Euro Bund Future March 2014
Trading Metrics calculated at close of trading on 30-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2014 |
30-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
142.37 |
143.09 |
0.72 |
0.5% |
141.47 |
High |
143.30 |
143.42 |
0.12 |
0.1% |
142.90 |
Low |
142.25 |
142.93 |
0.68 |
0.5% |
141.30 |
Close |
142.90 |
143.23 |
0.33 |
0.2% |
142.66 |
Range |
1.05 |
0.49 |
-0.56 |
-53.3% |
1.60 |
ATR |
0.58 |
0.58 |
0.00 |
-0.7% |
0.00 |
Volume |
962,826 |
1,083,728 |
120,902 |
12.6% |
2,950,718 |
|
Daily Pivots for day following 30-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
144.66 |
144.44 |
143.50 |
|
R3 |
144.17 |
143.95 |
143.36 |
|
R2 |
143.68 |
143.68 |
143.32 |
|
R1 |
143.46 |
143.46 |
143.27 |
143.57 |
PP |
143.19 |
143.19 |
143.19 |
143.25 |
S1 |
142.97 |
142.97 |
143.19 |
143.08 |
S2 |
142.70 |
142.70 |
143.14 |
|
S3 |
142.21 |
142.48 |
143.10 |
|
S4 |
141.72 |
141.99 |
142.96 |
|
|
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 |
143.42 |
142.21 |
1.21 |
0.8% |
0.58 |
0.4% |
84% |
True |
False |
861,528 |
10 |
143.42 |
140.57 |
2.85 |
2.0% |
0.59 |
0.4% |
93% |
True |
False |
754,556 |
20 |
143.42 |
138.68 |
4.74 |
3.3% |
0.55 |
0.4% |
96% |
True |
False |
665,047 |
40 |
143.42 |
138.68 |
4.74 |
3.3% |
0.54 |
0.4% |
96% |
True |
False |
550,902 |
60 |
143.42 |
138.68 |
4.74 |
3.3% |
0.53 |
0.4% |
96% |
True |
False |
369,574 |
80 |
143.42 |
138.68 |
4.74 |
3.3% |
0.49 |
0.3% |
96% |
True |
False |
277,378 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
145.50 |
2.618 |
144.70 |
1.618 |
144.21 |
1.000 |
143.91 |
0.618 |
143.72 |
HIGH |
143.42 |
0.618 |
143.23 |
0.500 |
143.18 |
0.382 |
143.12 |
LOW |
142.93 |
0.618 |
142.63 |
1.000 |
142.44 |
1.618 |
142.14 |
2.618 |
141.65 |
4.250 |
140.85 |
|
|
Fisher Pivots for day following 30-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
143.21 |
143.10 |
PP |
143.19 |
142.97 |
S1 |
143.18 |
142.84 |
|