Euro Bund Future March 2014
Trading Metrics calculated at close of trading on 21-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2014 |
21-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
143.87 |
143.45 |
-0.42 |
-0.3% |
143.50 |
High |
144.24 |
143.95 |
-0.29 |
-0.2% |
144.28 |
Low |
143.41 |
143.45 |
0.04 |
0.0% |
143.41 |
Close |
143.45 |
143.87 |
0.42 |
0.3% |
143.87 |
Range |
0.83 |
0.50 |
-0.33 |
-39.8% |
0.87 |
ATR |
0.59 |
0.59 |
-0.01 |
-1.1% |
0.00 |
Volume |
611,126 |
466,029 |
-145,097 |
-23.7% |
2,652,509 |
|
Daily Pivots for day following 21-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
145.26 |
145.06 |
144.15 |
|
R3 |
144.76 |
144.56 |
144.01 |
|
R2 |
144.26 |
144.26 |
143.96 |
|
R1 |
144.06 |
144.06 |
143.92 |
144.16 |
PP |
143.76 |
143.76 |
143.76 |
143.81 |
S1 |
143.56 |
143.56 |
143.82 |
143.66 |
S2 |
143.26 |
143.26 |
143.78 |
|
S3 |
142.76 |
143.06 |
143.73 |
|
S4 |
142.26 |
142.56 |
143.60 |
|
|
Weekly Pivots for week ending 21-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
146.46 |
146.04 |
144.35 |
|
R3 |
145.59 |
145.17 |
144.11 |
|
R2 |
144.72 |
144.72 |
144.03 |
|
R1 |
144.30 |
144.30 |
143.95 |
144.51 |
PP |
143.85 |
143.85 |
143.85 |
143.96 |
S1 |
143.43 |
143.43 |
143.79 |
143.64 |
S2 |
142.98 |
142.98 |
143.71 |
|
S3 |
142.11 |
142.56 |
143.63 |
|
S4 |
141.24 |
141.69 |
143.39 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
144.28 |
143.41 |
0.87 |
0.6% |
0.55 |
0.4% |
53% |
False |
False |
582,873 |
10 |
144.28 |
143.09 |
1.19 |
0.8% |
0.55 |
0.4% |
66% |
False |
False |
593,011 |
20 |
144.57 |
142.21 |
2.36 |
1.6% |
0.58 |
0.4% |
70% |
False |
False |
723,908 |
40 |
144.57 |
138.68 |
5.89 |
4.1% |
0.56 |
0.4% |
88% |
False |
False |
619,447 |
60 |
144.57 |
138.68 |
5.89 |
4.1% |
0.54 |
0.4% |
88% |
False |
False |
538,737 |
80 |
144.57 |
138.68 |
5.89 |
4.1% |
0.53 |
0.4% |
88% |
False |
False |
404,506 |
100 |
144.57 |
138.68 |
5.89 |
4.1% |
0.50 |
0.3% |
88% |
False |
False |
323,611 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
146.08 |
2.618 |
145.26 |
1.618 |
144.76 |
1.000 |
144.45 |
0.618 |
144.26 |
HIGH |
143.95 |
0.618 |
143.76 |
0.500 |
143.70 |
0.382 |
143.64 |
LOW |
143.45 |
0.618 |
143.14 |
1.000 |
142.95 |
1.618 |
142.64 |
2.618 |
142.14 |
4.250 |
141.33 |
|
|
Fisher Pivots for day following 21-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
143.81 |
143.86 |
PP |
143.76 |
143.85 |
S1 |
143.70 |
143.85 |
|