Euro Bund Future September 2011
| Trading Metrics calculated at close of trading on 12-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2011 |
12-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
119.60 |
119.63 |
0.03 |
0.0% |
120.55 |
| High |
119.60 |
120.00 |
0.40 |
0.3% |
120.73 |
| Low |
119.38 |
119.63 |
0.25 |
0.2% |
119.49 |
| Close |
119.40 |
119.96 |
0.56 |
0.5% |
119.53 |
| Range |
0.22 |
0.37 |
0.15 |
68.2% |
1.24 |
| ATR |
0.43 |
0.44 |
0.01 |
2.8% |
0.00 |
| Volume |
554 |
2,711 |
2,157 |
389.4% |
945 |
|
| Daily Pivots for day following 12-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120.97 |
120.84 |
120.16 |
|
| R3 |
120.60 |
120.47 |
120.06 |
|
| R2 |
120.23 |
120.23 |
120.03 |
|
| R1 |
120.10 |
120.10 |
119.99 |
120.17 |
| PP |
119.86 |
119.86 |
119.86 |
119.90 |
| S1 |
119.73 |
119.73 |
119.93 |
119.80 |
| S2 |
119.49 |
119.49 |
119.89 |
|
| S3 |
119.12 |
119.36 |
119.86 |
|
| S4 |
118.75 |
118.99 |
119.76 |
|
|
| 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 |
121.57 |
|
2.618 |
120.97 |
|
1.618 |
120.60 |
|
1.000 |
120.37 |
|
0.618 |
120.23 |
|
HIGH |
120.00 |
|
0.618 |
119.86 |
|
0.500 |
119.82 |
|
0.382 |
119.77 |
|
LOW |
119.63 |
|
0.618 |
119.40 |
|
1.000 |
119.26 |
|
1.618 |
119.03 |
|
2.618 |
118.66 |
|
4.250 |
118.06 |
|
|
| Fisher Pivots for day following 12-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
119.91 |
119.87 |
| PP |
119.86 |
119.78 |
| S1 |
119.82 |
119.69 |
|