Euro Bund Future September 2014
Trading Metrics calculated at close of trading on 27-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2014 |
27-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
146.78 |
147.19 |
0.41 |
0.3% |
145.81 |
High |
147.18 |
147.19 |
0.01 |
0.0% |
147.19 |
Low |
146.73 |
146.81 |
0.08 |
0.1% |
145.72 |
Close |
147.13 |
146.92 |
-0.21 |
-0.1% |
146.92 |
Range |
0.45 |
0.38 |
-0.07 |
-15.6% |
1.47 |
ATR |
0.60 |
0.58 |
-0.02 |
-2.6% |
0.00 |
Volume |
456,902 |
484,605 |
27,703 |
6.1% |
2,579,968 |
|
Daily Pivots for day following 27-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
148.11 |
147.90 |
147.13 |
|
R3 |
147.73 |
147.52 |
147.02 |
|
R2 |
147.35 |
147.35 |
146.99 |
|
R1 |
147.14 |
147.14 |
146.95 |
147.06 |
PP |
146.97 |
146.97 |
146.97 |
146.93 |
S1 |
146.76 |
146.76 |
146.89 |
146.68 |
S2 |
146.59 |
146.59 |
146.85 |
|
S3 |
146.21 |
146.38 |
146.82 |
|
S4 |
145.83 |
146.00 |
146.71 |
|
|
Weekly Pivots for week ending 27-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
151.02 |
150.44 |
147.73 |
|
R3 |
149.55 |
148.97 |
147.32 |
|
R2 |
148.08 |
148.08 |
147.19 |
|
R1 |
147.50 |
147.50 |
147.05 |
147.79 |
PP |
146.61 |
146.61 |
146.61 |
146.76 |
S1 |
146.03 |
146.03 |
146.79 |
146.32 |
S2 |
145.14 |
145.14 |
146.65 |
|
S3 |
143.67 |
144.56 |
146.52 |
|
S4 |
142.20 |
143.09 |
146.11 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
147.19 |
145.72 |
1.47 |
1.0% |
0.48 |
0.3% |
82% |
True |
False |
515,993 |
10 |
147.19 |
144.91 |
2.28 |
1.6% |
0.52 |
0.4% |
88% |
True |
False |
513,439 |
20 |
147.19 |
144.03 |
3.16 |
2.2% |
0.61 |
0.4% |
91% |
True |
False |
618,690 |
40 |
147.19 |
143.20 |
3.99 |
2.7% |
0.54 |
0.4% |
93% |
True |
False |
328,871 |
60 |
147.19 |
141.43 |
5.76 |
3.9% |
0.44 |
0.3% |
95% |
True |
False |
219,272 |
80 |
147.19 |
140.90 |
6.29 |
4.3% |
0.38 |
0.3% |
96% |
True |
False |
164,455 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
148.81 |
2.618 |
148.18 |
1.618 |
147.80 |
1.000 |
147.57 |
0.618 |
147.42 |
HIGH |
147.19 |
0.618 |
147.04 |
0.500 |
147.00 |
0.382 |
146.96 |
LOW |
146.81 |
0.618 |
146.58 |
1.000 |
146.43 |
1.618 |
146.20 |
2.618 |
145.82 |
4.250 |
145.20 |
|
|
Fisher Pivots for day following 27-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
147.00 |
146.85 |
PP |
146.97 |
146.77 |
S1 |
146.95 |
146.70 |
|