Euro Bund Future March 2012
Trading Metrics calculated at close of trading on 19-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2011 |
19-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
134.75 |
134.31 |
-0.44 |
-0.3% |
131.93 |
High |
134.75 |
134.31 |
-0.44 |
-0.3% |
134.75 |
Low |
134.75 |
134.31 |
-0.44 |
-0.3% |
131.93 |
Close |
134.75 |
134.31 |
-0.44 |
-0.3% |
134.31 |
Range |
|
|
|
|
|
ATR |
0.69 |
0.67 |
-0.02 |
-2.6% |
0.00 |
Volume |
120 |
20 |
-100 |
-83.3% |
340 |
|
Daily Pivots for day following 19-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134.31 |
134.31 |
134.31 |
|
R3 |
134.31 |
134.31 |
134.31 |
|
R2 |
134.31 |
134.31 |
134.31 |
|
R1 |
134.31 |
134.31 |
134.31 |
134.31 |
PP |
134.31 |
134.31 |
134.31 |
134.31 |
S1 |
134.31 |
134.31 |
134.31 |
134.31 |
S2 |
134.31 |
134.31 |
134.31 |
|
S3 |
134.31 |
134.31 |
134.31 |
|
S4 |
134.31 |
134.31 |
134.31 |
|
|
Weekly Pivots for week ending 19-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
142.12 |
141.04 |
135.86 |
|
R3 |
139.30 |
138.22 |
135.09 |
|
R2 |
136.48 |
136.48 |
134.83 |
|
R1 |
135.40 |
135.40 |
134.57 |
135.94 |
PP |
133.66 |
133.66 |
133.66 |
133.94 |
S1 |
132.58 |
132.58 |
134.05 |
133.12 |
S2 |
130.84 |
130.84 |
133.79 |
|
S3 |
128.02 |
129.76 |
133.53 |
|
S4 |
125.20 |
126.94 |
132.76 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
134.31 |
2.618 |
134.31 |
1.618 |
134.31 |
1.000 |
134.31 |
0.618 |
134.31 |
HIGH |
134.31 |
0.618 |
134.31 |
0.500 |
134.31 |
0.382 |
134.31 |
LOW |
134.31 |
0.618 |
134.31 |
1.000 |
134.31 |
1.618 |
134.31 |
2.618 |
134.31 |
4.250 |
134.31 |
|
|
Fisher Pivots for day following 19-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
134.31 |
134.15 |
PP |
134.31 |
133.99 |
S1 |
134.31 |
133.84 |
|