Euro Bund Future June 2014
| Trading Metrics calculated at close of trading on 14-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2014 |
14-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
143.79 |
144.28 |
0.49 |
0.3% |
143.67 |
| High |
144.32 |
144.28 |
-0.04 |
0.0% |
144.32 |
| Low |
143.72 |
143.82 |
0.10 |
0.1% |
143.15 |
| Close |
144.08 |
143.88 |
-0.20 |
-0.1% |
144.08 |
| Range |
0.60 |
0.46 |
-0.14 |
-23.3% |
1.17 |
| ATR |
0.60 |
0.59 |
-0.01 |
-1.6% |
0.00 |
| Volume |
460,630 |
652,081 |
191,451 |
41.6% |
2,964,488 |
|
| Daily Pivots for day following 14-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
145.37 |
145.09 |
144.13 |
|
| R3 |
144.91 |
144.63 |
144.01 |
|
| R2 |
144.45 |
144.45 |
143.96 |
|
| R1 |
144.17 |
144.17 |
143.92 |
144.08 |
| PP |
143.99 |
143.99 |
143.99 |
143.95 |
| S1 |
143.71 |
143.71 |
143.84 |
143.62 |
| S2 |
143.53 |
143.53 |
143.80 |
|
| S3 |
143.07 |
143.25 |
143.75 |
|
| S4 |
142.61 |
142.79 |
143.63 |
|
|
| Weekly Pivots for week ending 11-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
147.36 |
146.89 |
144.72 |
|
| R3 |
146.19 |
145.72 |
144.40 |
|
| R2 |
145.02 |
145.02 |
144.29 |
|
| R1 |
144.55 |
144.55 |
144.19 |
144.79 |
| PP |
143.85 |
143.85 |
143.85 |
143.97 |
| S1 |
143.38 |
143.38 |
143.97 |
143.62 |
| S2 |
142.68 |
142.68 |
143.87 |
|
| S3 |
141.51 |
142.21 |
143.76 |
|
| S4 |
140.34 |
141.04 |
143.44 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
144.32 |
143.15 |
1.17 |
0.8% |
0.46 |
0.3% |
62% |
False |
False |
608,587 |
| 10 |
144.32 |
142.49 |
1.83 |
1.3% |
0.51 |
0.4% |
76% |
False |
False |
643,678 |
| 20 |
144.32 |
142.10 |
2.22 |
1.5% |
0.54 |
0.4% |
80% |
False |
False |
675,281 |
| 40 |
144.32 |
141.47 |
2.85 |
2.0% |
0.57 |
0.4% |
85% |
False |
False |
570,298 |
| 60 |
144.32 |
139.40 |
4.92 |
3.4% |
0.54 |
0.4% |
91% |
False |
False |
380,739 |
| 80 |
144.32 |
136.93 |
7.39 |
5.1% |
0.47 |
0.3% |
94% |
False |
False |
285,562 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
146.24 |
|
2.618 |
145.48 |
|
1.618 |
145.02 |
|
1.000 |
144.74 |
|
0.618 |
144.56 |
|
HIGH |
144.28 |
|
0.618 |
144.10 |
|
0.500 |
144.05 |
|
0.382 |
144.00 |
|
LOW |
143.82 |
|
0.618 |
143.54 |
|
1.000 |
143.36 |
|
1.618 |
143.08 |
|
2.618 |
142.62 |
|
4.250 |
141.87 |
|
|
| Fisher Pivots for day following 14-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
144.05 |
143.92 |
| PP |
143.99 |
143.90 |
| S1 |
143.94 |
143.89 |
|