Euro Bund Future March 2014
| Trading Metrics calculated at close of trading on 14-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2014 |
14-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
143.39 |
143.84 |
0.45 |
0.3% |
143.91 |
| High |
143.98 |
143.84 |
-0.14 |
-0.1% |
143.98 |
| Low |
143.36 |
143.49 |
0.13 |
0.1% |
143.09 |
| Close |
143.78 |
143.60 |
-0.18 |
-0.1% |
143.60 |
| Range |
0.62 |
0.35 |
-0.27 |
-43.5% |
0.89 |
| ATR |
0.60 |
0.58 |
-0.02 |
-3.0% |
0.00 |
| Volume |
568,705 |
261,860 |
-306,845 |
-54.0% |
2,884,977 |
|
| Daily Pivots for day following 14-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
144.69 |
144.50 |
143.79 |
|
| R3 |
144.34 |
144.15 |
143.70 |
|
| R2 |
143.99 |
143.99 |
143.66 |
|
| R1 |
143.80 |
143.80 |
143.63 |
143.72 |
| PP |
143.64 |
143.64 |
143.64 |
143.61 |
| S1 |
143.45 |
143.45 |
143.57 |
143.37 |
| S2 |
143.29 |
143.29 |
143.54 |
|
| S3 |
142.94 |
143.10 |
143.50 |
|
| S4 |
142.59 |
142.75 |
143.41 |
|
|
| Weekly Pivots for week ending 14-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
146.23 |
145.80 |
144.09 |
|
| R3 |
145.34 |
144.91 |
143.84 |
|
| R2 |
144.45 |
144.45 |
143.76 |
|
| R1 |
144.02 |
144.02 |
143.68 |
143.79 |
| PP |
143.56 |
143.56 |
143.56 |
143.44 |
| S1 |
143.13 |
143.13 |
143.52 |
142.90 |
| S2 |
142.67 |
142.67 |
143.44 |
|
| S3 |
141.78 |
142.24 |
143.36 |
|
| S4 |
140.89 |
141.35 |
143.11 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
143.98 |
143.09 |
0.89 |
0.6% |
0.44 |
0.3% |
57% |
False |
False |
576,995 |
| 10 |
144.57 |
143.09 |
1.48 |
1.0% |
0.56 |
0.4% |
34% |
False |
False |
676,933 |
| 20 |
144.57 |
141.15 |
3.42 |
2.4% |
0.58 |
0.4% |
72% |
False |
False |
725,106 |
| 40 |
144.57 |
138.68 |
5.89 |
4.1% |
0.55 |
0.4% |
84% |
False |
False |
598,569 |
| 60 |
144.57 |
138.68 |
5.89 |
4.1% |
0.54 |
0.4% |
84% |
False |
False |
494,726 |
| 80 |
144.57 |
138.68 |
5.89 |
4.1% |
0.52 |
0.4% |
84% |
False |
False |
371,351 |
| 100 |
144.57 |
138.06 |
6.51 |
4.5% |
0.49 |
0.3% |
85% |
False |
False |
297,089 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
145.33 |
|
2.618 |
144.76 |
|
1.618 |
144.41 |
|
1.000 |
144.19 |
|
0.618 |
144.06 |
|
HIGH |
143.84 |
|
0.618 |
143.71 |
|
0.500 |
143.67 |
|
0.382 |
143.62 |
|
LOW |
143.49 |
|
0.618 |
143.27 |
|
1.000 |
143.14 |
|
1.618 |
142.92 |
|
2.618 |
142.57 |
|
4.250 |
142.00 |
|
|
| Fisher Pivots for day following 14-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
143.67 |
143.58 |
| PP |
143.64 |
143.56 |
| S1 |
143.62 |
143.54 |
|