Euro Bund Future June 2014
Trading Metrics calculated at close of trading on 26-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2014 |
26-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
142.37 |
143.18 |
0.81 |
0.6% |
143.37 |
High |
143.18 |
143.60 |
0.42 |
0.3% |
143.55 |
Low |
142.22 |
143.16 |
0.94 |
0.7% |
142.10 |
Close |
143.03 |
143.41 |
0.38 |
0.3% |
142.51 |
Range |
0.96 |
0.44 |
-0.52 |
-54.2% |
1.45 |
ATR |
0.64 |
0.64 |
-0.01 |
-0.8% |
0.00 |
Volume |
854,256 |
632,719 |
-221,537 |
-25.9% |
3,630,296 |
|
Daily Pivots for day following 26-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
144.71 |
144.50 |
143.65 |
|
R3 |
144.27 |
144.06 |
143.53 |
|
R2 |
143.83 |
143.83 |
143.49 |
|
R1 |
143.62 |
143.62 |
143.45 |
143.73 |
PP |
143.39 |
143.39 |
143.39 |
143.44 |
S1 |
143.18 |
143.18 |
143.37 |
143.29 |
S2 |
142.95 |
142.95 |
143.33 |
|
S3 |
142.51 |
142.74 |
143.29 |
|
S4 |
142.07 |
142.30 |
143.17 |
|
|
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 |
143.60 |
142.10 |
1.50 |
1.0% |
0.63 |
0.4% |
87% |
True |
False |
737,632 |
10 |
143.97 |
142.10 |
1.87 |
1.3% |
0.63 |
0.4% |
70% |
False |
False |
762,871 |
20 |
143.97 |
141.81 |
2.16 |
1.5% |
0.63 |
0.4% |
74% |
False |
False |
717,664 |
40 |
143.97 |
140.38 |
3.59 |
2.5% |
0.57 |
0.4% |
84% |
False |
False |
361,227 |
60 |
143.97 |
136.93 |
7.04 |
4.9% |
0.48 |
0.3% |
92% |
False |
False |
240,943 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
145.47 |
2.618 |
144.75 |
1.618 |
144.31 |
1.000 |
144.04 |
0.618 |
143.87 |
HIGH |
143.60 |
0.618 |
143.43 |
0.500 |
143.38 |
0.382 |
143.33 |
LOW |
143.16 |
0.618 |
142.89 |
1.000 |
142.72 |
1.618 |
142.45 |
2.618 |
142.01 |
4.250 |
141.29 |
|
|
Fisher Pivots for day following 26-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
143.40 |
143.24 |
PP |
143.39 |
143.08 |
S1 |
143.38 |
142.91 |
|