Euro Bund Future March 2014
Trading Metrics calculated at close of trading on 12-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2014 |
12-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
143.59 |
143.56 |
-0.03 |
0.0% |
143.99 |
High |
143.69 |
143.66 |
-0.03 |
0.0% |
144.57 |
Low |
143.39 |
143.09 |
-0.30 |
-0.2% |
143.27 |
Close |
143.64 |
143.17 |
-0.47 |
-0.3% |
143.83 |
Range |
0.30 |
0.57 |
0.27 |
90.0% |
1.30 |
ATR |
0.58 |
0.58 |
0.00 |
-0.2% |
0.00 |
Volume |
712,776 |
733,598 |
20,822 |
2.9% |
3,884,354 |
|
Daily Pivots for day following 12-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
145.02 |
144.66 |
143.48 |
|
R3 |
144.45 |
144.09 |
143.33 |
|
R2 |
143.88 |
143.88 |
143.27 |
|
R1 |
143.52 |
143.52 |
143.22 |
143.42 |
PP |
143.31 |
143.31 |
143.31 |
143.25 |
S1 |
142.95 |
142.95 |
143.12 |
142.85 |
S2 |
142.74 |
142.74 |
143.07 |
|
S3 |
142.17 |
142.38 |
143.01 |
|
S4 |
141.60 |
141.81 |
142.86 |
|
|
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 |
144.14 |
143.09 |
1.05 |
0.7% |
0.57 |
0.4% |
8% |
False |
True |
677,562 |
10 |
144.57 |
142.93 |
1.64 |
1.1% |
0.58 |
0.4% |
15% |
False |
False |
777,118 |
20 |
144.57 |
140.38 |
4.19 |
2.9% |
0.58 |
0.4% |
67% |
False |
False |
745,324 |
40 |
144.57 |
138.68 |
5.89 |
4.1% |
0.54 |
0.4% |
76% |
False |
False |
601,194 |
60 |
144.57 |
138.68 |
5.89 |
4.1% |
0.54 |
0.4% |
76% |
False |
False |
480,918 |
80 |
144.57 |
138.68 |
5.89 |
4.1% |
0.52 |
0.4% |
76% |
False |
False |
360,970 |
100 |
144.57 |
137.47 |
7.10 |
5.0% |
0.50 |
0.3% |
80% |
False |
False |
288,783 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
146.08 |
2.618 |
145.15 |
1.618 |
144.58 |
1.000 |
144.23 |
0.618 |
144.01 |
HIGH |
143.66 |
0.618 |
143.44 |
0.500 |
143.38 |
0.382 |
143.31 |
LOW |
143.09 |
0.618 |
142.74 |
1.000 |
142.52 |
1.618 |
142.17 |
2.618 |
141.60 |
4.250 |
140.67 |
|
|
Fisher Pivots for day following 12-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
143.38 |
143.52 |
PP |
143.31 |
143.40 |
S1 |
143.24 |
143.29 |
|