Euro Bund Future March 2014
Trading Metrics calculated at close of trading on 21-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2014 |
21-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
141.16 |
141.47 |
0.31 |
0.2% |
140.34 |
High |
141.57 |
141.78 |
0.21 |
0.1% |
141.57 |
Low |
141.15 |
141.30 |
0.15 |
0.1% |
140.19 |
Close |
141.40 |
141.65 |
0.25 |
0.2% |
141.40 |
Range |
0.42 |
0.48 |
0.06 |
14.3% |
1.38 |
ATR |
0.53 |
0.53 |
0.00 |
-0.7% |
0.00 |
Volume |
281,810 |
560,016 |
278,206 |
98.7% |
2,757,848 |
|
Daily Pivots for day following 21-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
143.02 |
142.81 |
141.91 |
|
R3 |
142.54 |
142.33 |
141.78 |
|
R2 |
142.06 |
142.06 |
141.74 |
|
R1 |
141.85 |
141.85 |
141.69 |
141.96 |
PP |
141.58 |
141.58 |
141.58 |
141.63 |
S1 |
141.37 |
141.37 |
141.61 |
141.48 |
S2 |
141.10 |
141.10 |
141.56 |
|
S3 |
140.62 |
140.89 |
141.52 |
|
S4 |
140.14 |
140.41 |
141.39 |
|
|
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 |
141.78 |
140.38 |
1.40 |
1.0% |
0.46 |
0.3% |
91% |
True |
False |
545,364 |
10 |
141.78 |
139.26 |
2.52 |
1.8% |
0.52 |
0.4% |
95% |
True |
False |
600,653 |
20 |
141.78 |
138.68 |
3.10 |
2.2% |
0.52 |
0.4% |
96% |
True |
False |
476,668 |
40 |
142.06 |
138.68 |
3.38 |
2.4% |
0.52 |
0.4% |
88% |
False |
False |
400,488 |
60 |
142.25 |
138.68 |
3.57 |
2.5% |
0.51 |
0.4% |
83% |
False |
False |
267,463 |
80 |
142.25 |
138.50 |
3.75 |
2.6% |
0.47 |
0.3% |
84% |
False |
False |
200,607 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
143.82 |
2.618 |
143.04 |
1.618 |
142.56 |
1.000 |
142.26 |
0.618 |
142.08 |
HIGH |
141.78 |
0.618 |
141.60 |
0.500 |
141.54 |
0.382 |
141.48 |
LOW |
141.30 |
0.618 |
141.00 |
1.000 |
140.82 |
1.618 |
140.52 |
2.618 |
140.04 |
4.250 |
139.26 |
|
|
Fisher Pivots for day following 21-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
141.61 |
141.49 |
PP |
141.58 |
141.33 |
S1 |
141.54 |
141.18 |
|