Euro Bund Future March 2014
Trading Metrics calculated at close of trading on 28-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2014 |
28-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
144.64 |
145.10 |
0.46 |
0.3% |
143.97 |
High |
145.33 |
145.20 |
-0.13 |
-0.1% |
145.33 |
Low |
144.58 |
144.18 |
-0.40 |
-0.3% |
143.49 |
Close |
145.07 |
144.38 |
-0.69 |
-0.5% |
144.38 |
Range |
0.75 |
1.02 |
0.27 |
36.0% |
1.84 |
ATR |
0.62 |
0.65 |
0.03 |
4.5% |
0.00 |
Volume |
1,286,286 |
1,344,113 |
57,827 |
4.5% |
4,987,805 |
|
Daily Pivots for day following 28-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
147.65 |
147.03 |
144.94 |
|
R3 |
146.63 |
146.01 |
144.66 |
|
R2 |
145.61 |
145.61 |
144.57 |
|
R1 |
144.99 |
144.99 |
144.47 |
144.79 |
PP |
144.59 |
144.59 |
144.59 |
144.49 |
S1 |
143.97 |
143.97 |
144.29 |
143.77 |
S2 |
143.57 |
143.57 |
144.19 |
|
S3 |
142.55 |
142.95 |
144.10 |
|
S4 |
141.53 |
141.93 |
143.82 |
|
|
Weekly Pivots for week ending 28-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
149.92 |
148.99 |
145.39 |
|
R3 |
148.08 |
147.15 |
144.89 |
|
R2 |
146.24 |
146.24 |
144.72 |
|
R1 |
145.31 |
145.31 |
144.55 |
145.78 |
PP |
144.40 |
144.40 |
144.40 |
144.63 |
S1 |
143.47 |
143.47 |
144.21 |
143.94 |
S2 |
142.56 |
142.56 |
144.04 |
|
S3 |
140.72 |
141.63 |
143.87 |
|
S4 |
138.88 |
139.79 |
143.37 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
145.33 |
143.49 |
1.84 |
1.3% |
0.75 |
0.5% |
48% |
False |
False |
997,561 |
10 |
145.33 |
143.41 |
1.92 |
1.3% |
0.65 |
0.5% |
51% |
False |
False |
790,217 |
20 |
145.33 |
143.09 |
2.24 |
1.6% |
0.63 |
0.4% |
58% |
False |
False |
757,916 |
40 |
145.33 |
138.68 |
6.65 |
4.6% |
0.59 |
0.4% |
86% |
False |
False |
711,481 |
60 |
145.33 |
138.68 |
6.65 |
4.6% |
0.57 |
0.4% |
86% |
False |
False |
619,907 |
80 |
145.33 |
138.68 |
6.65 |
4.6% |
0.55 |
0.4% |
86% |
False |
False |
466,660 |
100 |
145.33 |
138.68 |
6.65 |
4.6% |
0.51 |
0.4% |
86% |
False |
False |
373,486 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
149.54 |
2.618 |
147.87 |
1.618 |
146.85 |
1.000 |
146.22 |
0.618 |
145.83 |
HIGH |
145.20 |
0.618 |
144.81 |
0.500 |
144.69 |
0.382 |
144.57 |
LOW |
144.18 |
0.618 |
143.55 |
1.000 |
143.16 |
1.618 |
142.53 |
2.618 |
141.51 |
4.250 |
139.85 |
|
|
Fisher Pivots for day following 28-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
144.69 |
144.62 |
PP |
144.59 |
144.54 |
S1 |
144.48 |
144.46 |
|