Euro Bund Future June 2014
| Trading Metrics calculated at close of trading on 14-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2014 |
14-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
142.82 |
143.75 |
0.93 |
0.7% |
142.34 |
| High |
143.79 |
143.97 |
0.18 |
0.1% |
143.97 |
| Low |
142.80 |
143.36 |
0.56 |
0.4% |
142.07 |
| Close |
143.44 |
143.46 |
0.02 |
0.0% |
143.46 |
| Range |
0.99 |
0.61 |
-0.38 |
-38.4% |
1.90 |
| ATR |
0.64 |
0.64 |
0.00 |
-0.4% |
0.00 |
| Volume |
1,024,372 |
578,687 |
-445,685 |
-43.5% |
4,119,443 |
|
| Daily Pivots for day following 14-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
145.43 |
145.05 |
143.80 |
|
| R3 |
144.82 |
144.44 |
143.63 |
|
| R2 |
144.21 |
144.21 |
143.57 |
|
| R1 |
143.83 |
143.83 |
143.52 |
143.72 |
| PP |
143.60 |
143.60 |
143.60 |
143.54 |
| S1 |
143.22 |
143.22 |
143.40 |
143.11 |
| S2 |
142.99 |
142.99 |
143.35 |
|
| S3 |
142.38 |
142.61 |
143.29 |
|
| S4 |
141.77 |
142.00 |
143.12 |
|
|
| Weekly Pivots for week ending 14-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
148.87 |
148.06 |
144.51 |
|
| R3 |
146.97 |
146.16 |
143.98 |
|
| R2 |
145.07 |
145.07 |
143.81 |
|
| R1 |
144.26 |
144.26 |
143.63 |
144.67 |
| PP |
143.17 |
143.17 |
143.17 |
143.37 |
| S1 |
142.36 |
142.36 |
143.29 |
142.77 |
| S2 |
141.27 |
141.27 |
143.11 |
|
| S3 |
139.37 |
140.46 |
142.94 |
|
| S4 |
137.47 |
138.56 |
142.42 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
143.97 |
142.07 |
1.90 |
1.3% |
0.68 |
0.5% |
73% |
True |
False |
823,888 |
| 10 |
143.97 |
141.81 |
2.16 |
1.5% |
0.60 |
0.4% |
76% |
True |
False |
836,748 |
| 20 |
143.97 |
141.47 |
2.50 |
1.7% |
0.61 |
0.4% |
80% |
True |
False |
465,315 |
| 40 |
143.97 |
139.40 |
4.57 |
3.2% |
0.54 |
0.4% |
89% |
True |
False |
233,469 |
| 60 |
143.97 |
136.93 |
7.04 |
4.9% |
0.44 |
0.3% |
93% |
True |
False |
155,656 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
146.56 |
|
2.618 |
145.57 |
|
1.618 |
144.96 |
|
1.000 |
144.58 |
|
0.618 |
144.35 |
|
HIGH |
143.97 |
|
0.618 |
143.74 |
|
0.500 |
143.67 |
|
0.382 |
143.59 |
|
LOW |
143.36 |
|
0.618 |
142.98 |
|
1.000 |
142.75 |
|
1.618 |
142.37 |
|
2.618 |
141.76 |
|
4.250 |
140.77 |
|
|
| Fisher Pivots for day following 14-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
143.67 |
143.37 |
| PP |
143.60 |
143.28 |
| S1 |
143.53 |
143.20 |
|