Euro Bund Future March 2014
Trading Metrics calculated at close of trading on 05-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2014 |
05-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
145.00 |
144.67 |
-0.33 |
-0.2% |
143.97 |
High |
145.00 |
144.75 |
-0.25 |
-0.2% |
145.33 |
Low |
144.60 |
144.38 |
-0.22 |
-0.2% |
143.49 |
Close |
144.76 |
144.70 |
-0.06 |
0.0% |
144.38 |
Range |
0.40 |
0.37 |
-0.03 |
-7.5% |
1.84 |
ATR |
0.67 |
0.65 |
-0.02 |
-3.1% |
0.00 |
Volume |
710,493 |
47,556 |
-662,937 |
-93.3% |
4,987,805 |
|
Daily Pivots for day following 05-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
145.72 |
145.58 |
144.90 |
|
R3 |
145.35 |
145.21 |
144.80 |
|
R2 |
144.98 |
144.98 |
144.77 |
|
R1 |
144.84 |
144.84 |
144.73 |
144.91 |
PP |
144.61 |
144.61 |
144.61 |
144.65 |
S1 |
144.47 |
144.47 |
144.67 |
144.54 |
S2 |
144.24 |
144.24 |
144.63 |
|
S3 |
143.87 |
144.10 |
144.60 |
|
S4 |
143.50 |
143.73 |
144.50 |
|
|
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 |
144.18 |
1.22 |
0.8% |
0.62 |
0.4% |
43% |
False |
False |
960,601 |
10 |
145.40 |
143.41 |
1.99 |
1.4% |
0.64 |
0.4% |
65% |
False |
False |
823,757 |
20 |
145.40 |
143.09 |
2.31 |
1.6% |
0.60 |
0.4% |
70% |
False |
False |
749,931 |
40 |
145.40 |
139.26 |
6.14 |
4.2% |
0.58 |
0.4% |
89% |
False |
False |
736,994 |
60 |
145.40 |
138.68 |
6.72 |
4.6% |
0.57 |
0.4% |
90% |
False |
False |
640,582 |
80 |
145.40 |
138.68 |
6.72 |
4.6% |
0.56 |
0.4% |
90% |
False |
False |
493,794 |
100 |
145.40 |
138.68 |
6.72 |
4.6% |
0.52 |
0.4% |
90% |
False |
False |
395,211 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
146.32 |
2.618 |
145.72 |
1.618 |
145.35 |
1.000 |
145.12 |
0.618 |
144.98 |
HIGH |
144.75 |
0.618 |
144.61 |
0.500 |
144.57 |
0.382 |
144.52 |
LOW |
144.38 |
0.618 |
144.15 |
1.000 |
144.01 |
1.618 |
143.78 |
2.618 |
143.41 |
4.250 |
142.81 |
|
|
Fisher Pivots for day following 05-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
144.66 |
144.89 |
PP |
144.61 |
144.83 |
S1 |
144.57 |
144.76 |
|