Euro Bund Future September 2011
Trading Metrics calculated at close of trading on 24-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2011 |
24-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
121.97 |
122.28 |
0.31 |
0.3% |
121.59 |
High |
121.98 |
122.28 |
0.30 |
0.2% |
123.50 |
Low |
121.97 |
121.75 |
-0.22 |
-0.2% |
121.39 |
Close |
121.95 |
121.84 |
-0.11 |
-0.1% |
122.27 |
Range |
0.01 |
0.53 |
0.52 |
5,200.0% |
2.11 |
ATR |
0.45 |
0.46 |
0.01 |
1.2% |
0.00 |
Volume |
2 |
13 |
11 |
550.0% |
878 |
|
Daily Pivots for day following 24-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123.55 |
123.22 |
122.13 |
|
R3 |
123.02 |
122.69 |
121.99 |
|
R2 |
122.49 |
122.49 |
121.94 |
|
R1 |
122.16 |
122.16 |
121.89 |
122.06 |
PP |
121.96 |
121.96 |
121.96 |
121.91 |
S1 |
121.63 |
121.63 |
121.79 |
121.53 |
S2 |
121.43 |
121.43 |
121.74 |
|
S3 |
120.90 |
121.10 |
121.69 |
|
S4 |
120.37 |
120.57 |
121.55 |
|
|
Weekly Pivots for week ending 18-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
128.72 |
127.60 |
123.43 |
|
R3 |
126.61 |
125.49 |
122.85 |
|
R2 |
124.50 |
124.50 |
122.66 |
|
R1 |
123.38 |
123.38 |
122.46 |
123.94 |
PP |
122.39 |
122.39 |
122.39 |
122.67 |
S1 |
121.27 |
121.27 |
122.08 |
121.83 |
S2 |
120.28 |
120.28 |
121.88 |
|
S3 |
118.17 |
119.16 |
121.69 |
|
S4 |
116.06 |
117.05 |
121.11 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
124.53 |
2.618 |
123.67 |
1.618 |
123.14 |
1.000 |
122.81 |
0.618 |
122.61 |
HIGH |
122.28 |
0.618 |
122.08 |
0.500 |
122.02 |
0.382 |
121.95 |
LOW |
121.75 |
0.618 |
121.42 |
1.000 |
121.22 |
1.618 |
120.89 |
2.618 |
120.36 |
4.250 |
119.50 |
|
|
Fisher Pivots for day following 24-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
122.02 |
121.92 |
PP |
121.96 |
121.89 |
S1 |
121.90 |
121.87 |
|