Euro Bund Future June 2014
| Trading Metrics calculated at close of trading on 06-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2014 |
06-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
142.75 |
142.67 |
-0.08 |
-0.1% |
142.24 |
| High |
142.82 |
142.68 |
-0.14 |
-0.1% |
143.41 |
| Low |
142.45 |
141.93 |
-0.52 |
-0.4% |
141.62 |
| Close |
142.77 |
142.18 |
-0.59 |
-0.4% |
142.48 |
| Range |
0.37 |
0.75 |
0.38 |
102.7% |
1.79 |
| ATR |
0.59 |
0.61 |
0.02 |
3.0% |
0.00 |
| Volume |
854,510 |
753,312 |
-101,198 |
-11.8% |
922,951 |
|
| Daily Pivots for day following 06-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
144.51 |
144.10 |
142.59 |
|
| R3 |
143.76 |
143.35 |
142.39 |
|
| R2 |
143.01 |
143.01 |
142.32 |
|
| R1 |
142.60 |
142.60 |
142.25 |
142.43 |
| PP |
142.26 |
142.26 |
142.26 |
142.18 |
| S1 |
141.85 |
141.85 |
142.11 |
141.68 |
| S2 |
141.51 |
141.51 |
142.04 |
|
| S3 |
140.76 |
141.10 |
141.97 |
|
| S4 |
140.01 |
140.35 |
141.77 |
|
|
| Weekly Pivots for week ending 28-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
147.87 |
146.97 |
143.46 |
|
| R3 |
146.08 |
145.18 |
142.97 |
|
| R2 |
144.29 |
144.29 |
142.81 |
|
| R1 |
143.39 |
143.39 |
142.64 |
143.84 |
| PP |
142.50 |
142.50 |
142.50 |
142.73 |
| S1 |
141.60 |
141.60 |
142.32 |
142.05 |
| S2 |
140.71 |
140.71 |
142.15 |
|
| S3 |
138.92 |
139.81 |
141.99 |
|
| S4 |
137.13 |
138.02 |
141.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
143.48 |
141.93 |
1.55 |
1.1% |
0.59 |
0.4% |
16% |
False |
True |
843,832 |
| 10 |
143.48 |
141.62 |
1.86 |
1.3% |
0.62 |
0.4% |
30% |
False |
False |
461,293 |
| 20 |
143.48 |
141.20 |
2.28 |
1.6% |
0.52 |
0.4% |
43% |
False |
False |
232,085 |
| 40 |
143.48 |
138.19 |
5.29 |
3.7% |
0.48 |
0.3% |
75% |
False |
False |
116,496 |
| 60 |
143.48 |
136.93 |
6.55 |
4.6% |
0.39 |
0.3% |
80% |
False |
False |
77,667 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
145.87 |
|
2.618 |
144.64 |
|
1.618 |
143.89 |
|
1.000 |
143.43 |
|
0.618 |
143.14 |
|
HIGH |
142.68 |
|
0.618 |
142.39 |
|
0.500 |
142.31 |
|
0.382 |
142.22 |
|
LOW |
141.93 |
|
0.618 |
141.47 |
|
1.000 |
141.18 |
|
1.618 |
140.72 |
|
2.618 |
139.97 |
|
4.250 |
138.74 |
|
|
| Fisher Pivots for day following 06-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
142.31 |
142.47 |
| PP |
142.26 |
142.37 |
| S1 |
142.22 |
142.28 |
|