Euro Bund Future June 2014
Trading Metrics calculated at close of trading on 11-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2014 |
11-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
142.34 |
142.38 |
0.04 |
0.0% |
143.00 |
High |
142.60 |
142.68 |
0.08 |
0.1% |
143.48 |
Low |
142.12 |
142.07 |
-0.05 |
0.0% |
141.81 |
Close |
142.48 |
142.32 |
-0.16 |
-0.1% |
142.24 |
Range |
0.48 |
0.61 |
0.13 |
27.1% |
1.67 |
ATR |
0.60 |
0.60 |
0.00 |
0.1% |
0.00 |
Volume |
771,089 |
836,906 |
65,817 |
8.5% |
4,248,039 |
|
Daily Pivots for day following 11-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
144.19 |
143.86 |
142.66 |
|
R3 |
143.58 |
143.25 |
142.49 |
|
R2 |
142.97 |
142.97 |
142.43 |
|
R1 |
142.64 |
142.64 |
142.38 |
142.50 |
PP |
142.36 |
142.36 |
142.36 |
142.29 |
S1 |
142.03 |
142.03 |
142.26 |
141.89 |
S2 |
141.75 |
141.75 |
142.21 |
|
S3 |
141.14 |
141.42 |
142.15 |
|
S4 |
140.53 |
140.81 |
141.98 |
|
|
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 |
142.82 |
141.81 |
1.01 |
0.7% |
0.57 |
0.4% |
50% |
False |
False |
755,152 |
10 |
143.48 |
141.81 |
1.67 |
1.2% |
0.63 |
0.4% |
31% |
False |
False |
672,457 |
20 |
143.48 |
141.20 |
2.28 |
1.6% |
0.55 |
0.4% |
49% |
False |
False |
340,141 |
40 |
143.48 |
138.60 |
4.88 |
3.4% |
0.50 |
0.4% |
76% |
False |
False |
170,687 |
60 |
143.48 |
136.93 |
6.55 |
4.6% |
0.41 |
0.3% |
82% |
False |
False |
113,799 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
145.27 |
2.618 |
144.28 |
1.618 |
143.67 |
1.000 |
143.29 |
0.618 |
143.06 |
HIGH |
142.68 |
0.618 |
142.45 |
0.500 |
142.38 |
0.382 |
142.30 |
LOW |
142.07 |
0.618 |
141.69 |
1.000 |
141.46 |
1.618 |
141.08 |
2.618 |
140.47 |
4.250 |
139.48 |
|
|
Fisher Pivots for day following 11-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
142.38 |
142.30 |
PP |
142.36 |
142.27 |
S1 |
142.34 |
142.25 |
|