Euro Bund Future March 2014
| Trading Metrics calculated at close of trading on 16-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2014 |
16-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
140.55 |
140.59 |
0.04 |
0.0% |
139.08 |
| High |
140.80 |
141.23 |
0.43 |
0.3% |
140.37 |
| Low |
140.38 |
140.57 |
0.19 |
0.1% |
139.08 |
| Close |
140.54 |
141.16 |
0.62 |
0.4% |
140.25 |
| Range |
0.42 |
0.66 |
0.24 |
57.1% |
1.29 |
| ATR |
0.53 |
0.54 |
0.01 |
2.2% |
0.00 |
| Volume |
673,474 |
561,453 |
-112,021 |
-16.6% |
3,187,103 |
|
| Daily Pivots for day following 16-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
142.97 |
142.72 |
141.52 |
|
| R3 |
142.31 |
142.06 |
141.34 |
|
| R2 |
141.65 |
141.65 |
141.28 |
|
| R1 |
141.40 |
141.40 |
141.22 |
141.53 |
| PP |
140.99 |
140.99 |
140.99 |
141.05 |
| S1 |
140.74 |
140.74 |
141.10 |
140.87 |
| S2 |
140.33 |
140.33 |
141.04 |
|
| S3 |
139.67 |
140.08 |
140.98 |
|
| S4 |
139.01 |
139.42 |
140.80 |
|
|
| 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 |
141.23 |
139.58 |
1.65 |
1.2% |
0.58 |
0.4% |
96% |
True |
False |
596,452 |
| 10 |
141.23 |
138.94 |
2.29 |
1.6% |
0.52 |
0.4% |
97% |
True |
False |
604,752 |
| 20 |
141.23 |
138.68 |
2.55 |
1.8% |
0.52 |
0.4% |
97% |
True |
False |
472,032 |
| 40 |
142.07 |
138.68 |
3.39 |
2.4% |
0.52 |
0.4% |
73% |
False |
False |
379,536 |
| 60 |
142.25 |
138.68 |
3.57 |
2.5% |
0.50 |
0.4% |
69% |
False |
False |
253,433 |
| 80 |
142.25 |
138.06 |
4.19 |
3.0% |
0.46 |
0.3% |
74% |
False |
False |
190,084 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
144.04 |
|
2.618 |
142.96 |
|
1.618 |
142.30 |
|
1.000 |
141.89 |
|
0.618 |
141.64 |
|
HIGH |
141.23 |
|
0.618 |
140.98 |
|
0.500 |
140.90 |
|
0.382 |
140.82 |
|
LOW |
140.57 |
|
0.618 |
140.16 |
|
1.000 |
139.91 |
|
1.618 |
139.50 |
|
2.618 |
138.84 |
|
4.250 |
137.77 |
|
|
| Fisher Pivots for day following 16-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
141.07 |
141.04 |
| PP |
140.99 |
140.92 |
| S1 |
140.90 |
140.81 |
|