Euro Bund Future March 2014
Trading Metrics calculated at close of trading on 02-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2013 |
02-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
138.74 |
138.69 |
-0.05 |
0.0% |
139.77 |
High |
139.25 |
139.22 |
-0.03 |
0.0% |
139.93 |
Low |
138.69 |
138.68 |
-0.01 |
0.0% |
138.83 |
Close |
139.17 |
139.12 |
-0.05 |
0.0% |
138.96 |
Range |
0.56 |
0.54 |
-0.02 |
-3.6% |
1.10 |
ATR |
0.54 |
0.54 |
0.00 |
0.0% |
0.00 |
Volume |
295,893 |
269,312 |
-26,581 |
-9.0% |
452,275 |
|
Daily Pivots for day following 02-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
140.63 |
140.41 |
139.42 |
|
R3 |
140.09 |
139.87 |
139.27 |
|
R2 |
139.55 |
139.55 |
139.22 |
|
R1 |
139.33 |
139.33 |
139.17 |
139.44 |
PP |
139.01 |
139.01 |
139.01 |
139.06 |
S1 |
138.79 |
138.79 |
139.07 |
138.90 |
S2 |
138.47 |
138.47 |
139.02 |
|
S3 |
137.93 |
138.25 |
138.97 |
|
S4 |
137.39 |
137.71 |
138.82 |
|
|
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 |
139.96 |
138.68 |
1.28 |
0.9% |
0.55 |
0.4% |
34% |
False |
True |
233,206 |
10 |
140.59 |
138.68 |
1.91 |
1.4% |
0.52 |
0.4% |
23% |
False |
True |
339,312 |
20 |
142.06 |
138.68 |
3.38 |
2.4% |
0.53 |
0.4% |
13% |
False |
True |
445,113 |
40 |
142.15 |
138.68 |
3.47 |
2.5% |
0.52 |
0.4% |
13% |
False |
True |
228,548 |
60 |
142.25 |
138.68 |
3.57 |
2.6% |
0.47 |
0.3% |
12% |
False |
True |
152,643 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
141.52 |
2.618 |
140.63 |
1.618 |
140.09 |
1.000 |
139.76 |
0.618 |
139.55 |
HIGH |
139.22 |
0.618 |
139.01 |
0.500 |
138.95 |
0.382 |
138.89 |
LOW |
138.68 |
0.618 |
138.35 |
1.000 |
138.14 |
1.618 |
137.81 |
2.618 |
137.27 |
4.250 |
136.39 |
|
|
Fisher Pivots for day following 02-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
139.06 |
139.16 |
PP |
139.01 |
139.14 |
S1 |
138.95 |
139.13 |
|