Euro Bund Future March 2014
Trading Metrics calculated at close of trading on 17-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2014 |
17-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
140.59 |
141.16 |
0.57 |
0.4% |
140.34 |
High |
141.23 |
141.57 |
0.34 |
0.2% |
141.57 |
Low |
140.57 |
141.15 |
0.58 |
0.4% |
140.19 |
Close |
141.16 |
141.40 |
0.24 |
0.2% |
141.40 |
Range |
0.66 |
0.42 |
-0.24 |
-36.4% |
1.38 |
ATR |
0.54 |
0.53 |
-0.01 |
-1.6% |
0.00 |
Volume |
561,453 |
281,810 |
-279,643 |
-49.8% |
2,757,848 |
|
Daily Pivots for day following 17-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
142.63 |
142.44 |
141.63 |
|
R3 |
142.21 |
142.02 |
141.52 |
|
R2 |
141.79 |
141.79 |
141.48 |
|
R1 |
141.60 |
141.60 |
141.44 |
141.70 |
PP |
141.37 |
141.37 |
141.37 |
141.42 |
S1 |
141.18 |
141.18 |
141.36 |
141.28 |
S2 |
140.95 |
140.95 |
141.32 |
|
S3 |
140.53 |
140.76 |
141.28 |
|
S4 |
140.11 |
140.34 |
141.17 |
|
|
Weekly Pivots for week ending 17-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
145.19 |
144.68 |
142.16 |
|
R3 |
143.81 |
143.30 |
141.78 |
|
R2 |
142.43 |
142.43 |
141.65 |
|
R1 |
141.92 |
141.92 |
141.53 |
142.18 |
PP |
141.05 |
141.05 |
141.05 |
141.18 |
S1 |
140.54 |
140.54 |
141.27 |
140.80 |
S2 |
139.67 |
139.67 |
141.15 |
|
S3 |
138.29 |
139.16 |
141.02 |
|
S4 |
136.91 |
137.78 |
140.64 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
141.57 |
140.19 |
1.38 |
1.0% |
0.51 |
0.4% |
88% |
True |
False |
551,569 |
10 |
141.57 |
139.08 |
2.49 |
1.8% |
0.53 |
0.4% |
93% |
True |
False |
594,495 |
20 |
141.57 |
138.68 |
2.89 |
2.0% |
0.52 |
0.4% |
94% |
True |
False |
466,752 |
40 |
142.07 |
138.68 |
3.39 |
2.4% |
0.52 |
0.4% |
80% |
False |
False |
386,530 |
60 |
142.25 |
138.68 |
3.57 |
2.5% |
0.50 |
0.4% |
76% |
False |
False |
258,129 |
80 |
142.25 |
138.50 |
3.75 |
2.7% |
0.47 |
0.3% |
77% |
False |
False |
193,607 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
143.36 |
2.618 |
142.67 |
1.618 |
142.25 |
1.000 |
141.99 |
0.618 |
141.83 |
HIGH |
141.57 |
0.618 |
141.41 |
0.500 |
141.36 |
0.382 |
141.31 |
LOW |
141.15 |
0.618 |
140.89 |
1.000 |
140.73 |
1.618 |
140.47 |
2.618 |
140.05 |
4.250 |
139.37 |
|
|
Fisher Pivots for day following 17-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
141.39 |
141.26 |
PP |
141.37 |
141.12 |
S1 |
141.36 |
140.98 |
|