Euro Bund Future June 2014
Trading Metrics calculated at close of trading on 27-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2014 |
27-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
143.18 |
143.50 |
0.32 |
0.2% |
143.37 |
High |
143.60 |
143.92 |
0.32 |
0.2% |
143.55 |
Low |
143.16 |
143.46 |
0.30 |
0.2% |
142.10 |
Close |
143.41 |
143.84 |
0.43 |
0.3% |
142.51 |
Range |
0.44 |
0.46 |
0.02 |
4.5% |
1.45 |
ATR |
0.64 |
0.63 |
-0.01 |
-1.4% |
0.00 |
Volume |
632,719 |
666,139 |
33,420 |
5.3% |
3,630,296 |
|
Daily Pivots for day following 27-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
145.12 |
144.94 |
144.09 |
|
R3 |
144.66 |
144.48 |
143.97 |
|
R2 |
144.20 |
144.20 |
143.92 |
|
R1 |
144.02 |
144.02 |
143.88 |
144.11 |
PP |
143.74 |
143.74 |
143.74 |
143.79 |
S1 |
143.56 |
143.56 |
143.80 |
143.65 |
S2 |
143.28 |
143.28 |
143.76 |
|
S3 |
142.82 |
143.10 |
143.71 |
|
S4 |
142.36 |
142.64 |
143.59 |
|
|
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 |
143.92 |
142.10 |
1.82 |
1.3% |
0.54 |
0.4% |
96% |
True |
False |
692,257 |
10 |
143.97 |
142.10 |
1.87 |
1.3% |
0.60 |
0.4% |
93% |
False |
False |
738,646 |
20 |
143.97 |
141.81 |
2.16 |
1.5% |
0.61 |
0.4% |
94% |
False |
False |
747,503 |
40 |
143.97 |
141.03 |
2.94 |
2.0% |
0.55 |
0.4% |
96% |
False |
False |
377,852 |
60 |
143.97 |
136.93 |
7.04 |
4.9% |
0.49 |
0.3% |
98% |
False |
False |
252,045 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
145.88 |
2.618 |
145.12 |
1.618 |
144.66 |
1.000 |
144.38 |
0.618 |
144.20 |
HIGH |
143.92 |
0.618 |
143.74 |
0.500 |
143.69 |
0.382 |
143.64 |
LOW |
143.46 |
0.618 |
143.18 |
1.000 |
143.00 |
1.618 |
142.72 |
2.618 |
142.26 |
4.250 |
141.51 |
|
|
Fisher Pivots for day following 27-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
143.79 |
143.58 |
PP |
143.74 |
143.33 |
S1 |
143.69 |
143.07 |
|