Euro Bund Future June 2014
Trading Metrics calculated at close of trading on 24-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2014 |
24-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
142.37 |
142.37 |
0.00 |
0.0% |
143.37 |
High |
142.59 |
143.18 |
0.59 |
0.4% |
143.55 |
Low |
142.32 |
142.22 |
-0.10 |
-0.1% |
142.10 |
Close |
142.51 |
143.03 |
0.52 |
0.4% |
142.51 |
Range |
0.27 |
0.96 |
0.69 |
255.6% |
1.45 |
ATR |
0.62 |
0.64 |
0.02 |
3.9% |
0.00 |
Volume |
415,161 |
854,256 |
439,095 |
105.8% |
3,630,296 |
|
Daily Pivots for day following 24-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
145.69 |
145.32 |
143.56 |
|
R3 |
144.73 |
144.36 |
143.29 |
|
R2 |
143.77 |
143.77 |
143.21 |
|
R1 |
143.40 |
143.40 |
143.12 |
143.59 |
PP |
142.81 |
142.81 |
142.81 |
142.90 |
S1 |
142.44 |
142.44 |
142.94 |
142.63 |
S2 |
141.85 |
141.85 |
142.85 |
|
S3 |
140.89 |
141.48 |
142.77 |
|
S4 |
139.93 |
140.52 |
142.50 |
|
|
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 |
143.46 |
142.10 |
1.36 |
1.0% |
0.62 |
0.4% |
68% |
False |
False |
753,659 |
10 |
143.97 |
142.07 |
1.90 |
1.3% |
0.64 |
0.4% |
51% |
False |
False |
783,290 |
20 |
143.97 |
141.62 |
2.35 |
1.6% |
0.63 |
0.4% |
60% |
False |
False |
688,266 |
40 |
143.97 |
140.35 |
3.62 |
2.5% |
0.56 |
0.4% |
74% |
False |
False |
345,421 |
60 |
143.97 |
136.93 |
7.04 |
4.9% |
0.48 |
0.3% |
87% |
False |
False |
230,397 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
147.26 |
2.618 |
145.69 |
1.618 |
144.73 |
1.000 |
144.14 |
0.618 |
143.77 |
HIGH |
143.18 |
0.618 |
142.81 |
0.500 |
142.70 |
0.382 |
142.59 |
LOW |
142.22 |
0.618 |
141.63 |
1.000 |
141.26 |
1.618 |
140.67 |
2.618 |
139.71 |
4.250 |
138.14 |
|
|
Fisher Pivots for day following 24-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
142.92 |
142.90 |
PP |
142.81 |
142.77 |
S1 |
142.70 |
142.64 |
|