Euro Bund Future March 2014
Trading Metrics calculated at close of trading on 06-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2014 |
06-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
144.67 |
144.59 |
-0.08 |
-0.1% |
143.97 |
High |
144.75 |
144.61 |
-0.14 |
-0.1% |
145.33 |
Low |
144.38 |
144.39 |
0.01 |
0.0% |
143.49 |
Close |
144.70 |
144.47 |
-0.23 |
-0.2% |
144.38 |
Range |
0.37 |
0.22 |
-0.15 |
-40.5% |
1.84 |
ATR |
0.65 |
0.62 |
-0.02 |
-3.7% |
0.00 |
Volume |
47,556 |
15,389 |
-32,167 |
-67.6% |
4,987,805 |
|
Daily Pivots for day following 06-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
145.15 |
145.03 |
144.59 |
|
R3 |
144.93 |
144.81 |
144.53 |
|
R2 |
144.71 |
144.71 |
144.51 |
|
R1 |
144.59 |
144.59 |
144.49 |
144.54 |
PP |
144.49 |
144.49 |
144.49 |
144.47 |
S1 |
144.37 |
144.37 |
144.45 |
144.32 |
S2 |
144.27 |
144.27 |
144.43 |
|
S3 |
144.05 |
144.15 |
144.41 |
|
S4 |
143.83 |
143.93 |
144.35 |
|
|
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% |
0.51 |
0.4% |
24% |
False |
False |
706,422 |
10 |
145.40 |
143.45 |
1.95 |
1.3% |
0.58 |
0.4% |
52% |
False |
False |
764,183 |
20 |
145.40 |
143.09 |
2.31 |
1.6% |
0.58 |
0.4% |
60% |
False |
False |
702,334 |
40 |
145.40 |
139.26 |
6.14 |
4.3% |
0.58 |
0.4% |
85% |
False |
False |
719,472 |
60 |
145.40 |
138.68 |
6.72 |
4.7% |
0.56 |
0.4% |
86% |
False |
False |
626,948 |
80 |
145.40 |
138.68 |
6.72 |
4.7% |
0.55 |
0.4% |
86% |
False |
False |
493,978 |
100 |
145.40 |
138.68 |
6.72 |
4.7% |
0.52 |
0.4% |
86% |
False |
False |
395,365 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
145.55 |
2.618 |
145.19 |
1.618 |
144.97 |
1.000 |
144.83 |
0.618 |
144.75 |
HIGH |
144.61 |
0.618 |
144.53 |
0.500 |
144.50 |
0.382 |
144.47 |
LOW |
144.39 |
0.618 |
144.25 |
1.000 |
144.17 |
1.618 |
144.03 |
2.618 |
143.81 |
4.250 |
143.46 |
|
|
Fisher Pivots for day following 06-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
144.50 |
144.69 |
PP |
144.49 |
144.62 |
S1 |
144.48 |
144.54 |
|