Euro Bund Future March 2014
Trading Metrics calculated at close of trading on 06-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2014 |
06-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
143.96 |
144.02 |
0.06 |
0.0% |
142.63 |
High |
144.57 |
144.06 |
-0.51 |
-0.4% |
144.04 |
Low |
143.88 |
143.27 |
-0.61 |
-0.4% |
142.25 |
Close |
144.07 |
143.33 |
-0.74 |
-0.5% |
143.88 |
Range |
0.69 |
0.79 |
0.10 |
14.5% |
1.79 |
ATR |
0.59 |
0.61 |
0.01 |
2.5% |
0.00 |
Volume |
967,339 |
940,765 |
-26,574 |
-2.7% |
4,500,271 |
|
Daily Pivots for day following 06-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
145.92 |
145.42 |
143.76 |
|
R3 |
145.13 |
144.63 |
143.55 |
|
R2 |
144.34 |
144.34 |
143.47 |
|
R1 |
143.84 |
143.84 |
143.40 |
143.70 |
PP |
143.55 |
143.55 |
143.55 |
143.48 |
S1 |
143.05 |
143.05 |
143.26 |
142.91 |
S2 |
142.76 |
142.76 |
143.19 |
|
S3 |
141.97 |
142.26 |
143.11 |
|
S4 |
141.18 |
141.47 |
142.90 |
|
|
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 |
143.27 |
1.30 |
0.9% |
0.65 |
0.5% |
5% |
False |
True |
848,081 |
10 |
144.57 |
142.21 |
2.36 |
1.6% |
0.62 |
0.4% |
47% |
False |
False |
854,804 |
20 |
144.57 |
139.26 |
5.31 |
3.7% |
0.60 |
0.4% |
77% |
False |
False |
746,177 |
40 |
144.57 |
138.68 |
5.89 |
4.1% |
0.55 |
0.4% |
79% |
False |
False |
589,471 |
60 |
144.57 |
138.68 |
5.89 |
4.1% |
0.55 |
0.4% |
79% |
False |
False |
440,199 |
80 |
144.57 |
138.68 |
5.89 |
4.1% |
0.51 |
0.4% |
79% |
False |
False |
330,382 |
100 |
144.57 |
137.25 |
7.32 |
5.1% |
0.49 |
0.3% |
83% |
False |
False |
264,313 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
147.42 |
2.618 |
146.13 |
1.618 |
145.34 |
1.000 |
144.85 |
0.618 |
144.55 |
HIGH |
144.06 |
0.618 |
143.76 |
0.500 |
143.67 |
0.382 |
143.57 |
LOW |
143.27 |
0.618 |
142.78 |
1.000 |
142.48 |
1.618 |
141.99 |
2.618 |
141.20 |
4.250 |
139.91 |
|
|
Fisher Pivots for day following 06-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
143.67 |
143.92 |
PP |
143.55 |
143.72 |
S1 |
143.44 |
143.53 |
|