Euro Bund Future March 2014
Trading Metrics calculated at close of trading on 27-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2014 |
27-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
142.33 |
142.63 |
0.30 |
0.2% |
141.47 |
High |
142.90 |
142.69 |
-0.21 |
-0.1% |
142.90 |
Low |
142.21 |
142.40 |
0.19 |
0.1% |
141.30 |
Close |
142.66 |
142.55 |
-0.11 |
-0.1% |
142.66 |
Range |
0.69 |
0.29 |
-0.40 |
-58.0% |
1.60 |
ATR |
0.58 |
0.56 |
-0.02 |
-3.6% |
0.00 |
Volume |
556,057 |
692,454 |
136,397 |
24.5% |
2,950,718 |
|
Daily Pivots for day following 27-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
143.42 |
143.27 |
142.71 |
|
R3 |
143.13 |
142.98 |
142.63 |
|
R2 |
142.84 |
142.84 |
142.60 |
|
R1 |
142.69 |
142.69 |
142.58 |
142.62 |
PP |
142.55 |
142.55 |
142.55 |
142.51 |
S1 |
142.40 |
142.40 |
142.52 |
142.33 |
S2 |
142.26 |
142.26 |
142.50 |
|
S3 |
141.97 |
142.11 |
142.47 |
|
S4 |
141.68 |
141.82 |
142.39 |
|
|
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 |
141.30 |
1.60 |
1.1% |
0.58 |
0.4% |
78% |
False |
False |
728,634 |
10 |
142.90 |
140.19 |
2.71 |
1.9% |
0.55 |
0.4% |
87% |
False |
False |
640,102 |
20 |
142.90 |
138.68 |
4.22 |
3.0% |
0.54 |
0.4% |
92% |
False |
False |
549,499 |
40 |
142.90 |
138.68 |
4.22 |
3.0% |
0.53 |
0.4% |
92% |
False |
False |
477,235 |
60 |
142.90 |
138.68 |
4.22 |
3.0% |
0.52 |
0.4% |
92% |
False |
False |
318,844 |
80 |
142.90 |
138.68 |
4.22 |
3.0% |
0.48 |
0.3% |
92% |
False |
False |
239,140 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
143.92 |
2.618 |
143.45 |
1.618 |
143.16 |
1.000 |
142.98 |
0.618 |
142.87 |
HIGH |
142.69 |
0.618 |
142.58 |
0.500 |
142.55 |
0.382 |
142.51 |
LOW |
142.40 |
0.618 |
142.22 |
1.000 |
142.11 |
1.618 |
141.93 |
2.618 |
141.64 |
4.250 |
141.17 |
|
|
Fisher Pivots for day following 27-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
142.55 |
142.41 |
PP |
142.55 |
142.27 |
S1 |
142.55 |
142.14 |
|