Euro Bund Future March 2014
Trading Metrics calculated at close of trading on 22-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2014 |
22-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
141.47 |
141.57 |
0.10 |
0.1% |
140.34 |
High |
141.78 |
141.73 |
-0.05 |
0.0% |
141.57 |
Low |
141.30 |
141.36 |
0.06 |
0.0% |
140.19 |
Close |
141.65 |
141.51 |
-0.14 |
-0.1% |
141.40 |
Range |
0.48 |
0.37 |
-0.11 |
-22.9% |
1.38 |
ATR |
0.53 |
0.51 |
-0.01 |
-2.1% |
0.00 |
Volume |
560,016 |
862,604 |
302,588 |
54.0% |
2,757,848 |
|
Daily Pivots for day following 22-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
142.64 |
142.45 |
141.71 |
|
R3 |
142.27 |
142.08 |
141.61 |
|
R2 |
141.90 |
141.90 |
141.58 |
|
R1 |
141.71 |
141.71 |
141.54 |
141.62 |
PP |
141.53 |
141.53 |
141.53 |
141.49 |
S1 |
141.34 |
141.34 |
141.48 |
141.25 |
S2 |
141.16 |
141.16 |
141.44 |
|
S3 |
140.79 |
140.97 |
141.41 |
|
S4 |
140.42 |
140.60 |
141.31 |
|
|
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% |
0.47 |
0.3% |
81% |
False |
False |
587,871 |
10 |
141.78 |
139.26 |
2.52 |
1.8% |
0.52 |
0.4% |
89% |
False |
False |
615,288 |
20 |
141.78 |
138.68 |
3.10 |
2.2% |
0.53 |
0.4% |
91% |
False |
False |
495,658 |
40 |
142.06 |
138.68 |
3.38 |
2.4% |
0.52 |
0.4% |
84% |
False |
False |
421,956 |
60 |
142.25 |
138.68 |
3.57 |
2.5% |
0.50 |
0.4% |
79% |
False |
False |
281,838 |
80 |
142.25 |
138.68 |
3.57 |
2.5% |
0.47 |
0.3% |
79% |
False |
False |
211,389 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
143.30 |
2.618 |
142.70 |
1.618 |
142.33 |
1.000 |
142.10 |
0.618 |
141.96 |
HIGH |
141.73 |
0.618 |
141.59 |
0.500 |
141.55 |
0.382 |
141.50 |
LOW |
141.36 |
0.618 |
141.13 |
1.000 |
140.99 |
1.618 |
140.76 |
2.618 |
140.39 |
4.250 |
139.79 |
|
|
Fisher Pivots for day following 22-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
141.55 |
141.50 |
PP |
141.53 |
141.48 |
S1 |
141.52 |
141.47 |
|