Euro Bund Future March 2014
Trading Metrics calculated at close of trading on 25-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2014 |
25-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
143.97 |
143.66 |
-0.31 |
-0.2% |
143.50 |
High |
144.02 |
144.12 |
0.10 |
0.1% |
144.28 |
Low |
143.52 |
143.49 |
-0.03 |
0.0% |
143.41 |
Close |
143.68 |
143.97 |
0.29 |
0.2% |
143.87 |
Range |
0.50 |
0.63 |
0.13 |
26.0% |
0.87 |
ATR |
0.58 |
0.59 |
0.00 |
0.6% |
0.00 |
Volume |
587,445 |
840,170 |
252,725 |
43.0% |
2,652,509 |
|
Daily Pivots for day following 25-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
145.75 |
145.49 |
144.32 |
|
R3 |
145.12 |
144.86 |
144.14 |
|
R2 |
144.49 |
144.49 |
144.09 |
|
R1 |
144.23 |
144.23 |
144.03 |
144.36 |
PP |
143.86 |
143.86 |
143.86 |
143.93 |
S1 |
143.60 |
143.60 |
143.91 |
143.73 |
S2 |
143.23 |
143.23 |
143.85 |
|
S3 |
142.60 |
142.97 |
143.80 |
|
S4 |
141.97 |
142.34 |
143.62 |
|
|
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% |
0.60 |
0.4% |
64% |
False |
False |
658,489 |
10 |
144.28 |
143.09 |
1.19 |
0.8% |
0.54 |
0.4% |
74% |
False |
False |
635,706 |
20 |
144.57 |
142.25 |
2.32 |
1.6% |
0.59 |
0.4% |
74% |
False |
False |
732,863 |
40 |
144.57 |
138.68 |
5.89 |
4.1% |
0.56 |
0.4% |
90% |
False |
False |
641,181 |
60 |
144.57 |
138.68 |
5.89 |
4.1% |
0.55 |
0.4% |
90% |
False |
False |
562,444 |
80 |
144.57 |
138.68 |
5.89 |
4.1% |
0.54 |
0.4% |
90% |
False |
False |
422,349 |
100 |
144.57 |
138.68 |
5.89 |
4.1% |
0.50 |
0.3% |
90% |
False |
False |
337,885 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
146.80 |
2.618 |
145.77 |
1.618 |
145.14 |
1.000 |
144.75 |
0.618 |
144.51 |
HIGH |
144.12 |
0.618 |
143.88 |
0.500 |
143.81 |
0.382 |
143.73 |
LOW |
143.49 |
0.618 |
143.10 |
1.000 |
142.86 |
1.618 |
142.47 |
2.618 |
141.84 |
4.250 |
140.81 |
|
|
Fisher Pivots for day following 25-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
143.92 |
143.91 |
PP |
143.86 |
143.85 |
S1 |
143.81 |
143.79 |
|