Euro Bund Future June 2014
| Trading Metrics calculated at close of trading on 17-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2014 |
17-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
143.75 |
143.37 |
-0.38 |
-0.3% |
142.34 |
| High |
143.97 |
143.55 |
-0.42 |
-0.3% |
143.97 |
| Low |
143.36 |
143.13 |
-0.23 |
-0.2% |
142.07 |
| Close |
143.46 |
143.24 |
-0.22 |
-0.2% |
143.46 |
| Range |
0.61 |
0.42 |
-0.19 |
-31.1% |
1.90 |
| ATR |
0.64 |
0.62 |
-0.02 |
-2.5% |
0.00 |
| Volume |
578,687 |
716,254 |
137,567 |
23.8% |
4,119,443 |
|
| Daily Pivots for day following 17-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
144.57 |
144.32 |
143.47 |
|
| R3 |
144.15 |
143.90 |
143.36 |
|
| R2 |
143.73 |
143.73 |
143.32 |
|
| R1 |
143.48 |
143.48 |
143.28 |
143.40 |
| PP |
143.31 |
143.31 |
143.31 |
143.26 |
| S1 |
143.06 |
143.06 |
143.20 |
142.98 |
| S2 |
142.89 |
142.89 |
143.16 |
|
| S3 |
142.47 |
142.64 |
143.12 |
|
| S4 |
142.05 |
142.22 |
143.01 |
|
|
| 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% |
0.66 |
0.5% |
62% |
False |
False |
812,921 |
| 10 |
143.97 |
141.81 |
2.16 |
1.5% |
0.59 |
0.4% |
66% |
False |
False |
819,624 |
| 20 |
143.97 |
141.52 |
2.45 |
1.7% |
0.62 |
0.4% |
70% |
False |
False |
501,065 |
| 40 |
143.97 |
139.40 |
4.57 |
3.2% |
0.54 |
0.4% |
84% |
False |
False |
251,375 |
| 60 |
143.97 |
136.93 |
7.04 |
4.9% |
0.45 |
0.3% |
90% |
False |
False |
167,594 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
145.34 |
|
2.618 |
144.65 |
|
1.618 |
144.23 |
|
1.000 |
143.97 |
|
0.618 |
143.81 |
|
HIGH |
143.55 |
|
0.618 |
143.39 |
|
0.500 |
143.34 |
|
0.382 |
143.29 |
|
LOW |
143.13 |
|
0.618 |
142.87 |
|
1.000 |
142.71 |
|
1.618 |
142.45 |
|
2.618 |
142.03 |
|
4.250 |
141.35 |
|
|
| Fisher Pivots for day following 17-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
143.34 |
143.39 |
| PP |
143.31 |
143.34 |
| S1 |
143.27 |
143.29 |
|