Euro Bund Future March 2014
Trading Metrics calculated at close of trading on 03-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2014 |
03-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
143.43 |
143.99 |
0.56 |
0.4% |
142.63 |
High |
144.04 |
144.32 |
0.28 |
0.2% |
144.04 |
Low |
143.36 |
143.59 |
0.23 |
0.2% |
142.25 |
Close |
143.88 |
144.02 |
0.14 |
0.1% |
143.88 |
Range |
0.68 |
0.73 |
0.05 |
7.4% |
1.79 |
ATR |
0.59 |
0.60 |
0.01 |
1.7% |
0.00 |
Volume |
748,686 |
657,134 |
-91,552 |
-12.2% |
4,500,271 |
|
Daily Pivots for day following 03-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
146.17 |
145.82 |
144.42 |
|
R3 |
145.44 |
145.09 |
144.22 |
|
R2 |
144.71 |
144.71 |
144.15 |
|
R1 |
144.36 |
144.36 |
144.09 |
144.54 |
PP |
143.98 |
143.98 |
143.98 |
144.06 |
S1 |
143.63 |
143.63 |
143.95 |
143.81 |
S2 |
143.25 |
143.25 |
143.89 |
|
S3 |
142.52 |
142.90 |
143.82 |
|
S4 |
141.79 |
142.17 |
143.62 |
|
|
Weekly Pivots for week ending 31-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
148.76 |
148.11 |
144.86 |
|
R3 |
146.97 |
146.32 |
144.37 |
|
R2 |
145.18 |
145.18 |
144.21 |
|
R1 |
144.53 |
144.53 |
144.04 |
144.86 |
PP |
143.39 |
143.39 |
143.39 |
143.55 |
S1 |
142.74 |
142.74 |
143.72 |
143.07 |
S2 |
141.60 |
141.60 |
143.55 |
|
S3 |
139.81 |
140.95 |
143.39 |
|
S4 |
138.02 |
139.16 |
142.90 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
144.32 |
142.25 |
2.07 |
1.4% |
0.66 |
0.5% |
86% |
True |
False |
892,990 |
10 |
144.32 |
141.30 |
3.02 |
2.1% |
0.62 |
0.4% |
90% |
True |
False |
810,812 |
20 |
144.32 |
139.08 |
5.24 |
3.6% |
0.58 |
0.4% |
94% |
True |
False |
702,653 |
40 |
144.32 |
138.68 |
5.64 |
3.9% |
0.55 |
0.4% |
95% |
True |
False |
576,381 |
60 |
144.32 |
138.68 |
5.64 |
3.9% |
0.54 |
0.4% |
95% |
True |
False |
392,977 |
80 |
144.32 |
138.68 |
5.64 |
3.9% |
0.49 |
0.3% |
95% |
True |
False |
294,950 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
147.42 |
2.618 |
146.23 |
1.618 |
145.50 |
1.000 |
145.05 |
0.618 |
144.77 |
HIGH |
144.32 |
0.618 |
144.04 |
0.500 |
143.96 |
0.382 |
143.87 |
LOW |
143.59 |
0.618 |
143.14 |
1.000 |
142.86 |
1.618 |
142.41 |
2.618 |
141.68 |
4.250 |
140.49 |
|
|
Fisher Pivots for day following 03-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
144.00 |
143.89 |
PP |
143.98 |
143.76 |
S1 |
143.96 |
143.63 |
|