Euro Bund Future March 2014
Trading Metrics calculated at close of trading on 24-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2014 |
24-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
141.53 |
142.33 |
0.80 |
0.6% |
141.47 |
High |
142.45 |
142.90 |
0.45 |
0.3% |
142.90 |
Low |
141.37 |
142.21 |
0.84 |
0.6% |
141.30 |
Close |
142.04 |
142.66 |
0.62 |
0.4% |
142.66 |
Range |
1.08 |
0.69 |
-0.39 |
-36.1% |
1.60 |
ATR |
0.56 |
0.58 |
0.02 |
3.9% |
0.00 |
Volume |
972,041 |
556,057 |
-415,984 |
-42.8% |
2,950,718 |
|
Daily Pivots for day following 24-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
144.66 |
144.35 |
143.04 |
|
R3 |
143.97 |
143.66 |
142.85 |
|
R2 |
143.28 |
143.28 |
142.79 |
|
R1 |
142.97 |
142.97 |
142.72 |
143.13 |
PP |
142.59 |
142.59 |
142.59 |
142.67 |
S1 |
142.28 |
142.28 |
142.60 |
142.44 |
S2 |
141.90 |
141.90 |
142.53 |
|
S3 |
141.21 |
141.59 |
142.47 |
|
S4 |
140.52 |
140.90 |
142.28 |
|
|
Weekly Pivots for week ending 24-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
147.09 |
146.47 |
143.54 |
|
R3 |
145.49 |
144.87 |
143.10 |
|
R2 |
143.89 |
143.89 |
142.95 |
|
R1 |
143.27 |
143.27 |
142.81 |
143.58 |
PP |
142.29 |
142.29 |
142.29 |
142.44 |
S1 |
141.67 |
141.67 |
142.51 |
141.98 |
S2 |
140.69 |
140.69 |
142.37 |
|
S3 |
139.09 |
140.07 |
142.22 |
|
S4 |
137.49 |
138.47 |
141.78 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
142.90 |
141.15 |
1.75 |
1.2% |
0.61 |
0.4% |
86% |
True |
False |
646,505 |
10 |
142.90 |
139.58 |
3.32 |
2.3% |
0.60 |
0.4% |
93% |
True |
False |
621,479 |
20 |
142.90 |
138.68 |
4.22 |
3.0% |
0.55 |
0.4% |
94% |
True |
False |
522,304 |
40 |
142.90 |
138.68 |
4.22 |
3.0% |
0.53 |
0.4% |
94% |
True |
False |
459,944 |
60 |
142.90 |
138.68 |
4.22 |
3.0% |
0.52 |
0.4% |
94% |
True |
False |
307,304 |
80 |
142.90 |
138.68 |
4.22 |
3.0% |
0.48 |
0.3% |
94% |
True |
False |
230,487 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
145.83 |
2.618 |
144.71 |
1.618 |
144.02 |
1.000 |
143.59 |
0.618 |
143.33 |
HIGH |
142.90 |
0.618 |
142.64 |
0.500 |
142.56 |
0.382 |
142.47 |
LOW |
142.21 |
0.618 |
141.78 |
1.000 |
141.52 |
1.618 |
141.09 |
2.618 |
140.40 |
4.250 |
139.28 |
|
|
Fisher Pivots for day following 24-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
142.63 |
142.48 |
PP |
142.59 |
142.31 |
S1 |
142.56 |
142.13 |
|