Euro Bund Future September 2011
Trading Metrics calculated at close of trading on 08-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2011 |
08-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
120.04 |
119.96 |
-0.08 |
-0.1% |
120.55 |
High |
120.28 |
119.96 |
-0.32 |
-0.3% |
120.73 |
Low |
119.88 |
119.49 |
-0.39 |
-0.3% |
119.49 |
Close |
120.21 |
119.53 |
-0.68 |
-0.6% |
119.53 |
Range |
0.40 |
0.47 |
0.07 |
17.5% |
1.24 |
ATR |
0.42 |
0.44 |
0.02 |
5.0% |
0.00 |
Volume |
40 |
42 |
2 |
5.0% |
945 |
|
Daily Pivots for day following 08-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121.07 |
120.77 |
119.79 |
|
R3 |
120.60 |
120.30 |
119.66 |
|
R2 |
120.13 |
120.13 |
119.62 |
|
R1 |
119.83 |
119.83 |
119.57 |
119.75 |
PP |
119.66 |
119.66 |
119.66 |
119.62 |
S1 |
119.36 |
119.36 |
119.49 |
119.28 |
S2 |
119.19 |
119.19 |
119.44 |
|
S3 |
118.72 |
118.89 |
119.40 |
|
S4 |
118.25 |
118.42 |
119.27 |
|
|
Weekly Pivots for week ending 08-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123.64 |
122.82 |
120.21 |
|
R3 |
122.40 |
121.58 |
119.87 |
|
R2 |
121.16 |
121.16 |
119.76 |
|
R1 |
120.34 |
120.34 |
119.64 |
120.13 |
PP |
119.92 |
119.92 |
119.92 |
119.81 |
S1 |
119.10 |
119.10 |
119.42 |
118.89 |
S2 |
118.68 |
118.68 |
119.30 |
|
S3 |
117.44 |
117.86 |
119.19 |
|
S4 |
116.20 |
116.62 |
118.85 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
121.96 |
2.618 |
121.19 |
1.618 |
120.72 |
1.000 |
120.43 |
0.618 |
120.25 |
HIGH |
119.96 |
0.618 |
119.78 |
0.500 |
119.73 |
0.382 |
119.67 |
LOW |
119.49 |
0.618 |
119.20 |
1.000 |
119.02 |
1.618 |
118.73 |
2.618 |
118.26 |
4.250 |
117.49 |
|
|
Fisher Pivots for day following 08-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
119.73 |
119.97 |
PP |
119.66 |
119.82 |
S1 |
119.60 |
119.68 |
|