Euro Bund Future June 2014
Trading Metrics calculated at close of trading on 07-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2014 |
07-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
142.67 |
142.23 |
-0.44 |
-0.3% |
143.00 |
High |
142.68 |
142.45 |
-0.23 |
-0.2% |
143.48 |
Low |
141.93 |
141.81 |
-0.12 |
-0.1% |
141.81 |
Close |
142.18 |
142.24 |
0.06 |
0.0% |
142.24 |
Range |
0.75 |
0.64 |
-0.11 |
-14.7% |
1.67 |
ATR |
0.61 |
0.61 |
0.00 |
0.4% |
0.00 |
Volume |
753,312 |
559,944 |
-193,368 |
-25.7% |
4,248,039 |
|
Daily Pivots for day following 07-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
144.09 |
143.80 |
142.59 |
|
R3 |
143.45 |
143.16 |
142.42 |
|
R2 |
142.81 |
142.81 |
142.36 |
|
R1 |
142.52 |
142.52 |
142.30 |
142.67 |
PP |
142.17 |
142.17 |
142.17 |
142.24 |
S1 |
141.88 |
141.88 |
142.18 |
142.03 |
S2 |
141.53 |
141.53 |
142.12 |
|
S3 |
140.89 |
141.24 |
142.06 |
|
S4 |
140.25 |
140.60 |
141.89 |
|
|
Weekly Pivots for week ending 07-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
147.52 |
146.55 |
143.16 |
|
R3 |
145.85 |
144.88 |
142.70 |
|
R2 |
144.18 |
144.18 |
142.55 |
|
R1 |
143.21 |
143.21 |
142.39 |
142.86 |
PP |
142.51 |
142.51 |
142.51 |
142.34 |
S1 |
141.54 |
141.54 |
142.09 |
141.19 |
S2 |
140.84 |
140.84 |
141.93 |
|
S3 |
139.17 |
139.87 |
141.78 |
|
S4 |
137.50 |
138.20 |
141.32 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
143.48 |
141.81 |
1.67 |
1.2% |
0.52 |
0.4% |
26% |
False |
True |
849,607 |
10 |
143.48 |
141.62 |
1.86 |
1.3% |
0.64 |
0.4% |
33% |
False |
False |
517,099 |
20 |
143.48 |
141.20 |
2.28 |
1.6% |
0.52 |
0.4% |
46% |
False |
False |
259,848 |
40 |
143.48 |
138.60 |
4.88 |
3.4% |
0.49 |
0.3% |
75% |
False |
False |
130,488 |
60 |
143.48 |
136.93 |
6.55 |
4.6% |
0.39 |
0.3% |
81% |
False |
False |
87,000 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
145.17 |
2.618 |
144.13 |
1.618 |
143.49 |
1.000 |
143.09 |
0.618 |
142.85 |
HIGH |
142.45 |
0.618 |
142.21 |
0.500 |
142.13 |
0.382 |
142.05 |
LOW |
141.81 |
0.618 |
141.41 |
1.000 |
141.17 |
1.618 |
140.77 |
2.618 |
140.13 |
4.250 |
139.09 |
|
|
Fisher Pivots for day following 07-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
142.20 |
142.32 |
PP |
142.17 |
142.29 |
S1 |
142.13 |
142.27 |
|