Euro Bund Future June 2014
| Trading Metrics calculated at close of trading on 10-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2014 |
10-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
143.50 |
143.57 |
0.07 |
0.0% |
143.55 |
| High |
143.54 |
144.05 |
0.51 |
0.4% |
143.70 |
| Low |
143.15 |
143.51 |
0.36 |
0.3% |
142.49 |
| Close |
143.26 |
143.89 |
0.63 |
0.4% |
143.50 |
| Range |
0.39 |
0.54 |
0.15 |
38.5% |
1.21 |
| ATR |
0.58 |
0.60 |
0.01 |
2.6% |
0.00 |
| Volume |
695,347 |
715,800 |
20,453 |
2.9% |
3,336,788 |
|
| Daily Pivots for day following 10-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
145.44 |
145.20 |
144.19 |
|
| R3 |
144.90 |
144.66 |
144.04 |
|
| R2 |
144.36 |
144.36 |
143.99 |
|
| R1 |
144.12 |
144.12 |
143.94 |
144.24 |
| PP |
143.82 |
143.82 |
143.82 |
143.88 |
| S1 |
143.58 |
143.58 |
143.84 |
143.70 |
| S2 |
143.28 |
143.28 |
143.79 |
|
| S3 |
142.74 |
143.04 |
143.74 |
|
| S4 |
142.20 |
142.50 |
143.59 |
|
|
| 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 |
144.05 |
142.64 |
1.41 |
1.0% |
0.55 |
0.4% |
89% |
True |
False |
611,971 |
| 10 |
144.08 |
142.49 |
1.59 |
1.1% |
0.54 |
0.4% |
88% |
False |
False |
660,950 |
| 20 |
144.08 |
142.10 |
1.98 |
1.4% |
0.57 |
0.4% |
90% |
False |
False |
699,798 |
| 40 |
144.08 |
141.47 |
2.61 |
1.8% |
0.57 |
0.4% |
93% |
False |
False |
542,589 |
| 60 |
144.08 |
138.81 |
5.27 |
3.7% |
0.54 |
0.4% |
96% |
False |
False |
362,195 |
| 80 |
144.08 |
136.93 |
7.15 |
5.0% |
0.46 |
0.3% |
97% |
False |
False |
271,653 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
146.35 |
|
2.618 |
145.46 |
|
1.618 |
144.92 |
|
1.000 |
144.59 |
|
0.618 |
144.38 |
|
HIGH |
144.05 |
|
0.618 |
143.84 |
|
0.500 |
143.78 |
|
0.382 |
143.72 |
|
LOW |
143.51 |
|
0.618 |
143.18 |
|
1.000 |
142.97 |
|
1.618 |
142.64 |
|
2.618 |
142.10 |
|
4.250 |
141.22 |
|
|
| Fisher Pivots for day following 10-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
143.85 |
143.79 |
| PP |
143.82 |
143.70 |
| S1 |
143.78 |
143.60 |
|