Euro Bund Future June 2014
Trading Metrics calculated at close of trading on 19-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2014 |
19-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
143.26 |
143.26 |
0.00 |
0.0% |
142.34 |
High |
143.46 |
143.28 |
-0.18 |
-0.1% |
143.97 |
Low |
143.08 |
142.33 |
-0.75 |
-0.5% |
142.07 |
Close |
143.26 |
142.96 |
-0.30 |
-0.2% |
143.46 |
Range |
0.38 |
0.95 |
0.57 |
150.0% |
1.90 |
ATR |
0.61 |
0.63 |
0.02 |
4.0% |
0.00 |
Volume |
712,857 |
893,012 |
180,155 |
25.3% |
4,119,443 |
|
Daily Pivots for day following 19-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
145.71 |
145.28 |
143.48 |
|
R3 |
144.76 |
144.33 |
143.22 |
|
R2 |
143.81 |
143.81 |
143.13 |
|
R1 |
143.38 |
143.38 |
143.05 |
143.12 |
PP |
142.86 |
142.86 |
142.86 |
142.73 |
S1 |
142.43 |
142.43 |
142.87 |
142.17 |
S2 |
141.91 |
141.91 |
142.79 |
|
S3 |
140.96 |
141.48 |
142.70 |
|
S4 |
140.01 |
140.53 |
142.44 |
|
|
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 |
142.33 |
1.64 |
1.1% |
0.67 |
0.5% |
38% |
False |
True |
785,036 |
10 |
143.97 |
141.81 |
2.16 |
1.5% |
0.65 |
0.5% |
53% |
False |
False |
775,482 |
20 |
143.97 |
141.52 |
2.45 |
1.7% |
0.63 |
0.4% |
59% |
False |
False |
580,907 |
40 |
143.97 |
139.63 |
4.34 |
3.0% |
0.56 |
0.4% |
77% |
False |
False |
291,519 |
60 |
143.97 |
136.93 |
7.04 |
4.9% |
0.46 |
0.3% |
86% |
False |
False |
194,358 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
147.32 |
2.618 |
145.77 |
1.618 |
144.82 |
1.000 |
144.23 |
0.618 |
143.87 |
HIGH |
143.28 |
0.618 |
142.92 |
0.500 |
142.81 |
0.382 |
142.69 |
LOW |
142.33 |
0.618 |
141.74 |
1.000 |
141.38 |
1.618 |
140.79 |
2.618 |
139.84 |
4.250 |
138.29 |
|
|
Fisher Pivots for day following 19-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
142.91 |
142.95 |
PP |
142.86 |
142.95 |
S1 |
142.81 |
142.94 |
|