Euro Bund Future March 2014
Trading Metrics calculated at close of trading on 18-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2014 |
18-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
143.84 |
143.50 |
-0.34 |
-0.2% |
143.91 |
High |
143.84 |
143.96 |
0.12 |
0.1% |
143.98 |
Low |
143.49 |
143.43 |
-0.06 |
0.0% |
143.09 |
Close |
143.60 |
143.72 |
0.12 |
0.1% |
143.60 |
Range |
0.35 |
0.53 |
0.18 |
51.4% |
0.89 |
ATR |
0.58 |
0.58 |
0.00 |
-0.6% |
0.00 |
Volume |
261,860 |
787,677 |
525,817 |
200.8% |
2,884,977 |
|
Daily Pivots for day following 18-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
145.29 |
145.04 |
144.01 |
|
R3 |
144.76 |
144.51 |
143.87 |
|
R2 |
144.23 |
144.23 |
143.82 |
|
R1 |
143.98 |
143.98 |
143.77 |
144.11 |
PP |
143.70 |
143.70 |
143.70 |
143.77 |
S1 |
143.45 |
143.45 |
143.67 |
143.58 |
S2 |
143.17 |
143.17 |
143.62 |
|
S3 |
142.64 |
142.92 |
143.57 |
|
S4 |
142.11 |
142.39 |
143.43 |
|
|
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% |
0.47 |
0.3% |
71% |
False |
False |
612,923 |
10 |
144.57 |
143.09 |
1.48 |
1.0% |
0.54 |
0.4% |
43% |
False |
False |
689,987 |
20 |
144.57 |
141.30 |
3.27 |
2.3% |
0.58 |
0.4% |
74% |
False |
False |
750,399 |
40 |
144.57 |
138.68 |
5.89 |
4.1% |
0.55 |
0.4% |
86% |
False |
False |
608,576 |
60 |
144.57 |
138.68 |
5.89 |
4.1% |
0.54 |
0.4% |
86% |
False |
False |
507,820 |
80 |
144.57 |
138.68 |
5.89 |
4.1% |
0.52 |
0.4% |
86% |
False |
False |
381,197 |
100 |
144.57 |
138.50 |
6.07 |
4.2% |
0.49 |
0.3% |
86% |
False |
False |
304,965 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
146.21 |
2.618 |
145.35 |
1.618 |
144.82 |
1.000 |
144.49 |
0.618 |
144.29 |
HIGH |
143.96 |
0.618 |
143.76 |
0.500 |
143.70 |
0.382 |
143.63 |
LOW |
143.43 |
0.618 |
143.10 |
1.000 |
142.90 |
1.618 |
142.57 |
2.618 |
142.04 |
4.250 |
141.18 |
|
|
Fisher Pivots for day following 18-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
143.71 |
143.70 |
PP |
143.70 |
143.69 |
S1 |
143.70 |
143.67 |
|