Euro Bund Future September 2011
Trading Metrics calculated at close of trading on 18-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2011 |
18-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
120.16 |
120.84 |
0.68 |
0.6% |
119.60 |
High |
120.75 |
122.10 |
1.35 |
1.1% |
120.75 |
Low |
120.12 |
120.84 |
0.72 |
0.6% |
119.38 |
Close |
120.72 |
122.03 |
1.31 |
1.1% |
120.72 |
Range |
0.63 |
1.26 |
0.63 |
100.0% |
1.37 |
ATR |
0.47 |
0.53 |
0.07 |
14.0% |
0.00 |
Volume |
598 |
548 |
-50 |
-8.4% |
5,089 |
|
Daily Pivots for day following 18-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125.44 |
124.99 |
122.72 |
|
R3 |
124.18 |
123.73 |
122.38 |
|
R2 |
122.92 |
122.92 |
122.26 |
|
R1 |
122.47 |
122.47 |
122.15 |
122.70 |
PP |
121.66 |
121.66 |
121.66 |
121.77 |
S1 |
121.21 |
121.21 |
121.91 |
121.44 |
S2 |
120.40 |
120.40 |
121.80 |
|
S3 |
119.14 |
119.95 |
121.68 |
|
S4 |
117.88 |
118.69 |
121.34 |
|
|
Weekly Pivots for week ending 15-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124.39 |
123.93 |
121.47 |
|
R3 |
123.02 |
122.56 |
121.10 |
|
R2 |
121.65 |
121.65 |
120.97 |
|
R1 |
121.19 |
121.19 |
120.85 |
121.42 |
PP |
120.28 |
120.28 |
120.28 |
120.40 |
S1 |
119.82 |
119.82 |
120.59 |
120.05 |
S2 |
118.91 |
118.91 |
120.47 |
|
S3 |
117.54 |
118.45 |
120.34 |
|
S4 |
116.17 |
117.08 |
119.97 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
127.46 |
2.618 |
125.40 |
1.618 |
124.14 |
1.000 |
123.36 |
0.618 |
122.88 |
HIGH |
122.10 |
0.618 |
121.62 |
0.500 |
121.47 |
0.382 |
121.32 |
LOW |
120.84 |
0.618 |
120.06 |
1.000 |
119.58 |
1.618 |
118.80 |
2.618 |
117.54 |
4.250 |
115.49 |
|
|
Fisher Pivots for day following 18-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
121.84 |
121.72 |
PP |
121.66 |
121.42 |
S1 |
121.47 |
121.11 |
|