Euro Bund Future March 2014
| Trading Metrics calculated at close of trading on 15-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2014 |
15-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
140.77 |
140.55 |
-0.22 |
-0.2% |
139.08 |
| High |
140.83 |
140.80 |
-0.03 |
0.0% |
140.37 |
| Low |
140.50 |
140.38 |
-0.12 |
-0.1% |
139.08 |
| Close |
140.68 |
140.54 |
-0.14 |
-0.1% |
140.25 |
| Range |
0.33 |
0.42 |
0.09 |
27.3% |
1.29 |
| ATR |
0.53 |
0.53 |
-0.01 |
-1.5% |
0.00 |
| Volume |
650,069 |
673,474 |
23,405 |
3.6% |
3,187,103 |
|
| Daily Pivots for day following 15-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
141.83 |
141.61 |
140.77 |
|
| R3 |
141.41 |
141.19 |
140.66 |
|
| R2 |
140.99 |
140.99 |
140.62 |
|
| R1 |
140.77 |
140.77 |
140.58 |
140.67 |
| PP |
140.57 |
140.57 |
140.57 |
140.53 |
| S1 |
140.35 |
140.35 |
140.50 |
140.25 |
| S2 |
140.15 |
140.15 |
140.46 |
|
| S3 |
139.73 |
139.93 |
140.42 |
|
| S4 |
139.31 |
139.51 |
140.31 |
|
|
| 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% |
0.56 |
0.4% |
78% |
False |
False |
627,517 |
| 10 |
140.90 |
138.68 |
2.22 |
1.6% |
0.51 |
0.4% |
84% |
False |
False |
575,538 |
| 20 |
140.90 |
138.68 |
2.22 |
1.6% |
0.51 |
0.4% |
84% |
False |
False |
463,370 |
| 40 |
142.07 |
138.68 |
3.39 |
2.4% |
0.51 |
0.4% |
55% |
False |
False |
365,527 |
| 60 |
142.25 |
138.68 |
3.57 |
2.5% |
0.50 |
0.4% |
52% |
False |
False |
244,076 |
| 80 |
142.25 |
138.06 |
4.19 |
3.0% |
0.46 |
0.3% |
59% |
False |
False |
183,066 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
142.59 |
|
2.618 |
141.90 |
|
1.618 |
141.48 |
|
1.000 |
141.22 |
|
0.618 |
141.06 |
|
HIGH |
140.80 |
|
0.618 |
140.64 |
|
0.500 |
140.59 |
|
0.382 |
140.54 |
|
LOW |
140.38 |
|
0.618 |
140.12 |
|
1.000 |
139.96 |
|
1.618 |
139.70 |
|
2.618 |
139.28 |
|
4.250 |
138.60 |
|
|
| Fisher Pivots for day following 15-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
140.59 |
140.55 |
| PP |
140.57 |
140.54 |
| S1 |
140.56 |
140.54 |
|