Euro Bund Future March 2014
Trading Metrics calculated at close of trading on 13-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2014 |
13-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
143.56 |
143.39 |
-0.17 |
-0.1% |
143.99 |
High |
143.66 |
143.98 |
0.32 |
0.2% |
144.57 |
Low |
143.09 |
143.36 |
0.27 |
0.2% |
143.27 |
Close |
143.17 |
143.78 |
0.61 |
0.4% |
143.83 |
Range |
0.57 |
0.62 |
0.05 |
8.8% |
1.30 |
ATR |
0.58 |
0.60 |
0.02 |
2.8% |
0.00 |
Volume |
733,598 |
568,705 |
-164,893 |
-22.5% |
3,884,354 |
|
Daily Pivots for day following 13-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
145.57 |
145.29 |
144.12 |
|
R3 |
144.95 |
144.67 |
143.95 |
|
R2 |
144.33 |
144.33 |
143.89 |
|
R1 |
144.05 |
144.05 |
143.84 |
144.19 |
PP |
143.71 |
143.71 |
143.71 |
143.78 |
S1 |
143.43 |
143.43 |
143.72 |
143.57 |
S2 |
143.09 |
143.09 |
143.67 |
|
S3 |
142.47 |
142.81 |
143.61 |
|
S4 |
141.85 |
142.19 |
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 |
144.14 |
143.09 |
1.05 |
0.7% |
0.54 |
0.4% |
66% |
False |
False |
603,150 |
10 |
144.57 |
143.09 |
1.48 |
1.0% |
0.60 |
0.4% |
47% |
False |
False |
725,615 |
20 |
144.57 |
140.57 |
4.00 |
2.8% |
0.59 |
0.4% |
80% |
False |
False |
740,086 |
40 |
144.57 |
138.68 |
5.89 |
4.1% |
0.55 |
0.4% |
87% |
False |
False |
601,728 |
60 |
144.57 |
138.68 |
5.89 |
4.1% |
0.54 |
0.4% |
87% |
False |
False |
490,380 |
80 |
144.57 |
138.68 |
5.89 |
4.1% |
0.52 |
0.4% |
87% |
False |
False |
368,078 |
100 |
144.57 |
138.06 |
6.51 |
4.5% |
0.49 |
0.3% |
88% |
False |
False |
294,470 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
146.62 |
2.618 |
145.60 |
1.618 |
144.98 |
1.000 |
144.60 |
0.618 |
144.36 |
HIGH |
143.98 |
0.618 |
143.74 |
0.500 |
143.67 |
0.382 |
143.60 |
LOW |
143.36 |
0.618 |
142.98 |
1.000 |
142.74 |
1.618 |
142.36 |
2.618 |
141.74 |
4.250 |
140.73 |
|
|
Fisher Pivots for day following 13-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
143.74 |
143.70 |
PP |
143.71 |
143.62 |
S1 |
143.67 |
143.54 |
|