Euro Bund Future September 2014
| Trading Metrics calculated at close of trading on 02-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2014 |
02-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
146.98 |
147.01 |
0.03 |
0.0% |
145.81 |
| High |
147.19 |
147.25 |
0.06 |
0.0% |
147.19 |
| Low |
146.85 |
146.55 |
-0.30 |
-0.2% |
145.72 |
| Close |
147.11 |
146.65 |
-0.46 |
-0.3% |
146.92 |
| Range |
0.34 |
0.70 |
0.36 |
105.9% |
1.47 |
| ATR |
0.55 |
0.56 |
0.01 |
2.0% |
0.00 |
| Volume |
615,452 |
728,216 |
112,764 |
18.3% |
2,579,968 |
|
| Daily Pivots for day following 02-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
148.92 |
148.48 |
147.04 |
|
| R3 |
148.22 |
147.78 |
146.84 |
|
| R2 |
147.52 |
147.52 |
146.78 |
|
| R1 |
147.08 |
147.08 |
146.71 |
146.95 |
| PP |
146.82 |
146.82 |
146.82 |
146.75 |
| S1 |
146.38 |
146.38 |
146.59 |
146.25 |
| S2 |
146.12 |
146.12 |
146.52 |
|
| S3 |
145.42 |
145.68 |
146.46 |
|
| S4 |
144.72 |
144.98 |
146.27 |
|
|
| Weekly Pivots for week ending 27-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
151.02 |
150.44 |
147.73 |
|
| R3 |
149.55 |
148.97 |
147.32 |
|
| R2 |
148.08 |
148.08 |
147.19 |
|
| R1 |
147.50 |
147.50 |
147.05 |
147.79 |
| PP |
146.61 |
146.61 |
146.61 |
146.76 |
| S1 |
146.03 |
146.03 |
146.79 |
146.32 |
| S2 |
145.14 |
145.14 |
146.65 |
|
| S3 |
143.67 |
144.56 |
146.52 |
|
| S4 |
142.20 |
143.09 |
146.11 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
147.25 |
146.55 |
0.70 |
0.5% |
0.45 |
0.3% |
14% |
True |
True |
541,984 |
| 10 |
147.25 |
145.66 |
1.59 |
1.1% |
0.48 |
0.3% |
62% |
True |
False |
516,277 |
| 20 |
147.25 |
144.03 |
3.22 |
2.2% |
0.59 |
0.4% |
81% |
True |
False |
564,067 |
| 40 |
147.25 |
143.27 |
3.98 |
2.7% |
0.55 |
0.4% |
85% |
True |
False |
373,053 |
| 60 |
147.25 |
141.99 |
5.26 |
3.6% |
0.46 |
0.3% |
89% |
True |
False |
248,746 |
| 80 |
147.25 |
141.01 |
6.24 |
4.3% |
0.39 |
0.3% |
90% |
True |
False |
186,560 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
150.23 |
|
2.618 |
149.08 |
|
1.618 |
148.38 |
|
1.000 |
147.95 |
|
0.618 |
147.68 |
|
HIGH |
147.25 |
|
0.618 |
146.98 |
|
0.500 |
146.90 |
|
0.382 |
146.82 |
|
LOW |
146.55 |
|
0.618 |
146.12 |
|
1.000 |
145.85 |
|
1.618 |
145.42 |
|
2.618 |
144.72 |
|
4.250 |
143.58 |
|
|
| Fisher Pivots for day following 02-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
146.90 |
146.90 |
| PP |
146.82 |
146.82 |
| S1 |
146.73 |
146.73 |
|