Euro Bund Future September 2011
Trading Metrics calculated at close of trading on 11-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2011 |
11-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
119.96 |
119.60 |
-0.36 |
-0.3% |
120.55 |
High |
119.96 |
119.60 |
-0.36 |
-0.3% |
120.73 |
Low |
119.49 |
119.38 |
-0.11 |
-0.1% |
119.49 |
Close |
119.53 |
119.40 |
-0.13 |
-0.1% |
119.53 |
Range |
0.47 |
0.22 |
-0.25 |
-53.2% |
1.24 |
ATR |
0.44 |
0.43 |
-0.02 |
-3.6% |
0.00 |
Volume |
42 |
554 |
512 |
1,219.0% |
945 |
|
Daily Pivots for day following 11-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120.12 |
119.98 |
119.52 |
|
R3 |
119.90 |
119.76 |
119.46 |
|
R2 |
119.68 |
119.68 |
119.44 |
|
R1 |
119.54 |
119.54 |
119.42 |
119.50 |
PP |
119.46 |
119.46 |
119.46 |
119.44 |
S1 |
119.32 |
119.32 |
119.38 |
119.28 |
S2 |
119.24 |
119.24 |
119.36 |
|
S3 |
119.02 |
119.10 |
119.34 |
|
S4 |
118.80 |
118.88 |
119.28 |
|
|
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 |
120.54 |
2.618 |
120.18 |
1.618 |
119.96 |
1.000 |
119.82 |
0.618 |
119.74 |
HIGH |
119.60 |
0.618 |
119.52 |
0.500 |
119.49 |
0.382 |
119.46 |
LOW |
119.38 |
0.618 |
119.24 |
1.000 |
119.16 |
1.618 |
119.02 |
2.618 |
118.80 |
4.250 |
118.45 |
|
|
Fisher Pivots for day following 11-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
119.49 |
119.83 |
PP |
119.46 |
119.69 |
S1 |
119.43 |
119.54 |
|