Euro Bund Future March 2014
Trading Metrics calculated at close of trading on 05-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2014 |
05-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
144.12 |
143.96 |
-0.16 |
-0.1% |
142.63 |
High |
144.23 |
144.57 |
0.34 |
0.2% |
144.04 |
Low |
143.85 |
143.88 |
0.03 |
0.0% |
142.25 |
Close |
143.98 |
144.07 |
0.09 |
0.1% |
143.88 |
Range |
0.38 |
0.69 |
0.31 |
81.6% |
1.79 |
ATR |
0.59 |
0.59 |
0.01 |
1.3% |
0.00 |
Volume |
926,483 |
967,339 |
40,856 |
4.4% |
4,500,271 |
|
Daily Pivots for day following 05-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
146.24 |
145.85 |
144.45 |
|
R3 |
145.55 |
145.16 |
144.26 |
|
R2 |
144.86 |
144.86 |
144.20 |
|
R1 |
144.47 |
144.47 |
144.13 |
144.67 |
PP |
144.17 |
144.17 |
144.17 |
144.27 |
S1 |
143.78 |
143.78 |
144.01 |
143.98 |
S2 |
143.48 |
143.48 |
143.94 |
|
S3 |
142.79 |
143.09 |
143.88 |
|
S4 |
142.10 |
142.40 |
143.69 |
|
|
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 |
144.57 |
142.93 |
1.64 |
1.1% |
0.59 |
0.4% |
70% |
True |
False |
876,674 |
10 |
144.57 |
141.37 |
3.20 |
2.2% |
0.65 |
0.4% |
84% |
True |
False |
857,932 |
20 |
144.57 |
139.26 |
5.31 |
3.7% |
0.58 |
0.4% |
91% |
True |
False |
736,610 |
40 |
144.57 |
138.68 |
5.89 |
4.1% |
0.55 |
0.4% |
92% |
True |
False |
589,256 |
60 |
144.57 |
138.68 |
5.89 |
4.1% |
0.54 |
0.4% |
92% |
True |
False |
424,526 |
80 |
144.57 |
138.68 |
5.89 |
4.1% |
0.50 |
0.3% |
92% |
True |
False |
318,623 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
147.50 |
2.618 |
146.38 |
1.618 |
145.69 |
1.000 |
145.26 |
0.618 |
145.00 |
HIGH |
144.57 |
0.618 |
144.31 |
0.500 |
144.23 |
0.382 |
144.14 |
LOW |
143.88 |
0.618 |
143.45 |
1.000 |
143.19 |
1.618 |
142.76 |
2.618 |
142.07 |
4.250 |
140.95 |
|
|
Fisher Pivots for day following 05-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
144.23 |
144.08 |
PP |
144.17 |
144.08 |
S1 |
144.12 |
144.07 |
|