Euro Bund Future March 2014
Trading Metrics calculated at close of trading on 13-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2014 |
13-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
139.62 |
140.34 |
0.72 |
0.5% |
139.08 |
High |
140.37 |
140.90 |
0.53 |
0.4% |
140.37 |
Low |
139.58 |
140.19 |
0.61 |
0.4% |
139.08 |
Close |
140.25 |
140.65 |
0.40 |
0.3% |
140.25 |
Range |
0.79 |
0.71 |
-0.08 |
-10.1% |
1.29 |
ATR |
0.54 |
0.55 |
0.01 |
2.3% |
0.00 |
Volume |
506,226 |
591,042 |
84,816 |
16.8% |
3,187,103 |
|
Daily Pivots for day following 13-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
142.71 |
142.39 |
141.04 |
|
R3 |
142.00 |
141.68 |
140.85 |
|
R2 |
141.29 |
141.29 |
140.78 |
|
R1 |
140.97 |
140.97 |
140.72 |
141.13 |
PP |
140.58 |
140.58 |
140.58 |
140.66 |
S1 |
140.26 |
140.26 |
140.58 |
140.42 |
S2 |
139.87 |
139.87 |
140.52 |
|
S3 |
139.16 |
139.55 |
140.45 |
|
S4 |
138.45 |
138.84 |
140.26 |
|
|
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 |
140.90 |
139.26 |
1.64 |
1.2% |
0.58 |
0.4% |
85% |
True |
False |
655,942 |
10 |
140.90 |
138.68 |
2.22 |
1.6% |
0.57 |
0.4% |
89% |
True |
False |
496,308 |
20 |
140.90 |
138.68 |
2.22 |
1.6% |
0.51 |
0.4% |
89% |
True |
False |
444,253 |
40 |
142.07 |
138.68 |
3.39 |
2.4% |
0.52 |
0.4% |
58% |
False |
False |
332,527 |
60 |
142.25 |
138.68 |
3.57 |
2.5% |
0.50 |
0.4% |
55% |
False |
False |
222,017 |
80 |
142.25 |
137.47 |
4.78 |
3.4% |
0.47 |
0.3% |
67% |
False |
False |
166,522 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
143.92 |
2.618 |
142.76 |
1.618 |
142.05 |
1.000 |
141.61 |
0.618 |
141.34 |
HIGH |
140.90 |
0.618 |
140.63 |
0.500 |
140.55 |
0.382 |
140.46 |
LOW |
140.19 |
0.618 |
139.75 |
1.000 |
139.48 |
1.618 |
139.04 |
2.618 |
138.33 |
4.250 |
137.17 |
|
|
Fisher Pivots for day following 13-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
140.62 |
140.46 |
PP |
140.58 |
140.27 |
S1 |
140.55 |
140.08 |
|