Euro Bund Future March 2014
Trading Metrics calculated at close of trading on 03-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2014 |
03-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
145.10 |
144.95 |
-0.15 |
-0.1% |
143.97 |
High |
145.20 |
145.40 |
0.20 |
0.1% |
145.33 |
Low |
144.18 |
144.84 |
0.66 |
0.5% |
143.49 |
Close |
144.38 |
145.14 |
0.76 |
0.5% |
144.38 |
Range |
1.02 |
0.56 |
-0.46 |
-45.1% |
1.84 |
ATR |
0.65 |
0.68 |
0.03 |
4.0% |
0.00 |
Volume |
1,344,113 |
1,414,561 |
70,448 |
5.2% |
4,987,805 |
|
Daily Pivots for day following 03-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
146.81 |
146.53 |
145.45 |
|
R3 |
146.25 |
145.97 |
145.29 |
|
R2 |
145.69 |
145.69 |
145.24 |
|
R1 |
145.41 |
145.41 |
145.19 |
145.55 |
PP |
145.13 |
145.13 |
145.13 |
145.20 |
S1 |
144.85 |
144.85 |
145.09 |
144.99 |
S2 |
144.57 |
144.57 |
145.04 |
|
S3 |
144.01 |
144.29 |
144.99 |
|
S4 |
143.45 |
143.73 |
144.83 |
|
|
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 |
145.40 |
143.49 |
1.91 |
1.3% |
0.77 |
0.5% |
86% |
True |
False |
1,162,984 |
10 |
145.40 |
143.41 |
1.99 |
1.4% |
0.68 |
0.5% |
87% |
True |
False |
905,487 |
20 |
145.40 |
143.09 |
2.31 |
1.6% |
0.62 |
0.4% |
89% |
True |
False |
791,210 |
40 |
145.40 |
138.94 |
6.46 |
4.5% |
0.59 |
0.4% |
96% |
True |
False |
740,113 |
60 |
145.40 |
138.68 |
6.72 |
4.6% |
0.57 |
0.4% |
96% |
True |
False |
641,779 |
80 |
145.40 |
138.68 |
6.72 |
4.6% |
0.55 |
0.4% |
96% |
True |
False |
484,330 |
100 |
145.40 |
138.68 |
6.72 |
4.6% |
0.52 |
0.4% |
96% |
True |
False |
387,631 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
147.78 |
2.618 |
146.87 |
1.618 |
146.31 |
1.000 |
145.96 |
0.618 |
145.75 |
HIGH |
145.40 |
0.618 |
145.19 |
0.500 |
145.12 |
0.382 |
145.05 |
LOW |
144.84 |
0.618 |
144.49 |
1.000 |
144.28 |
1.618 |
143.93 |
2.618 |
143.37 |
4.250 |
142.46 |
|
|
Fisher Pivots for day following 03-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
145.13 |
145.02 |
PP |
145.13 |
144.91 |
S1 |
145.12 |
144.79 |
|