Euro Bund Future March 2014
Trading Metrics calculated at close of trading on 10-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2014 |
10-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
143.33 |
143.91 |
0.58 |
0.4% |
143.99 |
High |
144.14 |
143.94 |
-0.20 |
-0.1% |
144.57 |
Low |
143.32 |
143.56 |
0.24 |
0.2% |
143.27 |
Close |
143.83 |
143.65 |
-0.18 |
-0.1% |
143.83 |
Range |
0.82 |
0.38 |
-0.44 |
-53.7% |
1.30 |
ATR |
0.62 |
0.61 |
-0.02 |
-2.8% |
0.00 |
Volume |
392,633 |
608,038 |
215,405 |
54.9% |
3,884,354 |
|
Daily Pivots for day following 10-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
144.86 |
144.63 |
143.86 |
|
R3 |
144.48 |
144.25 |
143.75 |
|
R2 |
144.10 |
144.10 |
143.72 |
|
R1 |
143.87 |
143.87 |
143.68 |
143.80 |
PP |
143.72 |
143.72 |
143.72 |
143.68 |
S1 |
143.49 |
143.49 |
143.62 |
143.42 |
S2 |
143.34 |
143.34 |
143.58 |
|
S3 |
142.96 |
143.11 |
143.55 |
|
S4 |
142.58 |
142.73 |
143.44 |
|
|
Weekly Pivots for week ending 07-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
147.79 |
147.11 |
144.55 |
|
R3 |
146.49 |
145.81 |
144.19 |
|
R2 |
145.19 |
145.19 |
144.07 |
|
R1 |
144.51 |
144.51 |
143.95 |
144.20 |
PP |
143.89 |
143.89 |
143.89 |
143.74 |
S1 |
143.21 |
143.21 |
143.71 |
142.90 |
S2 |
142.59 |
142.59 |
143.59 |
|
S3 |
141.29 |
141.91 |
143.47 |
|
S4 |
139.99 |
140.61 |
143.12 |
|
|
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% |
0.61 |
0.4% |
29% |
False |
False |
767,051 |
10 |
144.57 |
142.25 |
2.32 |
1.6% |
0.64 |
0.4% |
60% |
False |
False |
830,020 |
20 |
144.57 |
140.19 |
4.38 |
3.0% |
0.59 |
0.4% |
79% |
False |
False |
735,061 |
40 |
144.57 |
138.68 |
5.89 |
4.1% |
0.54 |
0.4% |
84% |
False |
False |
586,174 |
60 |
144.57 |
138.68 |
5.89 |
4.1% |
0.54 |
0.4% |
84% |
False |
False |
456,863 |
80 |
144.57 |
138.68 |
5.89 |
4.1% |
0.52 |
0.4% |
84% |
False |
False |
342,890 |
100 |
144.57 |
137.47 |
7.10 |
4.9% |
0.49 |
0.3% |
87% |
False |
False |
274,320 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
145.56 |
2.618 |
144.93 |
1.618 |
144.55 |
1.000 |
144.32 |
0.618 |
144.17 |
HIGH |
143.94 |
0.618 |
143.79 |
0.500 |
143.75 |
0.382 |
143.71 |
LOW |
143.56 |
0.618 |
143.33 |
1.000 |
143.18 |
1.618 |
142.95 |
2.618 |
142.57 |
4.250 |
141.95 |
|
|
Fisher Pivots for day following 10-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
143.75 |
143.71 |
PP |
143.72 |
143.69 |
S1 |
143.68 |
143.67 |
|