Euro Bund Future September 2011
Trading Metrics calculated at close of trading on 04-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2011 |
04-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
120.66 |
120.55 |
-0.11 |
-0.1% |
121.29 |
High |
120.66 |
120.72 |
0.06 |
0.0% |
121.41 |
Low |
120.33 |
120.43 |
0.10 |
0.1% |
120.33 |
Close |
120.52 |
120.68 |
0.16 |
0.1% |
120.52 |
Range |
0.33 |
0.29 |
-0.04 |
-12.1% |
1.08 |
ATR |
0.44 |
0.43 |
-0.01 |
-2.5% |
0.00 |
Volume |
40 |
713 |
673 |
1,682.5% |
420 |
|
Daily Pivots for day following 04-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121.48 |
121.37 |
120.84 |
|
R3 |
121.19 |
121.08 |
120.76 |
|
R2 |
120.90 |
120.90 |
120.73 |
|
R1 |
120.79 |
120.79 |
120.71 |
120.85 |
PP |
120.61 |
120.61 |
120.61 |
120.64 |
S1 |
120.50 |
120.50 |
120.65 |
120.56 |
S2 |
120.32 |
120.32 |
120.63 |
|
S3 |
120.03 |
120.21 |
120.60 |
|
S4 |
119.74 |
119.92 |
120.52 |
|
|
Weekly Pivots for week ending 01-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123.99 |
123.34 |
121.11 |
|
R3 |
122.91 |
122.26 |
120.82 |
|
R2 |
121.83 |
121.83 |
120.72 |
|
R1 |
121.18 |
121.18 |
120.62 |
120.97 |
PP |
120.75 |
120.75 |
120.75 |
120.65 |
S1 |
120.10 |
120.10 |
120.42 |
119.89 |
S2 |
119.67 |
119.67 |
120.32 |
|
S3 |
118.59 |
119.02 |
120.22 |
|
S4 |
117.51 |
117.94 |
119.93 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
121.95 |
2.618 |
121.48 |
1.618 |
121.19 |
1.000 |
121.01 |
0.618 |
120.90 |
HIGH |
120.72 |
0.618 |
120.61 |
0.500 |
120.58 |
0.382 |
120.54 |
LOW |
120.43 |
0.618 |
120.25 |
1.000 |
120.14 |
1.618 |
119.96 |
2.618 |
119.67 |
4.250 |
119.20 |
|
|
Fisher Pivots for day following 04-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
120.65 |
120.72 |
PP |
120.61 |
120.71 |
S1 |
120.58 |
120.69 |
|