Euro Bund Future June 2014
Trading Metrics calculated at close of trading on 13-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2014 |
13-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
142.45 |
142.82 |
0.37 |
0.3% |
143.00 |
High |
143.11 |
143.79 |
0.68 |
0.5% |
143.48 |
Low |
142.42 |
142.80 |
0.38 |
0.3% |
141.81 |
Close |
142.83 |
143.44 |
0.61 |
0.4% |
142.24 |
Range |
0.69 |
0.99 |
0.30 |
43.5% |
1.67 |
ATR |
0.62 |
0.64 |
0.03 |
4.3% |
0.00 |
Volume |
908,389 |
1,024,372 |
115,983 |
12.8% |
4,248,039 |
|
Daily Pivots for day following 13-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
146.31 |
145.87 |
143.98 |
|
R3 |
145.32 |
144.88 |
143.71 |
|
R2 |
144.33 |
144.33 |
143.62 |
|
R1 |
143.89 |
143.89 |
143.53 |
144.11 |
PP |
143.34 |
143.34 |
143.34 |
143.46 |
S1 |
142.90 |
142.90 |
143.35 |
143.12 |
S2 |
142.35 |
142.35 |
143.26 |
|
S3 |
141.36 |
141.91 |
143.17 |
|
S4 |
140.37 |
140.92 |
142.90 |
|
|
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 |
143.79 |
141.81 |
1.98 |
1.4% |
0.68 |
0.5% |
82% |
True |
False |
820,140 |
10 |
143.79 |
141.81 |
1.98 |
1.4% |
0.64 |
0.4% |
82% |
True |
False |
831,986 |
20 |
143.79 |
141.47 |
2.32 |
1.6% |
0.59 |
0.4% |
85% |
True |
False |
436,547 |
40 |
143.79 |
139.28 |
4.51 |
3.1% |
0.53 |
0.4% |
92% |
True |
False |
219,002 |
60 |
143.79 |
136.93 |
6.86 |
4.8% |
0.43 |
0.3% |
95% |
True |
False |
146,011 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
148.00 |
2.618 |
146.38 |
1.618 |
145.39 |
1.000 |
144.78 |
0.618 |
144.40 |
HIGH |
143.79 |
0.618 |
143.41 |
0.500 |
143.30 |
0.382 |
143.18 |
LOW |
142.80 |
0.618 |
142.19 |
1.000 |
141.81 |
1.618 |
141.20 |
2.618 |
140.21 |
4.250 |
138.59 |
|
|
Fisher Pivots for day following 13-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
143.39 |
143.27 |
PP |
143.34 |
143.10 |
S1 |
143.30 |
142.93 |
|