Euro Bund Future March 2014
Trading Metrics calculated at close of trading on 11-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2014 |
11-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
143.91 |
143.59 |
-0.32 |
-0.2% |
143.99 |
High |
143.94 |
143.69 |
-0.25 |
-0.2% |
144.57 |
Low |
143.56 |
143.39 |
-0.17 |
-0.1% |
143.27 |
Close |
143.65 |
143.64 |
-0.01 |
0.0% |
143.83 |
Range |
0.38 |
0.30 |
-0.08 |
-21.1% |
1.30 |
ATR |
0.61 |
0.58 |
-0.02 |
-3.6% |
0.00 |
Volume |
608,038 |
712,776 |
104,738 |
17.2% |
3,884,354 |
|
Daily Pivots for day following 11-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
144.47 |
144.36 |
143.81 |
|
R3 |
144.17 |
144.06 |
143.72 |
|
R2 |
143.87 |
143.87 |
143.70 |
|
R1 |
143.76 |
143.76 |
143.67 |
143.82 |
PP |
143.57 |
143.57 |
143.57 |
143.60 |
S1 |
143.46 |
143.46 |
143.61 |
143.52 |
S2 |
143.27 |
143.27 |
143.59 |
|
S3 |
142.97 |
143.16 |
143.56 |
|
S4 |
142.67 |
142.86 |
143.48 |
|
|
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% |
0.60 |
0.4% |
28% |
False |
False |
724,310 |
10 |
144.57 |
142.25 |
2.32 |
1.6% |
0.63 |
0.4% |
60% |
False |
False |
800,040 |
20 |
144.57 |
140.38 |
4.19 |
2.9% |
0.57 |
0.4% |
78% |
False |
False |
741,148 |
40 |
144.57 |
138.68 |
5.89 |
4.1% |
0.54 |
0.4% |
84% |
False |
False |
592,700 |
60 |
144.57 |
138.68 |
5.89 |
4.1% |
0.54 |
0.4% |
84% |
False |
False |
468,734 |
80 |
144.57 |
138.68 |
5.89 |
4.1% |
0.51 |
0.4% |
84% |
False |
False |
351,800 |
100 |
144.57 |
137.47 |
7.10 |
4.9% |
0.49 |
0.3% |
87% |
False |
False |
281,447 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
144.97 |
2.618 |
144.48 |
1.618 |
144.18 |
1.000 |
143.99 |
0.618 |
143.88 |
HIGH |
143.69 |
0.618 |
143.58 |
0.500 |
143.54 |
0.382 |
143.50 |
LOW |
143.39 |
0.618 |
143.20 |
1.000 |
143.09 |
1.618 |
142.90 |
2.618 |
142.60 |
4.250 |
142.12 |
|
|
Fisher Pivots for day following 11-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
143.61 |
143.73 |
PP |
143.57 |
143.70 |
S1 |
143.54 |
143.67 |
|