Euro Bund Future March 2014
Trading Metrics calculated at close of trading on 23-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2014 |
23-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
141.57 |
141.53 |
-0.04 |
0.0% |
140.34 |
High |
141.73 |
142.45 |
0.72 |
0.5% |
141.57 |
Low |
141.36 |
141.37 |
0.01 |
0.0% |
140.19 |
Close |
141.51 |
142.04 |
0.53 |
0.4% |
141.40 |
Range |
0.37 |
1.08 |
0.71 |
191.9% |
1.38 |
ATR |
0.51 |
0.56 |
0.04 |
7.8% |
0.00 |
Volume |
862,604 |
972,041 |
109,437 |
12.7% |
2,757,848 |
|
Daily Pivots for day following 23-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
145.19 |
144.70 |
142.63 |
|
R3 |
144.11 |
143.62 |
142.34 |
|
R2 |
143.03 |
143.03 |
142.24 |
|
R1 |
142.54 |
142.54 |
142.14 |
142.79 |
PP |
141.95 |
141.95 |
141.95 |
142.08 |
S1 |
141.46 |
141.46 |
141.94 |
141.71 |
S2 |
140.87 |
140.87 |
141.84 |
|
S3 |
139.79 |
140.38 |
141.74 |
|
S4 |
138.71 |
139.30 |
141.45 |
|
|
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 |
142.45 |
140.57 |
1.88 |
1.3% |
0.60 |
0.4% |
78% |
True |
False |
647,584 |
10 |
142.45 |
139.26 |
3.19 |
2.2% |
0.58 |
0.4% |
87% |
True |
False |
637,551 |
20 |
142.45 |
138.68 |
3.77 |
2.7% |
0.54 |
0.4% |
89% |
True |
False |
514,985 |
40 |
142.45 |
138.68 |
3.77 |
2.7% |
0.53 |
0.4% |
89% |
True |
False |
446,151 |
60 |
142.45 |
138.68 |
3.77 |
2.7% |
0.51 |
0.4% |
89% |
True |
False |
298,038 |
80 |
142.45 |
138.68 |
3.77 |
2.7% |
0.48 |
0.3% |
89% |
True |
False |
223,536 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
147.04 |
2.618 |
145.28 |
1.618 |
144.20 |
1.000 |
143.53 |
0.618 |
143.12 |
HIGH |
142.45 |
0.618 |
142.04 |
0.500 |
141.91 |
0.382 |
141.78 |
LOW |
141.37 |
0.618 |
140.70 |
1.000 |
140.29 |
1.618 |
139.62 |
2.618 |
138.54 |
4.250 |
136.78 |
|
|
Fisher Pivots for day following 23-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
142.00 |
141.99 |
PP |
141.95 |
141.93 |
S1 |
141.91 |
141.88 |
|