Euro Bund Future June 2014
| Trading Metrics calculated at close of trading on 20-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2014 |
20-May-2014 |
Change |
Change % |
Previous Week |
| Open |
146.34 |
146.09 |
-0.25 |
-0.2% |
144.72 |
| High |
146.58 |
146.30 |
-0.28 |
-0.2% |
146.76 |
| Low |
146.07 |
145.95 |
-0.12 |
-0.1% |
144.62 |
| Close |
146.27 |
146.09 |
-0.18 |
-0.1% |
146.33 |
| Range |
0.51 |
0.35 |
-0.16 |
-31.4% |
2.14 |
| ATR |
0.57 |
0.56 |
-0.02 |
-2.8% |
0.00 |
| Volume |
584,964 |
641,780 |
56,816 |
9.7% |
3,749,754 |
|
| Daily Pivots for day following 20-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
147.16 |
146.98 |
146.28 |
|
| R3 |
146.81 |
146.63 |
146.19 |
|
| R2 |
146.46 |
146.46 |
146.15 |
|
| R1 |
146.28 |
146.28 |
146.12 |
146.27 |
| PP |
146.11 |
146.11 |
146.11 |
146.11 |
| S1 |
145.93 |
145.93 |
146.06 |
145.92 |
| S2 |
145.76 |
145.76 |
146.03 |
|
| S3 |
145.41 |
145.58 |
145.99 |
|
| S4 |
145.06 |
145.23 |
145.90 |
|
|
| Weekly Pivots for week ending 16-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
152.32 |
151.47 |
147.51 |
|
| R3 |
150.18 |
149.33 |
146.92 |
|
| R2 |
148.04 |
148.04 |
146.72 |
|
| R1 |
147.19 |
147.19 |
146.53 |
147.62 |
| PP |
145.90 |
145.90 |
145.90 |
146.12 |
| S1 |
145.05 |
145.05 |
146.13 |
145.48 |
| S2 |
143.76 |
143.76 |
145.94 |
|
| S3 |
141.62 |
142.91 |
145.74 |
|
| S4 |
139.48 |
140.77 |
145.15 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
146.76 |
145.25 |
1.51 |
1.0% |
0.62 |
0.4% |
56% |
False |
False |
693,620 |
| 10 |
146.76 |
144.29 |
2.47 |
1.7% |
0.55 |
0.4% |
73% |
False |
False |
656,801 |
| 20 |
146.76 |
143.55 |
3.21 |
2.2% |
0.53 |
0.4% |
79% |
False |
False |
614,505 |
| 40 |
146.76 |
142.10 |
4.66 |
3.2% |
0.54 |
0.4% |
86% |
False |
False |
621,654 |
| 60 |
146.76 |
141.52 |
5.24 |
3.6% |
0.57 |
0.4% |
87% |
False |
False |
608,072 |
| 80 |
146.76 |
139.63 |
7.13 |
4.9% |
0.55 |
0.4% |
91% |
False |
False |
456,587 |
| 100 |
146.76 |
136.93 |
9.83 |
6.7% |
0.49 |
0.3% |
93% |
False |
False |
365,276 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
147.79 |
|
2.618 |
147.22 |
|
1.618 |
146.87 |
|
1.000 |
146.65 |
|
0.618 |
146.52 |
|
HIGH |
146.30 |
|
0.618 |
146.17 |
|
0.500 |
146.13 |
|
0.382 |
146.08 |
|
LOW |
145.95 |
|
0.618 |
145.73 |
|
1.000 |
145.60 |
|
1.618 |
145.38 |
|
2.618 |
145.03 |
|
4.250 |
144.46 |
|
|
| Fisher Pivots for day following 20-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
146.13 |
146.36 |
| PP |
146.11 |
146.27 |
| S1 |
146.10 |
146.18 |
|