Euro Bund Future June 2014
Trading Metrics calculated at close of trading on 21-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2014 |
21-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
142.61 |
142.37 |
-0.24 |
-0.2% |
143.37 |
High |
142.65 |
142.59 |
-0.06 |
0.0% |
143.55 |
Low |
142.10 |
142.32 |
0.22 |
0.2% |
142.10 |
Close |
142.40 |
142.51 |
0.11 |
0.1% |
142.51 |
Range |
0.55 |
0.27 |
-0.28 |
-50.9% |
1.45 |
ATR |
0.65 |
0.62 |
-0.03 |
-4.2% |
0.00 |
Volume |
893,012 |
415,161 |
-477,851 |
-53.5% |
3,630,296 |
|
Daily Pivots for day following 21-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
143.28 |
143.17 |
142.66 |
|
R3 |
143.01 |
142.90 |
142.58 |
|
R2 |
142.74 |
142.74 |
142.56 |
|
R1 |
142.63 |
142.63 |
142.53 |
142.69 |
PP |
142.47 |
142.47 |
142.47 |
142.50 |
S1 |
142.36 |
142.36 |
142.49 |
142.42 |
S2 |
142.20 |
142.20 |
142.46 |
|
S3 |
141.93 |
142.09 |
142.44 |
|
S4 |
141.66 |
141.82 |
142.36 |
|
|
Weekly Pivots for week ending 21-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
147.07 |
146.24 |
143.31 |
|
R3 |
145.62 |
144.79 |
142.91 |
|
R2 |
144.17 |
144.17 |
142.78 |
|
R1 |
143.34 |
143.34 |
142.64 |
143.03 |
PP |
142.72 |
142.72 |
142.72 |
142.57 |
S1 |
141.89 |
141.89 |
142.38 |
141.58 |
S2 |
141.27 |
141.27 |
142.24 |
|
S3 |
139.82 |
140.44 |
142.11 |
|
S4 |
138.37 |
138.99 |
141.71 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
143.55 |
142.10 |
1.45 |
1.0% |
0.51 |
0.4% |
28% |
False |
False |
726,059 |
10 |
143.97 |
142.07 |
1.90 |
1.3% |
0.60 |
0.4% |
23% |
False |
False |
774,973 |
20 |
143.97 |
141.62 |
2.35 |
1.6% |
0.62 |
0.4% |
38% |
False |
False |
646,036 |
40 |
143.97 |
140.35 |
3.62 |
2.5% |
0.54 |
0.4% |
60% |
False |
False |
324,067 |
60 |
143.97 |
136.93 |
7.04 |
4.9% |
0.47 |
0.3% |
79% |
False |
False |
216,160 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
143.74 |
2.618 |
143.30 |
1.618 |
143.03 |
1.000 |
142.86 |
0.618 |
142.76 |
HIGH |
142.59 |
0.618 |
142.49 |
0.500 |
142.46 |
0.382 |
142.42 |
LOW |
142.32 |
0.618 |
142.15 |
1.000 |
142.05 |
1.618 |
141.88 |
2.618 |
141.61 |
4.250 |
141.17 |
|
|
Fisher Pivots for day following 21-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
142.49 |
142.69 |
PP |
142.47 |
142.63 |
S1 |
142.46 |
142.57 |
|