Euro Bund Future June 2014
Trading Metrics calculated at close of trading on 20-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2014 |
20-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
143.26 |
142.61 |
-0.65 |
-0.5% |
142.34 |
High |
143.28 |
142.65 |
-0.63 |
-0.4% |
143.97 |
Low |
142.33 |
142.10 |
-0.23 |
-0.2% |
142.07 |
Close |
142.96 |
142.40 |
-0.56 |
-0.4% |
143.46 |
Range |
0.95 |
0.55 |
-0.40 |
-42.1% |
1.90 |
ATR |
0.63 |
0.65 |
0.02 |
2.6% |
0.00 |
Volume |
893,012 |
893,012 |
0 |
0.0% |
4,119,443 |
|
Daily Pivots for day following 20-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
144.03 |
143.77 |
142.70 |
|
R3 |
143.48 |
143.22 |
142.55 |
|
R2 |
142.93 |
142.93 |
142.50 |
|
R1 |
142.67 |
142.67 |
142.45 |
142.53 |
PP |
142.38 |
142.38 |
142.38 |
142.31 |
S1 |
142.12 |
142.12 |
142.35 |
141.98 |
S2 |
141.83 |
141.83 |
142.30 |
|
S3 |
141.28 |
141.57 |
142.25 |
|
S4 |
140.73 |
141.02 |
142.10 |
|
|
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 |
142.10 |
1.87 |
1.3% |
0.58 |
0.4% |
16% |
False |
True |
758,764 |
10 |
143.97 |
141.81 |
2.16 |
1.5% |
0.63 |
0.4% |
27% |
False |
False |
789,452 |
20 |
143.97 |
141.62 |
2.35 |
1.7% |
0.62 |
0.4% |
33% |
False |
False |
625,372 |
40 |
143.97 |
140.32 |
3.65 |
2.6% |
0.55 |
0.4% |
57% |
False |
False |
313,821 |
60 |
143.97 |
136.93 |
7.04 |
4.9% |
0.47 |
0.3% |
78% |
False |
False |
209,241 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
144.99 |
2.618 |
144.09 |
1.618 |
143.54 |
1.000 |
143.20 |
0.618 |
142.99 |
HIGH |
142.65 |
0.618 |
142.44 |
0.500 |
142.38 |
0.382 |
142.31 |
LOW |
142.10 |
0.618 |
141.76 |
1.000 |
141.55 |
1.618 |
141.21 |
2.618 |
140.66 |
4.250 |
139.76 |
|
|
Fisher Pivots for day following 20-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
142.39 |
142.78 |
PP |
142.38 |
142.65 |
S1 |
142.38 |
142.53 |
|