Euro Bund Future March 2014
| Trading Metrics calculated at close of trading on 27-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2013 |
27-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
139.82 |
139.74 |
-0.08 |
-0.1% |
138.50 |
| High |
139.82 |
140.34 |
0.52 |
0.4% |
140.34 |
| Low |
139.54 |
139.74 |
0.20 |
0.1% |
138.50 |
| Close |
139.67 |
140.31 |
0.64 |
0.5% |
140.31 |
| Range |
0.28 |
0.60 |
0.32 |
114.3% |
1.84 |
| ATR |
|
|
|
|
|
| Volume |
16 |
203 |
187 |
1,168.8% |
527 |
|
| Daily Pivots for day following 27-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
141.93 |
141.72 |
140.64 |
|
| R3 |
141.33 |
141.12 |
140.48 |
|
| R2 |
140.73 |
140.73 |
140.42 |
|
| R1 |
140.52 |
140.52 |
140.37 |
140.63 |
| PP |
140.13 |
140.13 |
140.13 |
140.18 |
| S1 |
139.92 |
139.92 |
140.26 |
140.03 |
| S2 |
139.53 |
139.53 |
140.20 |
|
| S3 |
138.93 |
139.32 |
140.15 |
|
| S4 |
138.33 |
138.72 |
139.98 |
|
|
| Weekly Pivots for week ending 27-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
145.24 |
144.61 |
141.32 |
|
| R3 |
143.40 |
142.77 |
140.82 |
|
| R2 |
141.56 |
141.56 |
140.65 |
|
| R1 |
140.93 |
140.93 |
140.48 |
141.25 |
| PP |
139.72 |
139.72 |
139.72 |
139.87 |
| S1 |
139.09 |
139.09 |
140.14 |
139.41 |
| S2 |
137.88 |
137.88 |
139.97 |
|
| S3 |
136.04 |
137.25 |
139.80 |
|
| S4 |
134.20 |
135.41 |
139.30 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
142.89 |
|
2.618 |
141.91 |
|
1.618 |
141.31 |
|
1.000 |
140.94 |
|
0.618 |
140.71 |
|
HIGH |
140.34 |
|
0.618 |
140.11 |
|
0.500 |
140.04 |
|
0.382 |
139.97 |
|
LOW |
139.74 |
|
0.618 |
139.37 |
|
1.000 |
139.14 |
|
1.618 |
138.77 |
|
2.618 |
138.17 |
|
4.250 |
137.19 |
|
|
| Fisher Pivots for day following 27-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
140.22 |
140.16 |
| PP |
140.13 |
140.01 |
| S1 |
140.04 |
139.86 |
|