Euro Bund Future June 2014
Trading Metrics calculated at close of trading on 31-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2014 |
31-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
143.68 |
143.55 |
-0.13 |
-0.1% |
142.37 |
High |
144.08 |
143.68 |
-0.40 |
-0.3% |
144.08 |
Low |
143.45 |
143.02 |
-0.43 |
-0.3% |
142.22 |
Close |
143.58 |
143.38 |
-0.20 |
-0.1% |
143.58 |
Range |
0.63 |
0.66 |
0.03 |
4.8% |
1.86 |
ATR |
0.63 |
0.63 |
0.00 |
0.3% |
0.00 |
Volume |
768,860 |
516,572 |
-252,288 |
-32.8% |
2,921,974 |
|
Daily Pivots for day following 31-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
145.34 |
145.02 |
143.74 |
|
R3 |
144.68 |
144.36 |
143.56 |
|
R2 |
144.02 |
144.02 |
143.50 |
|
R1 |
143.70 |
143.70 |
143.44 |
143.53 |
PP |
143.36 |
143.36 |
143.36 |
143.28 |
S1 |
143.04 |
143.04 |
143.32 |
142.87 |
S2 |
142.70 |
142.70 |
143.26 |
|
S3 |
142.04 |
142.38 |
143.20 |
|
S4 |
141.38 |
141.72 |
143.02 |
|
|
Weekly Pivots for week ending 28-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
148.87 |
148.09 |
144.60 |
|
R3 |
147.01 |
146.23 |
144.09 |
|
R2 |
145.15 |
145.15 |
143.92 |
|
R1 |
144.37 |
144.37 |
143.75 |
144.76 |
PP |
143.29 |
143.29 |
143.29 |
143.49 |
S1 |
142.51 |
142.51 |
143.41 |
142.90 |
S2 |
141.43 |
141.43 |
143.24 |
|
S3 |
139.57 |
140.65 |
143.07 |
|
S4 |
137.71 |
138.79 |
142.56 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
144.08 |
142.22 |
1.86 |
1.3% |
0.63 |
0.4% |
62% |
False |
False |
687,709 |
10 |
144.08 |
142.10 |
1.98 |
1.4% |
0.57 |
0.4% |
65% |
False |
False |
706,884 |
20 |
144.08 |
141.81 |
2.27 |
1.6% |
0.59 |
0.4% |
69% |
False |
False |
771,816 |
40 |
144.08 |
141.20 |
2.88 |
2.0% |
0.56 |
0.4% |
76% |
False |
False |
409,874 |
60 |
144.08 |
137.38 |
6.70 |
4.7% |
0.50 |
0.3% |
90% |
False |
False |
273,469 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
146.49 |
2.618 |
145.41 |
1.618 |
144.75 |
1.000 |
144.34 |
0.618 |
144.09 |
HIGH |
143.68 |
0.618 |
143.43 |
0.500 |
143.35 |
0.382 |
143.27 |
LOW |
143.02 |
0.618 |
142.61 |
1.000 |
142.36 |
1.618 |
141.95 |
2.618 |
141.29 |
4.250 |
140.22 |
|
|
Fisher Pivots for day following 31-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
143.37 |
143.55 |
PP |
143.36 |
143.49 |
S1 |
143.35 |
143.44 |
|