Euro Bund Future June 2014
Trading Metrics calculated at close of trading on 10-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2014 |
10-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
142.23 |
142.34 |
0.11 |
0.1% |
143.00 |
High |
142.45 |
142.60 |
0.15 |
0.1% |
143.48 |
Low |
141.81 |
142.12 |
0.31 |
0.2% |
141.81 |
Close |
142.24 |
142.48 |
0.24 |
0.2% |
142.24 |
Range |
0.64 |
0.48 |
-0.16 |
-25.0% |
1.67 |
ATR |
0.61 |
0.60 |
-0.01 |
-1.5% |
0.00 |
Volume |
559,944 |
771,089 |
211,145 |
37.7% |
4,248,039 |
|
Daily Pivots for day following 10-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
143.84 |
143.64 |
142.74 |
|
R3 |
143.36 |
143.16 |
142.61 |
|
R2 |
142.88 |
142.88 |
142.57 |
|
R1 |
142.68 |
142.68 |
142.52 |
142.78 |
PP |
142.40 |
142.40 |
142.40 |
142.45 |
S1 |
142.20 |
142.20 |
142.44 |
142.30 |
S2 |
141.92 |
141.92 |
142.39 |
|
S3 |
141.44 |
141.72 |
142.35 |
|
S4 |
140.96 |
141.24 |
142.22 |
|
|
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 |
143.00 |
141.81 |
1.19 |
0.8% |
0.51 |
0.4% |
56% |
False |
False |
826,326 |
10 |
143.48 |
141.62 |
1.86 |
1.3% |
0.63 |
0.4% |
46% |
False |
False |
593,242 |
20 |
143.48 |
141.20 |
2.28 |
1.6% |
0.53 |
0.4% |
56% |
False |
False |
298,371 |
40 |
143.48 |
138.60 |
4.88 |
3.4% |
0.50 |
0.3% |
80% |
False |
False |
149,765 |
60 |
143.48 |
136.93 |
6.55 |
4.6% |
0.40 |
0.3% |
85% |
False |
False |
99,851 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
144.64 |
2.618 |
143.86 |
1.618 |
143.38 |
1.000 |
143.08 |
0.618 |
142.90 |
HIGH |
142.60 |
0.618 |
142.42 |
0.500 |
142.36 |
0.382 |
142.30 |
LOW |
142.12 |
0.618 |
141.82 |
1.000 |
141.64 |
1.618 |
141.34 |
2.618 |
140.86 |
4.250 |
140.08 |
|
|
Fisher Pivots for day following 10-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
142.44 |
142.40 |
PP |
142.40 |
142.32 |
S1 |
142.36 |
142.25 |
|