Euro Bund Future March 2014
Trading Metrics calculated at close of trading on 28-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2014 |
28-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
142.63 |
142.43 |
-0.20 |
-0.1% |
141.47 |
High |
142.69 |
142.63 |
-0.06 |
0.0% |
142.90 |
Low |
142.40 |
142.26 |
-0.14 |
-0.1% |
141.30 |
Close |
142.55 |
142.46 |
-0.09 |
-0.1% |
142.66 |
Range |
0.29 |
0.37 |
0.08 |
27.6% |
1.60 |
ATR |
0.56 |
0.54 |
-0.01 |
-2.4% |
0.00 |
Volume |
692,454 |
1,012,577 |
320,123 |
46.2% |
2,950,718 |
|
Daily Pivots for day following 28-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
143.56 |
143.38 |
142.66 |
|
R3 |
143.19 |
143.01 |
142.56 |
|
R2 |
142.82 |
142.82 |
142.53 |
|
R1 |
142.64 |
142.64 |
142.49 |
142.73 |
PP |
142.45 |
142.45 |
142.45 |
142.50 |
S1 |
142.27 |
142.27 |
142.43 |
142.36 |
S2 |
142.08 |
142.08 |
142.39 |
|
S3 |
141.71 |
141.90 |
142.36 |
|
S4 |
141.34 |
141.53 |
142.26 |
|
|
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 |
141.36 |
1.54 |
1.1% |
0.56 |
0.4% |
71% |
False |
False |
819,146 |
10 |
142.90 |
140.38 |
2.52 |
1.8% |
0.51 |
0.4% |
83% |
False |
False |
682,255 |
20 |
142.90 |
138.68 |
4.22 |
3.0% |
0.54 |
0.4% |
90% |
False |
False |
589,281 |
40 |
142.90 |
138.68 |
4.22 |
3.0% |
0.52 |
0.4% |
90% |
False |
False |
501,620 |
60 |
142.90 |
138.68 |
4.22 |
3.0% |
0.52 |
0.4% |
90% |
False |
False |
335,467 |
80 |
142.90 |
138.68 |
4.22 |
3.0% |
0.48 |
0.3% |
90% |
False |
False |
251,796 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
144.20 |
2.618 |
143.60 |
1.618 |
143.23 |
1.000 |
143.00 |
0.618 |
142.86 |
HIGH |
142.63 |
0.618 |
142.49 |
0.500 |
142.45 |
0.382 |
142.40 |
LOW |
142.26 |
0.618 |
142.03 |
1.000 |
141.89 |
1.618 |
141.66 |
2.618 |
141.29 |
4.250 |
140.69 |
|
|
Fisher Pivots for day following 28-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
142.46 |
142.56 |
PP |
142.45 |
142.52 |
S1 |
142.45 |
142.49 |
|