Euro Bund Future September 2011
Trading Metrics calculated at close of trading on 07-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2011 |
07-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
120.27 |
120.04 |
-0.23 |
-0.2% |
121.29 |
High |
120.44 |
120.28 |
-0.16 |
-0.1% |
121.41 |
Low |
120.07 |
119.88 |
-0.19 |
-0.2% |
120.33 |
Close |
120.16 |
120.21 |
0.05 |
0.0% |
120.52 |
Range |
0.37 |
0.40 |
0.03 |
8.1% |
1.08 |
ATR |
0.43 |
0.42 |
0.00 |
-0.4% |
0.00 |
Volume |
75 |
40 |
-35 |
-46.7% |
420 |
|
Daily Pivots for day following 07-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121.32 |
121.17 |
120.43 |
|
R3 |
120.92 |
120.77 |
120.32 |
|
R2 |
120.52 |
120.52 |
120.28 |
|
R1 |
120.37 |
120.37 |
120.25 |
120.45 |
PP |
120.12 |
120.12 |
120.12 |
120.16 |
S1 |
119.97 |
119.97 |
120.17 |
120.05 |
S2 |
119.72 |
119.72 |
120.14 |
|
S3 |
119.32 |
119.57 |
120.10 |
|
S4 |
118.92 |
119.17 |
119.99 |
|
|
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 |
121.98 |
2.618 |
121.33 |
1.618 |
120.93 |
1.000 |
120.68 |
0.618 |
120.53 |
HIGH |
120.28 |
0.618 |
120.13 |
0.500 |
120.08 |
0.382 |
120.03 |
LOW |
119.88 |
0.618 |
119.63 |
1.000 |
119.48 |
1.618 |
119.23 |
2.618 |
118.83 |
4.250 |
118.18 |
|
|
Fisher Pivots for day following 07-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
120.17 |
120.31 |
PP |
120.12 |
120.27 |
S1 |
120.08 |
120.24 |
|