Euro Bund Future March 2014
Trading Metrics calculated at close of trading on 29-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2014 |
29-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
142.43 |
142.37 |
-0.06 |
0.0% |
141.47 |
High |
142.63 |
143.30 |
0.67 |
0.5% |
142.90 |
Low |
142.26 |
142.25 |
-0.01 |
0.0% |
141.30 |
Close |
142.46 |
142.90 |
0.44 |
0.3% |
142.66 |
Range |
0.37 |
1.05 |
0.68 |
183.8% |
1.60 |
ATR |
0.54 |
0.58 |
0.04 |
6.7% |
0.00 |
Volume |
1,012,577 |
962,826 |
-49,751 |
-4.9% |
2,950,718 |
|
Daily Pivots for day following 29-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
145.97 |
145.48 |
143.48 |
|
R3 |
144.92 |
144.43 |
143.19 |
|
R2 |
143.87 |
143.87 |
143.09 |
|
R1 |
143.38 |
143.38 |
143.00 |
143.63 |
PP |
142.82 |
142.82 |
142.82 |
142.94 |
S1 |
142.33 |
142.33 |
142.80 |
142.58 |
S2 |
141.77 |
141.77 |
142.71 |
|
S3 |
140.72 |
141.28 |
142.61 |
|
S4 |
139.67 |
140.23 |
142.32 |
|
|
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 |
143.30 |
141.37 |
1.93 |
1.4% |
0.70 |
0.5% |
79% |
True |
False |
839,191 |
10 |
143.30 |
140.38 |
2.92 |
2.0% |
0.58 |
0.4% |
86% |
True |
False |
713,531 |
20 |
143.30 |
138.68 |
4.62 |
3.2% |
0.55 |
0.4% |
91% |
True |
False |
625,655 |
40 |
143.30 |
138.68 |
4.62 |
3.2% |
0.54 |
0.4% |
91% |
True |
False |
524,893 |
60 |
143.30 |
138.68 |
4.62 |
3.2% |
0.53 |
0.4% |
91% |
True |
False |
351,513 |
80 |
143.30 |
138.68 |
4.62 |
3.2% |
0.49 |
0.3% |
91% |
True |
False |
263,831 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
147.76 |
2.618 |
146.05 |
1.618 |
145.00 |
1.000 |
144.35 |
0.618 |
143.95 |
HIGH |
143.30 |
0.618 |
142.90 |
0.500 |
142.78 |
0.382 |
142.65 |
LOW |
142.25 |
0.618 |
141.60 |
1.000 |
141.20 |
1.618 |
140.55 |
2.618 |
139.50 |
4.250 |
137.79 |
|
|
Fisher Pivots for day following 29-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
142.86 |
142.86 |
PP |
142.82 |
142.82 |
S1 |
142.78 |
142.78 |
|