Euro Bund Future June 2014
Trading Metrics calculated at close of trading on 18-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2014 |
18-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
143.37 |
143.26 |
-0.11 |
-0.1% |
142.34 |
High |
143.55 |
143.46 |
-0.09 |
-0.1% |
143.97 |
Low |
143.13 |
143.08 |
-0.05 |
0.0% |
142.07 |
Close |
143.24 |
143.26 |
0.02 |
0.0% |
143.46 |
Range |
0.42 |
0.38 |
-0.04 |
-9.5% |
1.90 |
ATR |
0.62 |
0.61 |
-0.02 |
-2.8% |
0.00 |
Volume |
716,254 |
712,857 |
-3,397 |
-0.5% |
4,119,443 |
|
Daily Pivots for day following 18-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
144.41 |
144.21 |
143.47 |
|
R3 |
144.03 |
143.83 |
143.36 |
|
R2 |
143.65 |
143.65 |
143.33 |
|
R1 |
143.45 |
143.45 |
143.29 |
143.45 |
PP |
143.27 |
143.27 |
143.27 |
143.27 |
S1 |
143.07 |
143.07 |
143.23 |
143.07 |
S2 |
142.89 |
142.89 |
143.19 |
|
S3 |
142.51 |
142.69 |
143.16 |
|
S4 |
142.13 |
142.31 |
143.05 |
|
|
Weekly Pivots for week ending 14-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
148.87 |
148.06 |
144.51 |
|
R3 |
146.97 |
146.16 |
143.98 |
|
R2 |
145.07 |
145.07 |
143.81 |
|
R1 |
144.26 |
144.26 |
143.63 |
144.67 |
PP |
143.17 |
143.17 |
143.17 |
143.37 |
S1 |
142.36 |
142.36 |
143.29 |
142.77 |
S2 |
141.27 |
141.27 |
143.11 |
|
S3 |
139.37 |
140.46 |
142.94 |
|
S4 |
137.47 |
138.56 |
142.42 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
143.97 |
142.42 |
1.55 |
1.1% |
0.62 |
0.4% |
54% |
False |
False |
788,111 |
10 |
143.97 |
141.81 |
2.16 |
1.5% |
0.59 |
0.4% |
67% |
False |
False |
771,632 |
20 |
143.97 |
141.52 |
2.45 |
1.7% |
0.61 |
0.4% |
71% |
False |
False |
536,469 |
40 |
143.97 |
139.47 |
4.50 |
3.1% |
0.54 |
0.4% |
84% |
False |
False |
269,195 |
60 |
143.97 |
136.93 |
7.04 |
4.9% |
0.46 |
0.3% |
90% |
False |
False |
179,475 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
145.08 |
2.618 |
144.45 |
1.618 |
144.07 |
1.000 |
143.84 |
0.618 |
143.69 |
HIGH |
143.46 |
0.618 |
143.31 |
0.500 |
143.27 |
0.382 |
143.23 |
LOW |
143.08 |
0.618 |
142.85 |
1.000 |
142.70 |
1.618 |
142.47 |
2.618 |
142.09 |
4.250 |
141.47 |
|
|
Fisher Pivots for day following 18-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
143.27 |
143.53 |
PP |
143.27 |
143.44 |
S1 |
143.26 |
143.35 |
|