Euro Bund Future September 2014
Trading Metrics calculated at close of trading on 25-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2014 |
25-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
146.02 |
146.35 |
0.33 |
0.2% |
145.65 |
High |
146.30 |
146.92 |
0.62 |
0.4% |
146.33 |
Low |
145.99 |
146.21 |
0.22 |
0.2% |
144.91 |
Close |
146.11 |
146.84 |
0.73 |
0.5% |
145.83 |
Range |
0.31 |
0.71 |
0.40 |
129.0% |
1.42 |
ATR |
0.59 |
0.61 |
0.02 |
2.6% |
0.00 |
Volume |
576,853 |
580,073 |
3,220 |
0.6% |
2,554,430 |
|
Daily Pivots for day following 25-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
148.79 |
148.52 |
147.23 |
|
R3 |
148.08 |
147.81 |
147.04 |
|
R2 |
147.37 |
147.37 |
146.97 |
|
R1 |
147.10 |
147.10 |
146.91 |
147.24 |
PP |
146.66 |
146.66 |
146.66 |
146.72 |
S1 |
146.39 |
146.39 |
146.77 |
146.53 |
S2 |
145.95 |
145.95 |
146.71 |
|
S3 |
145.24 |
145.68 |
146.64 |
|
S4 |
144.53 |
144.97 |
146.45 |
|
|
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 |
146.92 |
145.66 |
1.26 |
0.9% |
0.52 |
0.4% |
94% |
True |
False |
490,569 |
10 |
146.92 |
144.90 |
2.02 |
1.4% |
0.58 |
0.4% |
96% |
True |
False |
520,859 |
20 |
146.92 |
144.03 |
2.89 |
2.0% |
0.62 |
0.4% |
97% |
True |
False |
597,016 |
40 |
146.92 |
142.86 |
4.06 |
2.8% |
0.55 |
0.4% |
98% |
True |
False |
305,354 |
60 |
146.92 |
141.43 |
5.49 |
3.7% |
0.43 |
0.3% |
99% |
True |
False |
203,581 |
80 |
146.92 |
140.90 |
6.02 |
4.1% |
0.37 |
0.3% |
99% |
True |
False |
152,686 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
149.94 |
2.618 |
148.78 |
1.618 |
148.07 |
1.000 |
147.63 |
0.618 |
147.36 |
HIGH |
146.92 |
0.618 |
146.65 |
0.500 |
146.57 |
0.382 |
146.48 |
LOW |
146.21 |
0.618 |
145.77 |
1.000 |
145.50 |
1.618 |
145.06 |
2.618 |
144.35 |
4.250 |
143.19 |
|
|
Fisher Pivots for day following 25-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
146.75 |
146.67 |
PP |
146.66 |
146.49 |
S1 |
146.57 |
146.32 |
|