Euro Bund Future March 2014
| Trading Metrics calculated at close of trading on 08-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2014 |
08-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
139.64 |
139.76 |
0.12 |
0.1% |
138.74 |
| High |
139.85 |
139.92 |
0.07 |
0.1% |
139.25 |
| Low |
139.50 |
139.43 |
-0.07 |
-0.1% |
138.68 |
| Close |
139.76 |
139.54 |
-0.22 |
-0.2% |
139.09 |
| Range |
0.35 |
0.49 |
0.14 |
40.0% |
0.57 |
| ATR |
0.51 |
0.51 |
0.00 |
-0.3% |
0.00 |
| Volume |
716,253 |
749,415 |
33,162 |
4.6% |
949,587 |
|
| Daily Pivots for day following 08-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
141.10 |
140.81 |
139.81 |
|
| R3 |
140.61 |
140.32 |
139.67 |
|
| R2 |
140.12 |
140.12 |
139.63 |
|
| R1 |
139.83 |
139.83 |
139.58 |
139.73 |
| PP |
139.63 |
139.63 |
139.63 |
139.58 |
| S1 |
139.34 |
139.34 |
139.50 |
139.24 |
| S2 |
139.14 |
139.14 |
139.45 |
|
| S3 |
138.65 |
138.85 |
139.41 |
|
| S4 |
138.16 |
138.36 |
139.27 |
|
|
| 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 |
139.92 |
138.68 |
1.24 |
0.9% |
0.45 |
0.3% |
69% |
True |
False |
523,559 |
| 10 |
140.21 |
138.68 |
1.53 |
1.1% |
0.50 |
0.4% |
56% |
False |
False |
392,420 |
| 20 |
140.60 |
138.68 |
1.92 |
1.4% |
0.50 |
0.4% |
45% |
False |
False |
432,764 |
| 40 |
142.07 |
138.68 |
3.39 |
2.4% |
0.52 |
0.4% |
25% |
False |
False |
287,210 |
| 60 |
142.25 |
138.68 |
3.57 |
2.6% |
0.48 |
0.3% |
24% |
False |
False |
191,784 |
| 80 |
142.25 |
137.25 |
5.00 |
3.6% |
0.46 |
0.3% |
46% |
False |
False |
143,847 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
142.00 |
|
2.618 |
141.20 |
|
1.618 |
140.71 |
|
1.000 |
140.41 |
|
0.618 |
140.22 |
|
HIGH |
139.92 |
|
0.618 |
139.73 |
|
0.500 |
139.68 |
|
0.382 |
139.62 |
|
LOW |
139.43 |
|
0.618 |
139.13 |
|
1.000 |
138.94 |
|
1.618 |
138.64 |
|
2.618 |
138.15 |
|
4.250 |
137.35 |
|
|
| Fisher Pivots for day following 08-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
139.68 |
139.53 |
| PP |
139.63 |
139.51 |
| S1 |
139.59 |
139.50 |
|