Euro Bund Future September 2011
Trading Metrics calculated at close of trading on 13-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2011 |
13-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
119.63 |
119.83 |
0.20 |
0.2% |
120.55 |
High |
120.00 |
120.27 |
0.27 |
0.2% |
120.73 |
Low |
119.63 |
119.74 |
0.11 |
0.1% |
119.49 |
Close |
119.96 |
119.98 |
0.02 |
0.0% |
119.53 |
Range |
0.37 |
0.53 |
0.16 |
43.2% |
1.24 |
ATR |
0.44 |
0.45 |
0.01 |
1.4% |
0.00 |
Volume |
2,711 |
1,172 |
-1,539 |
-56.8% |
945 |
|
Daily Pivots for day following 13-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121.59 |
121.31 |
120.27 |
|
R3 |
121.06 |
120.78 |
120.13 |
|
R2 |
120.53 |
120.53 |
120.08 |
|
R1 |
120.25 |
120.25 |
120.03 |
120.39 |
PP |
120.00 |
120.00 |
120.00 |
120.07 |
S1 |
119.72 |
119.72 |
119.93 |
119.86 |
S2 |
119.47 |
119.47 |
119.88 |
|
S3 |
118.94 |
119.19 |
119.83 |
|
S4 |
118.41 |
118.66 |
119.69 |
|
|
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 |
122.52 |
2.618 |
121.66 |
1.618 |
121.13 |
1.000 |
120.80 |
0.618 |
120.60 |
HIGH |
120.27 |
0.618 |
120.07 |
0.500 |
120.01 |
0.382 |
119.94 |
LOW |
119.74 |
0.618 |
119.41 |
1.000 |
119.21 |
1.618 |
118.88 |
2.618 |
118.35 |
4.250 |
117.49 |
|
|
Fisher Pivots for day following 13-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
120.01 |
119.93 |
PP |
120.00 |
119.88 |
S1 |
119.99 |
119.83 |
|