Euro Bund Future March 2014
Trading Metrics calculated at close of trading on 19-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2014 |
19-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
143.50 |
143.81 |
0.31 |
0.2% |
143.91 |
High |
143.96 |
144.28 |
0.32 |
0.2% |
143.98 |
Low |
143.43 |
143.72 |
0.29 |
0.2% |
143.09 |
Close |
143.72 |
143.91 |
0.19 |
0.1% |
143.60 |
Range |
0.53 |
0.56 |
0.03 |
5.7% |
0.89 |
ATR |
0.58 |
0.58 |
0.00 |
-0.2% |
0.00 |
Volume |
787,677 |
787,677 |
0 |
0.0% |
2,884,977 |
|
Daily Pivots for day following 19-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
145.65 |
145.34 |
144.22 |
|
R3 |
145.09 |
144.78 |
144.06 |
|
R2 |
144.53 |
144.53 |
144.01 |
|
R1 |
144.22 |
144.22 |
143.96 |
144.38 |
PP |
143.97 |
143.97 |
143.97 |
144.05 |
S1 |
143.66 |
143.66 |
143.86 |
143.82 |
S2 |
143.41 |
143.41 |
143.81 |
|
S3 |
142.85 |
143.10 |
143.76 |
|
S4 |
142.29 |
142.54 |
143.60 |
|
|
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 |
144.28 |
143.09 |
1.19 |
0.8% |
0.53 |
0.4% |
69% |
True |
False |
627,903 |
10 |
144.57 |
143.09 |
1.48 |
1.0% |
0.56 |
0.4% |
55% |
False |
False |
676,106 |
20 |
144.57 |
141.36 |
3.21 |
2.2% |
0.59 |
0.4% |
79% |
False |
False |
761,782 |
40 |
144.57 |
138.68 |
5.89 |
4.1% |
0.56 |
0.4% |
89% |
False |
False |
619,225 |
60 |
144.57 |
138.68 |
5.89 |
4.1% |
0.54 |
0.4% |
89% |
False |
False |
520,919 |
80 |
144.57 |
138.68 |
5.89 |
4.1% |
0.53 |
0.4% |
89% |
False |
False |
391,043 |
100 |
144.57 |
138.50 |
6.07 |
4.2% |
0.50 |
0.3% |
89% |
False |
False |
312,842 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
146.66 |
2.618 |
145.75 |
1.618 |
145.19 |
1.000 |
144.84 |
0.618 |
144.63 |
HIGH |
144.28 |
0.618 |
144.07 |
0.500 |
144.00 |
0.382 |
143.93 |
LOW |
143.72 |
0.618 |
143.37 |
1.000 |
143.16 |
1.618 |
142.81 |
2.618 |
142.25 |
4.250 |
141.34 |
|
|
Fisher Pivots for day following 19-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
144.00 |
143.89 |
PP |
143.97 |
143.87 |
S1 |
143.94 |
143.86 |
|