Euro Bund Future September 2014
| Trading Metrics calculated at close of trading on 23-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2014 |
23-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
146.05 |
145.81 |
-0.24 |
-0.2% |
145.65 |
| High |
146.08 |
146.26 |
0.18 |
0.1% |
146.33 |
| Low |
145.66 |
145.72 |
0.06 |
0.0% |
144.91 |
| Close |
145.83 |
146.14 |
0.31 |
0.2% |
145.83 |
| Range |
0.42 |
0.54 |
0.12 |
28.6% |
1.42 |
| ATR |
0.62 |
0.61 |
-0.01 |
-0.9% |
0.00 |
| Volume |
392,391 |
481,535 |
89,144 |
22.7% |
2,554,430 |
|
| Daily Pivots for day following 23-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
147.66 |
147.44 |
146.44 |
|
| R3 |
147.12 |
146.90 |
146.29 |
|
| R2 |
146.58 |
146.58 |
146.24 |
|
| R1 |
146.36 |
146.36 |
146.19 |
146.47 |
| PP |
146.04 |
146.04 |
146.04 |
146.10 |
| S1 |
145.82 |
145.82 |
146.09 |
145.93 |
| S2 |
145.50 |
145.50 |
146.04 |
|
| S3 |
144.96 |
145.28 |
145.99 |
|
| S4 |
144.42 |
144.74 |
145.84 |
|
|
| Weekly Pivots for week ending 20-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
149.95 |
149.31 |
146.61 |
|
| R3 |
148.53 |
147.89 |
146.22 |
|
| R2 |
147.11 |
147.11 |
146.09 |
|
| R1 |
146.47 |
146.47 |
145.96 |
146.79 |
| PP |
145.69 |
145.69 |
145.69 |
145.85 |
| S1 |
145.05 |
145.05 |
145.70 |
145.37 |
| S2 |
144.27 |
144.27 |
145.57 |
|
| S3 |
142.85 |
143.63 |
145.44 |
|
| S4 |
141.43 |
142.21 |
145.05 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
146.33 |
144.91 |
1.42 |
1.0% |
0.61 |
0.4% |
87% |
False |
False |
494,695 |
| 10 |
146.33 |
144.58 |
1.75 |
1.2% |
0.62 |
0.4% |
89% |
False |
False |
532,489 |
| 20 |
146.33 |
144.03 |
2.30 |
1.6% |
0.63 |
0.4% |
92% |
False |
False |
545,957 |
| 40 |
146.33 |
142.76 |
3.57 |
2.4% |
0.54 |
0.4% |
95% |
False |
False |
276,442 |
| 60 |
146.33 |
141.43 |
4.90 |
3.4% |
0.42 |
0.3% |
96% |
False |
False |
184,299 |
| 80 |
146.33 |
140.90 |
5.43 |
3.7% |
0.38 |
0.3% |
97% |
False |
False |
138,225 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
148.56 |
|
2.618 |
147.67 |
|
1.618 |
147.13 |
|
1.000 |
146.80 |
|
0.618 |
146.59 |
|
HIGH |
146.26 |
|
0.618 |
146.05 |
|
0.500 |
145.99 |
|
0.382 |
145.93 |
|
LOW |
145.72 |
|
0.618 |
145.39 |
|
1.000 |
145.18 |
|
1.618 |
144.85 |
|
2.618 |
144.31 |
|
4.250 |
143.43 |
|
|
| Fisher Pivots for day following 23-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
146.09 |
146.09 |
| PP |
146.04 |
146.04 |
| S1 |
145.99 |
146.00 |
|