Euro Bund Future March 2014
Trading Metrics calculated at close of trading on 10-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2014 |
10-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
139.55 |
139.62 |
0.07 |
0.1% |
139.08 |
High |
139.83 |
140.37 |
0.54 |
0.4% |
140.37 |
Low |
139.26 |
139.58 |
0.32 |
0.2% |
139.08 |
Close |
139.56 |
140.25 |
0.69 |
0.5% |
140.25 |
Range |
0.57 |
0.79 |
0.22 |
38.6% |
1.29 |
ATR |
0.52 |
0.54 |
0.02 |
4.1% |
0.00 |
Volume |
716,775 |
506,226 |
-210,549 |
-29.4% |
3,187,103 |
|
Daily Pivots for day following 10-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
142.44 |
142.13 |
140.68 |
|
R3 |
141.65 |
141.34 |
140.47 |
|
R2 |
140.86 |
140.86 |
140.39 |
|
R1 |
140.55 |
140.55 |
140.32 |
140.71 |
PP |
140.07 |
140.07 |
140.07 |
140.14 |
S1 |
139.76 |
139.76 |
140.18 |
139.92 |
S2 |
139.28 |
139.28 |
140.11 |
|
S3 |
138.49 |
138.97 |
140.03 |
|
S4 |
137.70 |
138.18 |
139.82 |
|
|
Weekly Pivots for week ending 10-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
143.77 |
143.30 |
140.96 |
|
R3 |
142.48 |
142.01 |
140.60 |
|
R2 |
141.19 |
141.19 |
140.49 |
|
R1 |
140.72 |
140.72 |
140.37 |
140.96 |
PP |
139.90 |
139.90 |
139.90 |
140.02 |
S1 |
139.43 |
139.43 |
140.13 |
139.67 |
S2 |
138.61 |
138.61 |
140.01 |
|
S3 |
137.32 |
138.14 |
139.90 |
|
S4 |
136.03 |
136.85 |
139.54 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
140.37 |
139.08 |
1.29 |
0.9% |
0.55 |
0.4% |
91% |
True |
False |
637,420 |
10 |
140.37 |
138.68 |
1.69 |
1.2% |
0.53 |
0.4% |
93% |
True |
False |
458,896 |
20 |
140.59 |
138.68 |
1.91 |
1.4% |
0.49 |
0.3% |
82% |
False |
False |
437,287 |
40 |
142.07 |
138.68 |
3.39 |
2.4% |
0.51 |
0.4% |
46% |
False |
False |
317,764 |
60 |
142.25 |
138.68 |
3.57 |
2.5% |
0.49 |
0.3% |
44% |
False |
False |
212,167 |
80 |
142.25 |
137.47 |
4.78 |
3.4% |
0.47 |
0.3% |
58% |
False |
False |
159,134 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
143.73 |
2.618 |
142.44 |
1.618 |
141.65 |
1.000 |
141.16 |
0.618 |
140.86 |
HIGH |
140.37 |
0.618 |
140.07 |
0.500 |
139.98 |
0.382 |
139.88 |
LOW |
139.58 |
0.618 |
139.09 |
1.000 |
138.79 |
1.618 |
138.30 |
2.618 |
137.51 |
4.250 |
136.22 |
|
|
Fisher Pivots for day following 10-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
140.16 |
140.11 |
PP |
140.07 |
139.96 |
S1 |
139.98 |
139.82 |
|