Euro Bund Future June 2014
| Trading Metrics calculated at close of trading on 02-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2014 |
02-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
146.63 |
146.72 |
0.09 |
0.1% |
146.02 |
| High |
146.84 |
147.04 |
0.20 |
0.1% |
147.12 |
| Low |
146.52 |
146.52 |
0.00 |
0.0% |
145.90 |
| Close |
146.81 |
146.72 |
-0.09 |
-0.1% |
146.81 |
| Range |
0.32 |
0.52 |
0.20 |
62.5% |
1.22 |
| ATR |
0.53 |
0.53 |
0.00 |
-0.2% |
0.00 |
| Volume |
833,248 |
1,283,387 |
450,139 |
54.0% |
2,751,199 |
|
| Daily Pivots for day following 02-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
148.32 |
148.04 |
147.01 |
|
| R3 |
147.80 |
147.52 |
146.86 |
|
| R2 |
147.28 |
147.28 |
146.82 |
|
| R1 |
147.00 |
147.00 |
146.77 |
146.98 |
| PP |
146.76 |
146.76 |
146.76 |
146.75 |
| S1 |
146.48 |
146.48 |
146.67 |
146.46 |
| S2 |
146.24 |
146.24 |
146.62 |
|
| S3 |
145.72 |
145.96 |
146.58 |
|
| S4 |
145.20 |
145.44 |
146.43 |
|
|
| Weekly Pivots for week ending 30-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
150.27 |
149.76 |
147.48 |
|
| R3 |
149.05 |
148.54 |
147.15 |
|
| R2 |
147.83 |
147.83 |
147.03 |
|
| R1 |
147.32 |
147.32 |
146.92 |
147.58 |
| PP |
146.61 |
146.61 |
146.61 |
146.74 |
| S1 |
146.10 |
146.10 |
146.70 |
146.36 |
| S2 |
145.39 |
145.39 |
146.59 |
|
| S3 |
144.17 |
144.88 |
146.47 |
|
| S4 |
142.95 |
143.66 |
146.14 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
147.12 |
145.90 |
1.22 |
0.8% |
0.53 |
0.4% |
67% |
False |
False |
806,917 |
| 10 |
147.12 |
145.74 |
1.38 |
0.9% |
0.48 |
0.3% |
71% |
False |
False |
627,671 |
| 20 |
147.12 |
144.29 |
2.83 |
1.9% |
0.51 |
0.3% |
86% |
False |
False |
635,875 |
| 40 |
147.12 |
142.49 |
4.63 |
3.2% |
0.53 |
0.4% |
91% |
False |
False |
613,274 |
| 60 |
147.12 |
141.81 |
5.31 |
3.6% |
0.55 |
0.4% |
92% |
False |
False |
661,971 |
| 80 |
147.12 |
141.20 |
5.92 |
4.0% |
0.54 |
0.4% |
93% |
False |
False |
519,552 |
| 100 |
147.12 |
137.49 |
9.63 |
6.6% |
0.51 |
0.3% |
96% |
False |
False |
415,775 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
149.25 |
|
2.618 |
148.40 |
|
1.618 |
147.88 |
|
1.000 |
147.56 |
|
0.618 |
147.36 |
|
HIGH |
147.04 |
|
0.618 |
146.84 |
|
0.500 |
146.78 |
|
0.382 |
146.72 |
|
LOW |
146.52 |
|
0.618 |
146.20 |
|
1.000 |
146.00 |
|
1.618 |
145.68 |
|
2.618 |
145.16 |
|
4.250 |
144.31 |
|
|
| Fisher Pivots for day following 02-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
146.78 |
146.82 |
| PP |
146.76 |
146.79 |
| S1 |
146.74 |
146.75 |
|