |
2.618 |
144.09 |
4.250 |
143.08 |
|
|
Fisher Pivots for day following 19-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
146.10 |
145.97 |
PP |
146.06 |
145.79 |
S1 |
146.02 |
145.62 |
|