Euro Bund Future September 2014
Trading Metrics calculated at close of trading on 26-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2014 |
26-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
146.35 |
146.78 |
0.43 |
0.3% |
145.65 |
High |
146.92 |
147.18 |
0.26 |
0.2% |
146.33 |
Low |
146.21 |
146.73 |
0.52 |
0.4% |
144.91 |
Close |
146.84 |
147.13 |
0.29 |
0.2% |
145.83 |
Range |
0.71 |
0.45 |
-0.26 |
-36.6% |
1.42 |
ATR |
0.61 |
0.60 |
-0.01 |
-1.8% |
0.00 |
Volume |
580,073 |
456,902 |
-123,171 |
-21.2% |
2,554,430 |
|
Daily Pivots for day following 26-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
148.36 |
148.20 |
147.38 |
|
R3 |
147.91 |
147.75 |
147.25 |
|
R2 |
147.46 |
147.46 |
147.21 |
|
R1 |
147.30 |
147.30 |
147.17 |
147.38 |
PP |
147.01 |
147.01 |
147.01 |
147.06 |
S1 |
146.85 |
146.85 |
147.09 |
146.93 |
S2 |
146.56 |
146.56 |
147.05 |
|
S3 |
146.11 |
146.40 |
147.01 |
|
S4 |
145.66 |
145.95 |
146.88 |
|
|
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 |
147.18 |
145.66 |
1.52 |
1.0% |
0.49 |
0.3% |
97% |
True |
False |
497,550 |
10 |
147.18 |
144.91 |
2.27 |
1.5% |
0.56 |
0.4% |
98% |
True |
False |
503,918 |
20 |
147.18 |
144.03 |
3.15 |
2.1% |
0.62 |
0.4% |
98% |
True |
False |
614,477 |
40 |
147.18 |
142.99 |
4.19 |
2.8% |
0.55 |
0.4% |
99% |
True |
False |
316,763 |
60 |
147.18 |
141.43 |
5.75 |
3.9% |
0.44 |
0.3% |
99% |
True |
False |
211,196 |
80 |
147.18 |
140.90 |
6.28 |
4.3% |
0.38 |
0.3% |
99% |
True |
False |
158,397 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
149.09 |
2.618 |
148.36 |
1.618 |
147.91 |
1.000 |
147.63 |
0.618 |
147.46 |
HIGH |
147.18 |
0.618 |
147.01 |
0.500 |
146.96 |
0.382 |
146.90 |
LOW |
146.73 |
0.618 |
146.45 |
1.000 |
146.28 |
1.618 |
146.00 |
2.618 |
145.55 |
4.250 |
144.82 |
|
|
Fisher Pivots for day following 26-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
147.07 |
146.95 |
PP |
147.01 |
146.77 |
S1 |
146.96 |
146.59 |
|