Euro Bund Future March 2012
Trading Metrics calculated at close of trading on 04-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2011 |
04-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
130.79 |
131.79 |
1.00 |
0.8% |
126.94 |
High |
130.79 |
131.79 |
1.00 |
0.8% |
129.04 |
Low |
130.79 |
131.79 |
1.00 |
0.8% |
126.94 |
Close |
130.79 |
131.79 |
1.00 |
0.8% |
129.04 |
Range |
|
|
|
|
|
ATR |
0.57 |
0.60 |
0.03 |
5.4% |
0.00 |
Volume |
201 |
43 |
-158 |
-78.6% |
405 |
|
Daily Pivots for day following 04-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
131.79 |
131.79 |
131.79 |
|
R3 |
131.79 |
131.79 |
131.79 |
|
R2 |
131.79 |
131.79 |
131.79 |
|
R1 |
131.79 |
131.79 |
131.79 |
131.79 |
PP |
131.79 |
131.79 |
131.79 |
131.79 |
S1 |
131.79 |
131.79 |
131.79 |
131.79 |
S2 |
131.79 |
131.79 |
131.79 |
|
S3 |
131.79 |
131.79 |
131.79 |
|
S4 |
131.79 |
131.79 |
131.79 |
|
|
Weekly Pivots for week ending 29-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134.64 |
133.94 |
130.20 |
|
R3 |
132.54 |
131.84 |
129.62 |
|
R2 |
130.44 |
130.44 |
129.43 |
|
R1 |
129.74 |
129.74 |
129.23 |
130.09 |
PP |
128.34 |
128.34 |
128.34 |
128.52 |
S1 |
127.64 |
127.64 |
128.85 |
127.99 |
S2 |
126.24 |
126.24 |
128.66 |
|
S3 |
124.14 |
125.54 |
128.46 |
|
S4 |
122.04 |
123.44 |
127.89 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
131.79 |
2.618 |
131.79 |
1.618 |
131.79 |
1.000 |
131.79 |
0.618 |
131.79 |
HIGH |
131.79 |
0.618 |
131.79 |
0.500 |
131.79 |
0.382 |
131.79 |
LOW |
131.79 |
0.618 |
131.79 |
1.000 |
131.79 |
1.618 |
131.79 |
2.618 |
131.79 |
4.250 |
131.79 |
|
|
Fisher Pivots for day following 04-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
131.79 |
131.62 |
PP |
131.79 |
131.45 |
S1 |
131.79 |
131.28 |
|