Euro Bund Future September 2014
Trading Metrics calculated at close of trading on 30-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2014 |
30-May-2014 |
Change |
Change % |
Previous Week |
Open |
145.95 |
145.17 |
-0.78 |
-0.5% |
144.99 |
High |
145.95 |
145.69 |
-0.26 |
-0.2% |
145.95 |
Low |
145.49 |
145.17 |
-0.32 |
-0.2% |
144.72 |
Close |
145.76 |
145.65 |
-0.11 |
-0.1% |
145.65 |
Range |
0.46 |
0.52 |
0.06 |
13.0% |
1.23 |
ATR |
0.47 |
0.48 |
0.01 |
1.8% |
0.00 |
Volume |
107,697 |
400,345 |
292,648 |
271.7% |
649,109 |
|
Daily Pivots for day following 30-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
147.06 |
146.88 |
145.94 |
|
R3 |
146.54 |
146.36 |
145.79 |
|
R2 |
146.02 |
146.02 |
145.75 |
|
R1 |
145.84 |
145.84 |
145.70 |
145.93 |
PP |
145.50 |
145.50 |
145.50 |
145.55 |
S1 |
145.32 |
145.32 |
145.60 |
145.41 |
S2 |
144.98 |
144.98 |
145.55 |
|
S3 |
144.46 |
144.80 |
145.51 |
|
S4 |
143.94 |
144.28 |
145.36 |
|
|
Weekly Pivots for week ending 30-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
149.13 |
148.62 |
146.33 |
|
R3 |
147.90 |
147.39 |
145.99 |
|
R2 |
146.67 |
146.67 |
145.88 |
|
R1 |
146.16 |
146.16 |
145.76 |
146.42 |
PP |
145.44 |
145.44 |
145.44 |
145.57 |
S1 |
144.93 |
144.93 |
145.54 |
145.19 |
S2 |
144.21 |
144.21 |
145.42 |
|
S3 |
142.98 |
143.70 |
145.31 |
|
S4 |
141.75 |
142.47 |
144.97 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
145.95 |
144.72 |
1.23 |
0.8% |
0.52 |
0.4% |
76% |
False |
False |
129,821 |
10 |
145.95 |
144.54 |
1.41 |
1.0% |
0.47 |
0.3% |
79% |
False |
False |
72,848 |
20 |
145.95 |
143.20 |
2.75 |
1.9% |
0.46 |
0.3% |
89% |
False |
False |
39,052 |
40 |
145.95 |
141.43 |
4.52 |
3.1% |
0.36 |
0.2% |
93% |
False |
False |
19,564 |
60 |
145.95 |
140.90 |
5.05 |
3.5% |
0.30 |
0.2% |
94% |
False |
False |
13,043 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
147.90 |
2.618 |
147.05 |
1.618 |
146.53 |
1.000 |
146.21 |
0.618 |
146.01 |
HIGH |
145.69 |
0.618 |
145.49 |
0.500 |
145.43 |
0.382 |
145.37 |
LOW |
145.17 |
0.618 |
144.85 |
1.000 |
144.65 |
1.618 |
144.33 |
2.618 |
143.81 |
4.250 |
142.96 |
|
|
Fisher Pivots for day following 30-May-2014 |
Pivot |
1 day |
3 day |
R1 |
145.58 |
145.62 |
PP |
145.50 |
145.59 |
S1 |
145.43 |
145.56 |
|