Euro Bund Future September 2014
Trading Metrics calculated at close of trading on 24-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2014 |
24-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
145.81 |
146.02 |
0.21 |
0.1% |
145.65 |
High |
146.26 |
146.30 |
0.04 |
0.0% |
146.33 |
Low |
145.72 |
145.99 |
0.27 |
0.2% |
144.91 |
Close |
146.14 |
146.11 |
-0.03 |
0.0% |
145.83 |
Range |
0.54 |
0.31 |
-0.23 |
-42.6% |
1.42 |
ATR |
0.61 |
0.59 |
-0.02 |
-3.5% |
0.00 |
Volume |
481,535 |
576,853 |
95,318 |
19.8% |
2,554,430 |
|
Daily Pivots for day following 24-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
147.06 |
146.90 |
146.28 |
|
R3 |
146.75 |
146.59 |
146.20 |
|
R2 |
146.44 |
146.44 |
146.17 |
|
R1 |
146.28 |
146.28 |
146.14 |
146.36 |
PP |
146.13 |
146.13 |
146.13 |
146.18 |
S1 |
145.97 |
145.97 |
146.08 |
146.05 |
S2 |
145.82 |
145.82 |
146.05 |
|
S3 |
145.51 |
145.66 |
146.02 |
|
S4 |
145.20 |
145.35 |
145.94 |
|
|
Weekly Pivots for week ending 20-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
149.95 |
149.31 |
146.61 |
|
R3 |
148.53 |
147.89 |
146.22 |
|
R2 |
147.11 |
147.11 |
146.09 |
|
R1 |
146.47 |
146.47 |
145.96 |
146.79 |
PP |
145.69 |
145.69 |
145.69 |
145.85 |
S1 |
145.05 |
145.05 |
145.70 |
145.37 |
S2 |
144.27 |
144.27 |
145.57 |
|
S3 |
142.85 |
143.63 |
145.44 |
|
S4 |
141.43 |
142.21 |
145.05 |
|
|
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% |
0.53 |
0.4% |
85% |
False |
False |
493,854 |
10 |
146.33 |
144.58 |
1.75 |
1.2% |
0.59 |
0.4% |
87% |
False |
False |
518,602 |
20 |
146.33 |
144.03 |
2.30 |
1.6% |
0.62 |
0.4% |
90% |
False |
False |
571,126 |
40 |
146.33 |
142.76 |
3.57 |
2.4% |
0.54 |
0.4% |
94% |
False |
False |
290,853 |
60 |
146.33 |
141.43 |
4.90 |
3.4% |
0.42 |
0.3% |
96% |
False |
False |
193,913 |
80 |
146.33 |
140.90 |
5.43 |
3.7% |
0.38 |
0.3% |
96% |
False |
False |
145,435 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
147.62 |
2.618 |
147.11 |
1.618 |
146.80 |
1.000 |
146.61 |
0.618 |
146.49 |
HIGH |
146.30 |
0.618 |
146.18 |
0.500 |
146.15 |
0.382 |
146.11 |
LOW |
145.99 |
0.618 |
145.80 |
1.000 |
145.68 |
1.618 |
145.49 |
2.618 |
145.18 |
4.250 |
144.67 |
|
|
Fisher Pivots for day following 24-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
146.15 |
146.07 |
PP |
146.13 |
146.02 |
S1 |
146.12 |
145.98 |
|