Euro Bund Future March 2012
Trading Metrics calculated at close of trading on 18-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2011 |
18-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
132.92 |
134.75 |
1.83 |
1.4% |
132.08 |
High |
132.92 |
134.75 |
1.83 |
1.4% |
133.10 |
Low |
132.92 |
134.75 |
1.83 |
1.4% |
131.41 |
Close |
132.92 |
134.75 |
1.83 |
1.4% |
131.96 |
Range |
|
|
|
|
|
ATR |
0.60 |
0.69 |
0.09 |
14.5% |
0.00 |
Volume |
100 |
120 |
20 |
20.0% |
84 |
|
Daily Pivots for day following 18-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134.75 |
134.75 |
134.75 |
|
R3 |
134.75 |
134.75 |
134.75 |
|
R2 |
134.75 |
134.75 |
134.75 |
|
R1 |
134.75 |
134.75 |
134.75 |
134.75 |
PP |
134.75 |
134.75 |
134.75 |
134.75 |
S1 |
134.75 |
134.75 |
134.75 |
134.75 |
S2 |
134.75 |
134.75 |
134.75 |
|
S3 |
134.75 |
134.75 |
134.75 |
|
S4 |
134.75 |
134.75 |
134.75 |
|
|
Weekly Pivots for week ending 12-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
137.23 |
136.28 |
132.89 |
|
R3 |
135.54 |
134.59 |
132.42 |
|
R2 |
133.85 |
133.85 |
132.27 |
|
R1 |
132.90 |
132.90 |
132.11 |
132.53 |
PP |
132.16 |
132.16 |
132.16 |
131.97 |
S1 |
131.21 |
131.21 |
131.81 |
130.84 |
S2 |
130.47 |
130.47 |
131.65 |
|
S3 |
128.78 |
129.52 |
131.50 |
|
S4 |
127.09 |
127.83 |
131.03 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
134.75 |
2.618 |
134.75 |
1.618 |
134.75 |
1.000 |
134.75 |
0.618 |
134.75 |
HIGH |
134.75 |
0.618 |
134.75 |
0.500 |
134.75 |
0.382 |
134.75 |
LOW |
134.75 |
0.618 |
134.75 |
1.000 |
134.75 |
1.618 |
134.75 |
2.618 |
134.75 |
4.250 |
134.75 |
|
|
Fisher Pivots for day following 18-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
134.75 |
134.31 |
PP |
134.75 |
133.87 |
S1 |
134.75 |
133.43 |
|