Euro Bund Future March 2014
Trading Metrics calculated at close of trading on 04-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2014 |
04-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
143.99 |
144.12 |
0.13 |
0.1% |
142.63 |
High |
144.32 |
144.23 |
-0.09 |
-0.1% |
144.04 |
Low |
143.59 |
143.85 |
0.26 |
0.2% |
142.25 |
Close |
144.02 |
143.98 |
-0.04 |
0.0% |
143.88 |
Range |
0.73 |
0.38 |
-0.35 |
-47.9% |
1.79 |
ATR |
0.60 |
0.59 |
-0.02 |
-2.6% |
0.00 |
Volume |
657,134 |
926,483 |
269,349 |
41.0% |
4,500,271 |
|
Daily Pivots for day following 04-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
145.16 |
144.95 |
144.19 |
|
R3 |
144.78 |
144.57 |
144.08 |
|
R2 |
144.40 |
144.40 |
144.05 |
|
R1 |
144.19 |
144.19 |
144.01 |
144.11 |
PP |
144.02 |
144.02 |
144.02 |
143.98 |
S1 |
143.81 |
143.81 |
143.95 |
143.73 |
S2 |
143.64 |
143.64 |
143.91 |
|
S3 |
143.26 |
143.43 |
143.88 |
|
S4 |
142.88 |
143.05 |
143.77 |
|
|
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% |
0.67 |
0.5% |
84% |
False |
False |
875,771 |
10 |
144.32 |
141.36 |
2.96 |
2.1% |
0.61 |
0.4% |
89% |
False |
False |
847,459 |
20 |
144.32 |
139.26 |
5.06 |
3.5% |
0.57 |
0.4% |
93% |
False |
False |
724,056 |
40 |
144.32 |
138.68 |
5.64 |
3.9% |
0.55 |
0.4% |
94% |
False |
False |
585,907 |
60 |
144.32 |
138.68 |
5.64 |
3.9% |
0.54 |
0.4% |
94% |
False |
False |
408,415 |
80 |
144.32 |
138.68 |
5.64 |
3.9% |
0.50 |
0.3% |
94% |
False |
False |
306,531 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
145.85 |
2.618 |
145.22 |
1.618 |
144.84 |
1.000 |
144.61 |
0.618 |
144.46 |
HIGH |
144.23 |
0.618 |
144.08 |
0.500 |
144.04 |
0.382 |
144.00 |
LOW |
143.85 |
0.618 |
143.62 |
1.000 |
143.47 |
1.618 |
143.24 |
2.618 |
142.86 |
4.250 |
142.24 |
|
|
Fisher Pivots for day following 04-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
144.04 |
143.93 |
PP |
144.02 |
143.89 |
S1 |
144.00 |
143.84 |
|