Euro Bund Future March 2014
| Trading Metrics calculated at close of trading on 03-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2014 |
03-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
138.69 |
139.10 |
0.41 |
0.3% |
138.74 |
| High |
139.22 |
139.25 |
0.03 |
0.0% |
139.25 |
| Low |
138.68 |
138.94 |
0.26 |
0.2% |
138.68 |
| Close |
139.12 |
139.09 |
-0.03 |
0.0% |
139.09 |
| Range |
0.54 |
0.31 |
-0.23 |
-42.6% |
0.57 |
| ATR |
0.54 |
0.53 |
-0.02 |
-3.1% |
0.00 |
| Volume |
269,312 |
384,382 |
115,070 |
42.7% |
949,587 |
|
| Daily Pivots for day following 03-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140.02 |
139.87 |
139.26 |
|
| R3 |
139.71 |
139.56 |
139.18 |
|
| R2 |
139.40 |
139.40 |
139.15 |
|
| R1 |
139.25 |
139.25 |
139.12 |
139.17 |
| PP |
139.09 |
139.09 |
139.09 |
139.06 |
| S1 |
138.94 |
138.94 |
139.06 |
138.86 |
| S2 |
138.78 |
138.78 |
139.03 |
|
| S3 |
138.47 |
138.63 |
139.00 |
|
| S4 |
138.16 |
138.32 |
138.92 |
|
|
| Weekly Pivots for week ending 03-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140.72 |
140.47 |
139.40 |
|
| R3 |
140.15 |
139.90 |
139.25 |
|
| R2 |
139.58 |
139.58 |
139.19 |
|
| R1 |
139.33 |
139.33 |
139.14 |
139.46 |
| PP |
139.01 |
139.01 |
139.01 |
139.07 |
| S1 |
138.76 |
138.76 |
139.04 |
138.89 |
| S2 |
138.44 |
138.44 |
138.99 |
|
| S3 |
137.87 |
138.19 |
138.93 |
|
| S4 |
137.30 |
137.62 |
138.78 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
139.93 |
138.68 |
1.25 |
0.9% |
0.50 |
0.4% |
33% |
False |
False |
280,372 |
| 10 |
140.59 |
138.68 |
1.91 |
1.4% |
0.51 |
0.4% |
21% |
False |
False |
339,009 |
| 20 |
141.83 |
138.68 |
3.15 |
2.3% |
0.53 |
0.4% |
13% |
False |
False |
450,109 |
| 40 |
142.07 |
138.68 |
3.39 |
2.4% |
0.52 |
0.4% |
12% |
False |
False |
238,139 |
| 60 |
142.25 |
138.68 |
3.57 |
2.6% |
0.47 |
0.3% |
11% |
False |
False |
159,050 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
140.57 |
|
2.618 |
140.06 |
|
1.618 |
139.75 |
|
1.000 |
139.56 |
|
0.618 |
139.44 |
|
HIGH |
139.25 |
|
0.618 |
139.13 |
|
0.500 |
139.10 |
|
0.382 |
139.06 |
|
LOW |
138.94 |
|
0.618 |
138.75 |
|
1.000 |
138.63 |
|
1.618 |
138.44 |
|
2.618 |
138.13 |
|
4.250 |
137.62 |
|
|
| Fisher Pivots for day following 03-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
139.10 |
139.05 |
| PP |
139.09 |
139.01 |
| S1 |
139.09 |
138.97 |
|