Euro Bund Future March 2014
Trading Metrics calculated at close of trading on 06-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2014 |
06-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
139.10 |
139.08 |
-0.02 |
0.0% |
138.74 |
High |
139.25 |
139.63 |
0.38 |
0.3% |
139.25 |
Low |
138.94 |
139.08 |
0.14 |
0.1% |
138.68 |
Close |
139.09 |
139.54 |
0.45 |
0.3% |
139.09 |
Range |
0.31 |
0.55 |
0.24 |
77.4% |
0.57 |
ATR |
0.53 |
0.53 |
0.00 |
0.3% |
0.00 |
Volume |
384,382 |
498,434 |
114,052 |
29.7% |
949,587 |
|
Daily Pivots for day following 06-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
141.07 |
140.85 |
139.84 |
|
R3 |
140.52 |
140.30 |
139.69 |
|
R2 |
139.97 |
139.97 |
139.64 |
|
R1 |
139.75 |
139.75 |
139.59 |
139.86 |
PP |
139.42 |
139.42 |
139.42 |
139.47 |
S1 |
139.20 |
139.20 |
139.49 |
139.31 |
S2 |
138.87 |
138.87 |
139.44 |
|
S3 |
138.32 |
138.65 |
139.39 |
|
S4 |
137.77 |
138.10 |
139.24 |
|
|
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 |
139.63 |
138.68 |
0.95 |
0.7% |
0.55 |
0.4% |
91% |
True |
False |
336,674 |
10 |
140.49 |
138.68 |
1.81 |
1.3% |
0.52 |
0.4% |
48% |
False |
False |
352,683 |
20 |
141.60 |
138.68 |
2.92 |
2.1% |
0.53 |
0.4% |
29% |
False |
False |
447,759 |
40 |
142.07 |
138.68 |
3.39 |
2.4% |
0.53 |
0.4% |
25% |
False |
False |
250,595 |
60 |
142.25 |
138.68 |
3.57 |
2.6% |
0.47 |
0.3% |
24% |
False |
False |
167,357 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
141.97 |
2.618 |
141.07 |
1.618 |
140.52 |
1.000 |
140.18 |
0.618 |
139.97 |
HIGH |
139.63 |
0.618 |
139.42 |
0.500 |
139.36 |
0.382 |
139.29 |
LOW |
139.08 |
0.618 |
138.74 |
1.000 |
138.53 |
1.618 |
138.19 |
2.618 |
137.64 |
4.250 |
136.74 |
|
|
Fisher Pivots for day following 06-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
139.48 |
139.41 |
PP |
139.42 |
139.28 |
S1 |
139.36 |
139.16 |
|