Euro Bund Future March 2012
Trading Metrics calculated at close of trading on 11-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2011 |
11-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
133.10 |
132.30 |
-0.80 |
-0.6% |
129.85 |
High |
133.10 |
132.30 |
-0.80 |
-0.6% |
131.79 |
Low |
133.10 |
132.30 |
-0.80 |
-0.6% |
129.85 |
Close |
133.10 |
132.30 |
-0.80 |
-0.6% |
131.36 |
Range |
|
|
|
|
|
ATR |
0.68 |
0.69 |
0.01 |
1.2% |
0.00 |
Volume |
17 |
17 |
0 |
0.0% |
495 |
|
Daily Pivots for day following 11-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132.30 |
132.30 |
132.30 |
|
R3 |
132.30 |
132.30 |
132.30 |
|
R2 |
132.30 |
132.30 |
132.30 |
|
R1 |
132.30 |
132.30 |
132.30 |
132.30 |
PP |
132.30 |
132.30 |
132.30 |
132.30 |
S1 |
132.30 |
132.30 |
132.30 |
132.30 |
S2 |
132.30 |
132.30 |
132.30 |
|
S3 |
132.30 |
132.30 |
132.30 |
|
S4 |
132.30 |
132.30 |
132.30 |
|
|
Weekly Pivots for week ending 05-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
136.82 |
136.03 |
132.43 |
|
R3 |
134.88 |
134.09 |
131.89 |
|
R2 |
132.94 |
132.94 |
131.72 |
|
R1 |
132.15 |
132.15 |
131.54 |
132.55 |
PP |
131.00 |
131.00 |
131.00 |
131.20 |
S1 |
130.21 |
130.21 |
131.18 |
130.61 |
S2 |
129.06 |
129.06 |
131.00 |
|
S3 |
127.12 |
128.27 |
130.83 |
|
S4 |
125.18 |
126.33 |
130.29 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
132.30 |
2.618 |
132.30 |
1.618 |
132.30 |
1.000 |
132.30 |
0.618 |
132.30 |
HIGH |
132.30 |
0.618 |
132.30 |
0.500 |
132.30 |
0.382 |
132.30 |
LOW |
132.30 |
0.618 |
132.30 |
1.000 |
132.30 |
1.618 |
132.30 |
2.618 |
132.30 |
4.250 |
132.30 |
|
|
Fisher Pivots for day following 11-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
132.30 |
132.29 |
PP |
132.30 |
132.27 |
S1 |
132.30 |
132.26 |
|