Euro Bund Future March 2014
Trading Metrics calculated at close of trading on 04-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2014 |
04-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
144.95 |
145.00 |
0.05 |
0.0% |
143.97 |
High |
145.40 |
145.00 |
-0.40 |
-0.3% |
145.33 |
Low |
144.84 |
144.60 |
-0.24 |
-0.2% |
143.49 |
Close |
145.14 |
144.76 |
-0.38 |
-0.3% |
144.38 |
Range |
0.56 |
0.40 |
-0.16 |
-28.6% |
1.84 |
ATR |
0.68 |
0.67 |
-0.01 |
-1.5% |
0.00 |
Volume |
1,414,561 |
710,493 |
-704,068 |
-49.8% |
4,987,805 |
|
Daily Pivots for day following 04-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
145.99 |
145.77 |
144.98 |
|
R3 |
145.59 |
145.37 |
144.87 |
|
R2 |
145.19 |
145.19 |
144.83 |
|
R1 |
144.97 |
144.97 |
144.80 |
144.88 |
PP |
144.79 |
144.79 |
144.79 |
144.74 |
S1 |
144.57 |
144.57 |
144.72 |
144.48 |
S2 |
144.39 |
144.39 |
144.69 |
|
S3 |
143.99 |
144.17 |
144.65 |
|
S4 |
143.59 |
143.77 |
144.54 |
|
|
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 |
143.90 |
1.50 |
1.0% |
0.72 |
0.5% |
57% |
False |
False |
1,137,048 |
10 |
145.40 |
143.41 |
1.99 |
1.4% |
0.66 |
0.5% |
68% |
False |
False |
897,769 |
20 |
145.40 |
143.09 |
2.31 |
1.6% |
0.60 |
0.4% |
72% |
False |
False |
793,878 |
40 |
145.40 |
139.08 |
6.32 |
4.4% |
0.59 |
0.4% |
90% |
False |
False |
748,265 |
60 |
145.40 |
138.68 |
6.72 |
4.6% |
0.57 |
0.4% |
90% |
False |
False |
648,880 |
80 |
145.40 |
138.68 |
6.72 |
4.6% |
0.55 |
0.4% |
90% |
False |
False |
493,202 |
100 |
145.40 |
138.68 |
6.72 |
4.6% |
0.52 |
0.4% |
90% |
False |
False |
394,736 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
146.70 |
2.618 |
146.05 |
1.618 |
145.65 |
1.000 |
145.40 |
0.618 |
145.25 |
HIGH |
145.00 |
0.618 |
144.85 |
0.500 |
144.80 |
0.382 |
144.75 |
LOW |
144.60 |
0.618 |
144.35 |
1.000 |
144.20 |
1.618 |
143.95 |
2.618 |
143.55 |
4.250 |
142.90 |
|
|
Fisher Pivots for day following 04-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
144.80 |
144.79 |
PP |
144.79 |
144.78 |
S1 |
144.77 |
144.77 |
|