Euro Bund Future June 2014
| Trading Metrics calculated at close of trading on 07-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2014 |
07-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
142.87 |
143.67 |
0.80 |
0.6% |
143.55 |
| High |
143.70 |
143.79 |
0.09 |
0.1% |
143.70 |
| Low |
142.64 |
143.34 |
0.70 |
0.5% |
142.49 |
| Close |
143.50 |
143.67 |
0.17 |
0.1% |
143.50 |
| Range |
1.06 |
0.45 |
-0.61 |
-57.5% |
1.21 |
| ATR |
0.63 |
0.61 |
-0.01 |
-2.0% |
0.00 |
| Volume |
555,997 |
573,633 |
17,636 |
3.2% |
3,336,788 |
|
| Daily Pivots for day following 07-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
144.95 |
144.76 |
143.92 |
|
| R3 |
144.50 |
144.31 |
143.79 |
|
| R2 |
144.05 |
144.05 |
143.75 |
|
| R1 |
143.86 |
143.86 |
143.71 |
143.90 |
| PP |
143.60 |
143.60 |
143.60 |
143.62 |
| S1 |
143.41 |
143.41 |
143.63 |
143.45 |
| S2 |
143.15 |
143.15 |
143.59 |
|
| S3 |
142.70 |
142.96 |
143.55 |
|
| S4 |
142.25 |
142.51 |
143.42 |
|
|
| Weekly Pivots for week ending 04-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
146.86 |
146.39 |
144.17 |
|
| R3 |
145.65 |
145.18 |
143.83 |
|
| R2 |
144.44 |
144.44 |
143.72 |
|
| R1 |
143.97 |
143.97 |
143.61 |
143.60 |
| PP |
143.23 |
143.23 |
143.23 |
143.05 |
| S1 |
142.76 |
142.76 |
143.39 |
142.39 |
| S2 |
142.02 |
142.02 |
143.28 |
|
| S3 |
140.81 |
141.55 |
143.17 |
|
| S4 |
139.60 |
140.34 |
142.83 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
143.79 |
142.49 |
1.30 |
0.9% |
0.56 |
0.4% |
91% |
True |
False |
678,769 |
| 10 |
144.08 |
142.22 |
1.86 |
1.3% |
0.60 |
0.4% |
78% |
False |
False |
683,239 |
| 20 |
144.08 |
142.07 |
2.01 |
1.4% |
0.60 |
0.4% |
80% |
False |
False |
729,106 |
| 40 |
144.08 |
141.20 |
2.88 |
2.0% |
0.56 |
0.4% |
86% |
False |
False |
494,477 |
| 60 |
144.08 |
138.60 |
5.48 |
3.8% |
0.53 |
0.4% |
93% |
False |
False |
330,028 |
| 80 |
144.08 |
136.93 |
7.15 |
5.0% |
0.44 |
0.3% |
94% |
False |
False |
247,526 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
145.70 |
|
2.618 |
144.97 |
|
1.618 |
144.52 |
|
1.000 |
144.24 |
|
0.618 |
144.07 |
|
HIGH |
143.79 |
|
0.618 |
143.62 |
|
0.500 |
143.57 |
|
0.382 |
143.51 |
|
LOW |
143.34 |
|
0.618 |
143.06 |
|
1.000 |
142.89 |
|
1.618 |
142.61 |
|
2.618 |
142.16 |
|
4.250 |
141.43 |
|
|
| Fisher Pivots for day following 07-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
143.64 |
143.49 |
| PP |
143.60 |
143.32 |
| S1 |
143.57 |
143.14 |
|