Euro Bund Future June 2014
Trading Metrics calculated at close of trading on 30-Apr-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2014 |
30-Apr-2014 |
Change |
Change % |
Previous Week |
Open |
144.18 |
144.32 |
0.14 |
0.1% |
143.84 |
High |
144.30 |
144.70 |
0.40 |
0.3% |
144.51 |
Low |
143.80 |
144.00 |
0.20 |
0.1% |
143.55 |
Close |
144.25 |
144.54 |
0.29 |
0.2% |
144.47 |
Range |
0.50 |
0.70 |
0.20 |
40.0% |
0.96 |
ATR |
0.56 |
0.57 |
0.01 |
1.7% |
0.00 |
Volume |
775,341 |
734,006 |
-41,335 |
-5.3% |
2,238,559 |
|
Daily Pivots for day following 30-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
146.51 |
146.23 |
144.93 |
|
R3 |
145.81 |
145.53 |
144.73 |
|
R2 |
145.11 |
145.11 |
144.67 |
|
R1 |
144.83 |
144.83 |
144.60 |
144.97 |
PP |
144.41 |
144.41 |
144.41 |
144.49 |
S1 |
144.13 |
144.13 |
144.48 |
144.27 |
S2 |
143.71 |
143.71 |
144.41 |
|
S3 |
143.01 |
143.43 |
144.35 |
|
S4 |
142.31 |
142.73 |
144.16 |
|
|
Weekly Pivots for week ending 25-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
147.06 |
146.72 |
145.00 |
|
R3 |
146.10 |
145.76 |
144.73 |
|
R2 |
145.14 |
145.14 |
144.65 |
|
R1 |
144.80 |
144.80 |
144.56 |
144.97 |
PP |
144.18 |
144.18 |
144.18 |
144.26 |
S1 |
143.84 |
143.84 |
144.38 |
144.01 |
S2 |
143.22 |
143.22 |
144.29 |
|
S3 |
142.26 |
142.88 |
144.21 |
|
S4 |
141.30 |
141.92 |
143.94 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
144.70 |
143.55 |
1.15 |
0.8% |
0.54 |
0.4% |
86% |
True |
False |
635,831 |
10 |
144.70 |
143.55 |
1.15 |
0.8% |
0.54 |
0.4% |
86% |
True |
False |
583,133 |
20 |
144.70 |
142.49 |
2.21 |
1.5% |
0.53 |
0.4% |
93% |
True |
False |
613,406 |
40 |
144.70 |
141.81 |
2.89 |
2.0% |
0.56 |
0.4% |
94% |
True |
False |
692,611 |
60 |
144.70 |
141.20 |
3.50 |
2.4% |
0.55 |
0.4% |
95% |
True |
False |
477,718 |
80 |
144.70 |
137.38 |
7.32 |
5.1% |
0.51 |
0.4% |
98% |
True |
False |
358,453 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
147.68 |
2.618 |
146.53 |
1.618 |
145.83 |
1.000 |
145.40 |
0.618 |
145.13 |
HIGH |
144.70 |
0.618 |
144.43 |
0.500 |
144.35 |
0.382 |
144.27 |
LOW |
144.00 |
0.618 |
143.57 |
1.000 |
143.30 |
1.618 |
142.87 |
2.618 |
142.17 |
4.250 |
141.03 |
|
|
Fisher Pivots for day following 30-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
144.48 |
144.44 |
PP |
144.41 |
144.35 |
S1 |
144.35 |
144.25 |
|