Euro Bund Future June 2014
Trading Metrics calculated at close of trading on 12-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2014 |
12-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
142.38 |
142.45 |
0.07 |
0.0% |
143.00 |
High |
142.68 |
143.11 |
0.43 |
0.3% |
143.48 |
Low |
142.07 |
142.42 |
0.35 |
0.2% |
141.81 |
Close |
142.32 |
142.83 |
0.51 |
0.4% |
142.24 |
Range |
0.61 |
0.69 |
0.08 |
13.1% |
1.67 |
ATR |
0.60 |
0.62 |
0.01 |
2.2% |
0.00 |
Volume |
836,906 |
908,389 |
71,483 |
8.5% |
4,248,039 |
|
Daily Pivots for day following 12-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
144.86 |
144.53 |
143.21 |
|
R3 |
144.17 |
143.84 |
143.02 |
|
R2 |
143.48 |
143.48 |
142.96 |
|
R1 |
143.15 |
143.15 |
142.89 |
143.32 |
PP |
142.79 |
142.79 |
142.79 |
142.87 |
S1 |
142.46 |
142.46 |
142.77 |
142.63 |
S2 |
142.10 |
142.10 |
142.70 |
|
S3 |
141.41 |
141.77 |
142.64 |
|
S4 |
140.72 |
141.08 |
142.45 |
|
|
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 |
143.11 |
141.81 |
1.30 |
0.9% |
0.63 |
0.4% |
78% |
True |
False |
765,928 |
10 |
143.48 |
141.81 |
1.67 |
1.2% |
0.61 |
0.4% |
61% |
False |
False |
756,359 |
20 |
143.48 |
141.47 |
2.01 |
1.4% |
0.57 |
0.4% |
68% |
False |
False |
385,379 |
40 |
143.48 |
138.81 |
4.67 |
3.3% |
0.52 |
0.4% |
86% |
False |
False |
193,394 |
60 |
143.48 |
136.93 |
6.55 |
4.6% |
0.42 |
0.3% |
90% |
False |
False |
128,939 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
146.04 |
2.618 |
144.92 |
1.618 |
144.23 |
1.000 |
143.80 |
0.618 |
143.54 |
HIGH |
143.11 |
0.618 |
142.85 |
0.500 |
142.77 |
0.382 |
142.68 |
LOW |
142.42 |
0.618 |
141.99 |
1.000 |
141.73 |
1.618 |
141.30 |
2.618 |
140.61 |
4.250 |
139.49 |
|
|
Fisher Pivots for day following 12-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
142.81 |
142.75 |
PP |
142.79 |
142.67 |
S1 |
142.77 |
142.59 |
|