Euro Bund Future March 2014
Trading Metrics calculated at close of trading on 27-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2013 |
27-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
139.77 |
139.58 |
-0.19 |
-0.1% |
139.77 |
High |
139.93 |
139.63 |
-0.30 |
-0.2% |
139.93 |
Low |
139.62 |
138.83 |
-0.79 |
-0.6% |
138.83 |
Close |
139.75 |
138.96 |
-0.79 |
-0.6% |
138.96 |
Range |
0.31 |
0.80 |
0.49 |
158.1% |
1.10 |
ATR |
0.51 |
0.54 |
0.03 |
5.7% |
0.00 |
Volume |
216,923 |
235,352 |
18,429 |
8.5% |
452,275 |
|
Daily Pivots for day following 27-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
141.54 |
141.05 |
139.40 |
|
R3 |
140.74 |
140.25 |
139.18 |
|
R2 |
139.94 |
139.94 |
139.11 |
|
R1 |
139.45 |
139.45 |
139.03 |
139.30 |
PP |
139.14 |
139.14 |
139.14 |
139.06 |
S1 |
138.65 |
138.65 |
138.89 |
138.50 |
S2 |
138.34 |
138.34 |
138.81 |
|
S3 |
137.54 |
137.85 |
138.74 |
|
S4 |
136.74 |
137.05 |
138.52 |
|
|
Weekly Pivots for week ending 27-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
142.54 |
141.85 |
139.57 |
|
R3 |
141.44 |
140.75 |
139.26 |
|
R2 |
140.34 |
140.34 |
139.16 |
|
R1 |
139.65 |
139.65 |
139.06 |
139.45 |
PP |
139.24 |
139.24 |
139.24 |
139.14 |
S1 |
138.55 |
138.55 |
138.86 |
138.35 |
S2 |
138.14 |
138.14 |
138.76 |
|
S3 |
137.04 |
137.45 |
138.66 |
|
S4 |
135.94 |
136.35 |
138.36 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
140.49 |
138.83 |
1.66 |
1.2% |
0.59 |
0.4% |
8% |
False |
True |
319,203 |
10 |
140.59 |
138.83 |
1.76 |
1.3% |
0.49 |
0.4% |
7% |
False |
True |
376,350 |
20 |
142.06 |
138.83 |
3.23 |
2.3% |
0.52 |
0.4% |
4% |
False |
True |
424,132 |
40 |
142.25 |
138.83 |
3.42 |
2.5% |
0.52 |
0.4% |
4% |
False |
True |
214,443 |
60 |
142.25 |
138.70 |
3.55 |
2.6% |
0.46 |
0.3% |
7% |
False |
False |
143,224 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
143.03 |
2.618 |
141.72 |
1.618 |
140.92 |
1.000 |
140.43 |
0.618 |
140.12 |
HIGH |
139.63 |
0.618 |
139.32 |
0.500 |
139.23 |
0.382 |
139.14 |
LOW |
138.83 |
0.618 |
138.34 |
1.000 |
138.03 |
1.618 |
137.54 |
2.618 |
136.74 |
4.250 |
135.43 |
|
|
Fisher Pivots for day following 27-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
139.23 |
139.40 |
PP |
139.14 |
139.25 |
S1 |
139.05 |
139.11 |
|