Euro Bund Future September 2011
Trading Metrics calculated at close of trading on 25-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2011 |
25-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
122.28 |
121.65 |
-0.63 |
-0.5% |
122.15 |
High |
122.28 |
121.71 |
-0.57 |
-0.5% |
122.28 |
Low |
121.75 |
121.60 |
-0.15 |
-0.1% |
121.56 |
Close |
121.84 |
121.67 |
-0.17 |
-0.1% |
121.67 |
Range |
0.53 |
0.11 |
-0.42 |
-79.2% |
0.72 |
ATR |
0.46 |
0.44 |
-0.02 |
-3.4% |
0.00 |
Volume |
13 |
8 |
-5 |
-38.5% |
1,239 |
|
Daily Pivots for day following 25-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121.99 |
121.94 |
121.73 |
|
R3 |
121.88 |
121.83 |
121.70 |
|
R2 |
121.77 |
121.77 |
121.69 |
|
R1 |
121.72 |
121.72 |
121.68 |
121.75 |
PP |
121.66 |
121.66 |
121.66 |
121.67 |
S1 |
121.61 |
121.61 |
121.66 |
121.64 |
S2 |
121.55 |
121.55 |
121.65 |
|
S3 |
121.44 |
121.50 |
121.64 |
|
S4 |
121.33 |
121.39 |
121.61 |
|
|
Weekly Pivots for week ending 25-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124.00 |
123.55 |
122.07 |
|
R3 |
123.28 |
122.83 |
121.87 |
|
R2 |
122.56 |
122.56 |
121.80 |
|
R1 |
122.11 |
122.11 |
121.74 |
121.98 |
PP |
121.84 |
121.84 |
121.84 |
121.77 |
S1 |
121.39 |
121.39 |
121.60 |
121.26 |
S2 |
121.12 |
121.12 |
121.54 |
|
S3 |
120.40 |
120.67 |
121.47 |
|
S4 |
119.68 |
119.95 |
121.27 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
122.18 |
2.618 |
122.00 |
1.618 |
121.89 |
1.000 |
121.82 |
0.618 |
121.78 |
HIGH |
121.71 |
0.618 |
121.67 |
0.500 |
121.66 |
0.382 |
121.64 |
LOW |
121.60 |
0.618 |
121.53 |
1.000 |
121.49 |
1.618 |
121.42 |
2.618 |
121.31 |
4.250 |
121.13 |
|
|
Fisher Pivots for day following 25-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
121.67 |
121.94 |
PP |
121.66 |
121.85 |
S1 |
121.66 |
121.76 |
|