Euro Bund Future September 2011
Trading Metrics calculated at close of trading on 05-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2011 |
05-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
120.55 |
120.35 |
-0.20 |
-0.2% |
121.29 |
High |
120.72 |
120.73 |
0.01 |
0.0% |
121.41 |
Low |
120.43 |
120.35 |
-0.08 |
-0.1% |
120.33 |
Close |
120.68 |
120.46 |
-0.22 |
-0.2% |
120.52 |
Range |
0.29 |
0.38 |
0.09 |
31.0% |
1.08 |
ATR |
0.43 |
0.43 |
0.00 |
-0.9% |
0.00 |
Volume |
713 |
75 |
-638 |
-89.5% |
420 |
|
Daily Pivots for day following 05-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121.65 |
121.44 |
120.67 |
|
R3 |
121.27 |
121.06 |
120.56 |
|
R2 |
120.89 |
120.89 |
120.53 |
|
R1 |
120.68 |
120.68 |
120.49 |
120.79 |
PP |
120.51 |
120.51 |
120.51 |
120.57 |
S1 |
120.30 |
120.30 |
120.43 |
120.41 |
S2 |
120.13 |
120.13 |
120.39 |
|
S3 |
119.75 |
119.92 |
120.36 |
|
S4 |
119.37 |
119.54 |
120.25 |
|
|
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 |
122.35 |
2.618 |
121.72 |
1.618 |
121.34 |
1.000 |
121.11 |
0.618 |
120.96 |
HIGH |
120.73 |
0.618 |
120.58 |
0.500 |
120.54 |
0.382 |
120.50 |
LOW |
120.35 |
0.618 |
120.12 |
1.000 |
119.97 |
1.618 |
119.74 |
2.618 |
119.36 |
4.250 |
118.74 |
|
|
Fisher Pivots for day following 05-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
120.54 |
120.53 |
PP |
120.51 |
120.51 |
S1 |
120.49 |
120.48 |
|