Euro Bund Future June 2014
| Trading Metrics calculated at close of trading on 12-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2014 |
12-May-2014 |
Change |
Change % |
Previous Week |
| Open |
144.92 |
144.72 |
-0.20 |
-0.1% |
144.83 |
| High |
145.01 |
144.84 |
-0.17 |
-0.1% |
145.01 |
| Low |
144.71 |
144.62 |
-0.09 |
-0.1% |
144.29 |
| Close |
144.86 |
144.77 |
-0.09 |
-0.1% |
144.86 |
| Range |
0.30 |
0.22 |
-0.08 |
-26.7% |
0.72 |
| ATR |
0.55 |
0.52 |
-0.02 |
-4.0% |
0.00 |
| Volume |
357,470 |
727,059 |
369,589 |
103.4% |
2,691,047 |
|
| Daily Pivots for day following 12-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
145.40 |
145.31 |
144.89 |
|
| R3 |
145.18 |
145.09 |
144.83 |
|
| R2 |
144.96 |
144.96 |
144.81 |
|
| R1 |
144.87 |
144.87 |
144.79 |
144.92 |
| PP |
144.74 |
144.74 |
144.74 |
144.77 |
| S1 |
144.65 |
144.65 |
144.75 |
144.70 |
| S2 |
144.52 |
144.52 |
144.73 |
|
| S3 |
144.30 |
144.43 |
144.71 |
|
| S4 |
144.08 |
144.21 |
144.65 |
|
|
| Weekly Pivots for week ending 09-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
146.88 |
146.59 |
145.26 |
|
| R3 |
146.16 |
145.87 |
145.06 |
|
| R2 |
145.44 |
145.44 |
144.99 |
|
| R1 |
145.15 |
145.15 |
144.93 |
145.30 |
| PP |
144.72 |
144.72 |
144.72 |
144.79 |
| S1 |
144.43 |
144.43 |
144.79 |
144.58 |
| S2 |
144.00 |
144.00 |
144.73 |
|
| S3 |
143.28 |
143.71 |
144.66 |
|
| S4 |
142.56 |
142.99 |
144.46 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
145.01 |
144.29 |
0.72 |
0.5% |
0.42 |
0.3% |
67% |
False |
False |
591,576 |
| 10 |
145.01 |
143.80 |
1.21 |
0.8% |
0.48 |
0.3% |
80% |
False |
False |
580,212 |
| 20 |
145.01 |
143.51 |
1.50 |
1.0% |
0.51 |
0.4% |
84% |
False |
False |
563,087 |
| 40 |
145.01 |
142.10 |
2.91 |
2.0% |
0.55 |
0.4% |
92% |
False |
False |
636,258 |
| 60 |
145.01 |
141.20 |
3.81 |
2.6% |
0.55 |
0.4% |
94% |
False |
False |
537,552 |
| 80 |
145.01 |
138.60 |
6.41 |
4.4% |
0.52 |
0.4% |
96% |
False |
False |
403,472 |
| 100 |
145.01 |
136.93 |
8.08 |
5.6% |
0.46 |
0.3% |
97% |
False |
False |
322,783 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
145.78 |
|
2.618 |
145.42 |
|
1.618 |
145.20 |
|
1.000 |
145.06 |
|
0.618 |
144.98 |
|
HIGH |
144.84 |
|
0.618 |
144.76 |
|
0.500 |
144.73 |
|
0.382 |
144.70 |
|
LOW |
144.62 |
|
0.618 |
144.48 |
|
1.000 |
144.40 |
|
1.618 |
144.26 |
|
2.618 |
144.04 |
|
4.250 |
143.69 |
|
|
| Fisher Pivots for day following 12-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
144.76 |
144.74 |
| PP |
144.74 |
144.71 |
| S1 |
144.73 |
144.68 |
|