Euro Bund Future June 2014
| Trading Metrics calculated at close of trading on 28-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2014 |
28-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
143.50 |
143.68 |
0.18 |
0.1% |
142.37 |
| High |
143.92 |
144.08 |
0.16 |
0.1% |
144.08 |
| Low |
143.46 |
143.45 |
-0.01 |
0.0% |
142.22 |
| Close |
143.84 |
143.58 |
-0.26 |
-0.2% |
143.58 |
| Range |
0.46 |
0.63 |
0.17 |
37.0% |
1.86 |
| ATR |
0.63 |
0.63 |
0.00 |
0.0% |
0.00 |
| Volume |
666,139 |
768,860 |
102,721 |
15.4% |
2,921,974 |
|
| Daily Pivots for day following 28-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
145.59 |
145.22 |
143.93 |
|
| R3 |
144.96 |
144.59 |
143.75 |
|
| R2 |
144.33 |
144.33 |
143.70 |
|
| R1 |
143.96 |
143.96 |
143.64 |
143.83 |
| PP |
143.70 |
143.70 |
143.70 |
143.64 |
| S1 |
143.33 |
143.33 |
143.52 |
143.20 |
| S2 |
143.07 |
143.07 |
143.46 |
|
| S3 |
142.44 |
142.70 |
143.41 |
|
| S4 |
141.81 |
142.07 |
143.23 |
|
|
| 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% |
0.55 |
0.4% |
73% |
True |
False |
667,427 |
| 10 |
144.08 |
142.10 |
1.98 |
1.4% |
0.57 |
0.4% |
75% |
True |
False |
713,095 |
| 20 |
144.08 |
141.81 |
2.27 |
1.6% |
0.60 |
0.4% |
78% |
True |
False |
772,540 |
| 40 |
144.08 |
141.20 |
2.88 |
2.0% |
0.56 |
0.4% |
83% |
True |
False |
396,982 |
| 60 |
144.08 |
137.23 |
6.85 |
4.8% |
0.49 |
0.3% |
93% |
True |
False |
264,859 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
146.76 |
|
2.618 |
145.73 |
|
1.618 |
145.10 |
|
1.000 |
144.71 |
|
0.618 |
144.47 |
|
HIGH |
144.08 |
|
0.618 |
143.84 |
|
0.500 |
143.77 |
|
0.382 |
143.69 |
|
LOW |
143.45 |
|
0.618 |
143.06 |
|
1.000 |
142.82 |
|
1.618 |
142.43 |
|
2.618 |
141.80 |
|
4.250 |
140.77 |
|
|
| Fisher Pivots for day following 28-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
143.77 |
143.62 |
| PP |
143.70 |
143.61 |
| S1 |
143.64 |
143.59 |
|