Euro Bund Future March 2014
| Trading Metrics calculated at close of trading on 09-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2014 |
09-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
139.76 |
139.55 |
-0.21 |
-0.2% |
138.74 |
| High |
139.92 |
139.83 |
-0.09 |
-0.1% |
139.25 |
| Low |
139.43 |
139.26 |
-0.17 |
-0.1% |
138.68 |
| Close |
139.54 |
139.56 |
0.02 |
0.0% |
139.09 |
| Range |
0.49 |
0.57 |
0.08 |
16.3% |
0.57 |
| ATR |
0.51 |
0.52 |
0.00 |
0.8% |
0.00 |
| Volume |
749,415 |
716,775 |
-32,640 |
-4.4% |
949,587 |
|
| Daily Pivots for day following 09-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
141.26 |
140.98 |
139.87 |
|
| R3 |
140.69 |
140.41 |
139.72 |
|
| R2 |
140.12 |
140.12 |
139.66 |
|
| R1 |
139.84 |
139.84 |
139.61 |
139.98 |
| PP |
139.55 |
139.55 |
139.55 |
139.62 |
| S1 |
139.27 |
139.27 |
139.51 |
139.41 |
| S2 |
138.98 |
138.98 |
139.46 |
|
| S3 |
138.41 |
138.70 |
139.40 |
|
| S4 |
137.84 |
138.13 |
139.25 |
|
|
| 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 |
138.94 |
0.98 |
0.7% |
0.45 |
0.3% |
63% |
False |
False |
613,051 |
| 10 |
139.96 |
138.68 |
1.28 |
0.9% |
0.50 |
0.4% |
69% |
False |
False |
423,129 |
| 20 |
140.59 |
138.68 |
1.91 |
1.4% |
0.48 |
0.3% |
46% |
False |
False |
429,570 |
| 40 |
142.07 |
138.68 |
3.39 |
2.4% |
0.52 |
0.4% |
26% |
False |
False |
305,119 |
| 60 |
142.25 |
138.68 |
3.57 |
2.6% |
0.48 |
0.3% |
25% |
False |
False |
203,730 |
| 80 |
142.25 |
137.40 |
4.85 |
3.5% |
0.47 |
0.3% |
45% |
False |
False |
152,807 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
142.25 |
|
2.618 |
141.32 |
|
1.618 |
140.75 |
|
1.000 |
140.40 |
|
0.618 |
140.18 |
|
HIGH |
139.83 |
|
0.618 |
139.61 |
|
0.500 |
139.55 |
|
0.382 |
139.48 |
|
LOW |
139.26 |
|
0.618 |
138.91 |
|
1.000 |
138.69 |
|
1.618 |
138.34 |
|
2.618 |
137.77 |
|
4.250 |
136.84 |
|
|
| Fisher Pivots for day following 09-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
139.56 |
139.59 |
| PP |
139.55 |
139.58 |
| S1 |
139.55 |
139.57 |
|