Euro Bund Future September 2014
Trading Metrics calculated at close of trading on 30-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2014 |
30-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
147.19 |
146.90 |
-0.29 |
-0.2% |
145.81 |
High |
147.19 |
147.13 |
-0.06 |
0.0% |
147.19 |
Low |
146.81 |
146.77 |
-0.04 |
0.0% |
145.72 |
Close |
146.92 |
147.01 |
0.09 |
0.1% |
146.92 |
Range |
0.38 |
0.36 |
-0.02 |
-5.3% |
1.47 |
ATR |
0.58 |
0.56 |
-0.02 |
-2.7% |
0.00 |
Volume |
484,605 |
424,746 |
-59,859 |
-12.4% |
2,579,968 |
|
Daily Pivots for day following 30-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
148.05 |
147.89 |
147.21 |
|
R3 |
147.69 |
147.53 |
147.11 |
|
R2 |
147.33 |
147.33 |
147.08 |
|
R1 |
147.17 |
147.17 |
147.04 |
147.25 |
PP |
146.97 |
146.97 |
146.97 |
147.01 |
S1 |
146.81 |
146.81 |
146.98 |
146.89 |
S2 |
146.61 |
146.61 |
146.94 |
|
S3 |
146.25 |
146.45 |
146.91 |
|
S4 |
145.89 |
146.09 |
146.81 |
|
|
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 |
145.99 |
1.20 |
0.8% |
0.44 |
0.3% |
85% |
False |
False |
504,635 |
10 |
147.19 |
144.91 |
2.28 |
1.6% |
0.53 |
0.4% |
92% |
False |
False |
499,665 |
20 |
147.19 |
144.03 |
3.16 |
2.1% |
0.61 |
0.4% |
94% |
False |
False |
603,595 |
40 |
147.19 |
143.20 |
3.99 |
2.7% |
0.54 |
0.4% |
95% |
False |
False |
339,489 |
60 |
147.19 |
141.43 |
5.76 |
3.9% |
0.45 |
0.3% |
97% |
False |
False |
226,352 |
80 |
147.19 |
140.90 |
6.29 |
4.3% |
0.38 |
0.3% |
97% |
False |
False |
169,764 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
148.66 |
2.618 |
148.07 |
1.618 |
147.71 |
1.000 |
147.49 |
0.618 |
147.35 |
HIGH |
147.13 |
0.618 |
146.99 |
0.500 |
146.95 |
0.382 |
146.91 |
LOW |
146.77 |
0.618 |
146.55 |
1.000 |
146.41 |
1.618 |
146.19 |
2.618 |
145.83 |
4.250 |
145.24 |
|
|
Fisher Pivots for day following 30-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
146.99 |
146.99 |
PP |
146.97 |
146.98 |
S1 |
146.95 |
146.96 |
|