Euro Bund Future March 2014
Trading Metrics calculated at close of trading on 20-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2014 |
20-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
143.81 |
143.87 |
0.06 |
0.0% |
143.91 |
High |
144.28 |
144.24 |
-0.04 |
0.0% |
143.98 |
Low |
143.72 |
143.41 |
-0.31 |
-0.2% |
143.09 |
Close |
143.91 |
143.45 |
-0.46 |
-0.3% |
143.60 |
Range |
0.56 |
0.83 |
0.27 |
48.2% |
0.89 |
ATR |
0.58 |
0.59 |
0.02 |
3.1% |
0.00 |
Volume |
787,677 |
611,126 |
-176,551 |
-22.4% |
2,884,977 |
|
Daily Pivots for day following 20-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
146.19 |
145.65 |
143.91 |
|
R3 |
145.36 |
144.82 |
143.68 |
|
R2 |
144.53 |
144.53 |
143.60 |
|
R1 |
143.99 |
143.99 |
143.53 |
143.85 |
PP |
143.70 |
143.70 |
143.70 |
143.63 |
S1 |
143.16 |
143.16 |
143.37 |
143.02 |
S2 |
142.87 |
142.87 |
143.30 |
|
S3 |
142.04 |
142.33 |
143.22 |
|
S4 |
141.21 |
141.50 |
142.99 |
|
|
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 |
143.36 |
0.92 |
0.6% |
0.58 |
0.4% |
10% |
False |
False |
603,409 |
10 |
144.28 |
143.09 |
1.19 |
0.8% |
0.58 |
0.4% |
30% |
False |
False |
640,485 |
20 |
144.57 |
141.37 |
3.20 |
2.2% |
0.61 |
0.4% |
65% |
False |
False |
749,209 |
40 |
144.57 |
138.68 |
5.89 |
4.1% |
0.57 |
0.4% |
81% |
False |
False |
622,433 |
60 |
144.57 |
138.68 |
5.89 |
4.1% |
0.55 |
0.4% |
81% |
False |
False |
531,040 |
80 |
144.57 |
138.68 |
5.89 |
4.1% |
0.53 |
0.4% |
81% |
False |
False |
398,681 |
100 |
144.57 |
138.68 |
5.89 |
4.1% |
0.50 |
0.3% |
81% |
False |
False |
318,953 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
147.77 |
2.618 |
146.41 |
1.618 |
145.58 |
1.000 |
145.07 |
0.618 |
144.75 |
HIGH |
144.24 |
0.618 |
143.92 |
0.500 |
143.83 |
0.382 |
143.73 |
LOW |
143.41 |
0.618 |
142.90 |
1.000 |
142.58 |
1.618 |
142.07 |
2.618 |
141.24 |
4.250 |
139.88 |
|
|
Fisher Pivots for day following 20-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
143.83 |
143.85 |
PP |
143.70 |
143.71 |
S1 |
143.58 |
143.58 |
|