Euro Bund Future March 2014
| Trading Metrics calculated at close of trading on 07-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2014 |
07-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
139.08 |
139.64 |
0.56 |
0.4% |
138.74 |
| High |
139.63 |
139.85 |
0.22 |
0.2% |
139.25 |
| Low |
139.08 |
139.50 |
0.42 |
0.3% |
138.68 |
| Close |
139.54 |
139.76 |
0.22 |
0.2% |
139.09 |
| Range |
0.55 |
0.35 |
-0.20 |
-36.4% |
0.57 |
| ATR |
0.53 |
0.51 |
-0.01 |
-2.4% |
0.00 |
| Volume |
498,434 |
716,253 |
217,819 |
43.7% |
949,587 |
|
| Daily Pivots for day following 07-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140.75 |
140.61 |
139.95 |
|
| R3 |
140.40 |
140.26 |
139.86 |
|
| R2 |
140.05 |
140.05 |
139.82 |
|
| R1 |
139.91 |
139.91 |
139.79 |
139.98 |
| PP |
139.70 |
139.70 |
139.70 |
139.74 |
| S1 |
139.56 |
139.56 |
139.73 |
139.63 |
| S2 |
139.35 |
139.35 |
139.70 |
|
| S3 |
139.00 |
139.21 |
139.66 |
|
| S4 |
138.65 |
138.86 |
139.57 |
|
|
| 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 |
139.85 |
138.68 |
1.17 |
0.8% |
0.46 |
0.3% |
92% |
True |
False |
432,854 |
| 10 |
140.49 |
138.68 |
1.81 |
1.3% |
0.53 |
0.4% |
60% |
False |
False |
376,028 |
| 20 |
141.35 |
138.68 |
2.67 |
1.9% |
0.52 |
0.4% |
40% |
False |
False |
441,901 |
| 40 |
142.07 |
138.68 |
3.39 |
2.4% |
0.52 |
0.4% |
32% |
False |
False |
268,484 |
| 60 |
142.25 |
138.68 |
3.57 |
2.6% |
0.48 |
0.3% |
30% |
False |
False |
179,294 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
141.34 |
|
2.618 |
140.77 |
|
1.618 |
140.42 |
|
1.000 |
140.20 |
|
0.618 |
140.07 |
|
HIGH |
139.85 |
|
0.618 |
139.72 |
|
0.500 |
139.68 |
|
0.382 |
139.63 |
|
LOW |
139.50 |
|
0.618 |
139.28 |
|
1.000 |
139.15 |
|
1.618 |
138.93 |
|
2.618 |
138.58 |
|
4.250 |
138.01 |
|
|
| Fisher Pivots for day following 07-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
139.73 |
139.64 |
| PP |
139.70 |
139.52 |
| S1 |
139.68 |
139.40 |
|