Euro Bund Future March 2014
Trading Metrics calculated at close of trading on 26-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2014 |
26-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
143.66 |
143.97 |
0.31 |
0.2% |
143.50 |
High |
144.12 |
144.77 |
0.65 |
0.5% |
144.28 |
Low |
143.49 |
143.90 |
0.41 |
0.3% |
143.41 |
Close |
143.97 |
144.46 |
0.49 |
0.3% |
143.87 |
Range |
0.63 |
0.87 |
0.24 |
38.1% |
0.87 |
ATR |
0.59 |
0.61 |
0.02 |
3.5% |
0.00 |
Volume |
840,170 |
929,791 |
89,621 |
10.7% |
2,652,509 |
|
Daily Pivots for day following 26-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
146.99 |
146.59 |
144.94 |
|
R3 |
146.12 |
145.72 |
144.70 |
|
R2 |
145.25 |
145.25 |
144.62 |
|
R1 |
144.85 |
144.85 |
144.54 |
145.05 |
PP |
144.38 |
144.38 |
144.38 |
144.48 |
S1 |
143.98 |
143.98 |
144.38 |
144.18 |
S2 |
143.51 |
143.51 |
144.30 |
|
S3 |
142.64 |
143.11 |
144.22 |
|
S4 |
141.77 |
142.24 |
143.98 |
|
|
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 |
144.77 |
143.41 |
1.36 |
0.9% |
0.67 |
0.5% |
77% |
True |
False |
686,912 |
10 |
144.77 |
143.09 |
1.68 |
1.2% |
0.60 |
0.4% |
82% |
True |
False |
657,407 |
20 |
144.77 |
142.25 |
2.52 |
1.7% |
0.61 |
0.4% |
88% |
True |
False |
728,724 |
40 |
144.77 |
138.68 |
6.09 |
4.2% |
0.58 |
0.4% |
95% |
True |
False |
659,003 |
60 |
144.77 |
138.68 |
6.09 |
4.2% |
0.55 |
0.4% |
95% |
True |
False |
577,321 |
80 |
144.77 |
138.68 |
6.09 |
4.2% |
0.54 |
0.4% |
95% |
True |
False |
433,782 |
100 |
144.77 |
138.68 |
6.09 |
4.2% |
0.50 |
0.3% |
95% |
True |
False |
347,182 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
148.47 |
2.618 |
147.05 |
1.618 |
146.18 |
1.000 |
145.64 |
0.618 |
145.31 |
HIGH |
144.77 |
0.618 |
144.44 |
0.500 |
144.34 |
0.382 |
144.23 |
LOW |
143.90 |
0.618 |
143.36 |
1.000 |
143.03 |
1.618 |
142.49 |
2.618 |
141.62 |
4.250 |
140.20 |
|
|
Fisher Pivots for day following 26-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
144.42 |
144.35 |
PP |
144.38 |
144.24 |
S1 |
144.34 |
144.13 |
|