Euro Bund Future March 2012
Trading Metrics calculated at close of trading on 09-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2011 |
09-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
135.70 |
137.05 |
1.35 |
1.0% |
136.00 |
High |
137.38 |
138.50 |
1.12 |
0.8% |
138.50 |
Low |
135.70 |
137.05 |
1.35 |
1.0% |
135.70 |
Close |
136.72 |
138.08 |
1.36 |
1.0% |
138.08 |
Range |
1.68 |
1.45 |
-0.23 |
-13.7% |
2.80 |
ATR |
0.78 |
0.85 |
0.07 |
9.1% |
0.00 |
Volume |
182 |
45 |
-137 |
-75.3% |
956 |
|
Daily Pivots for day following 09-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
142.23 |
141.60 |
138.88 |
|
R3 |
140.78 |
140.15 |
138.48 |
|
R2 |
139.33 |
139.33 |
138.35 |
|
R1 |
138.70 |
138.70 |
138.21 |
139.02 |
PP |
137.88 |
137.88 |
137.88 |
138.03 |
S1 |
137.25 |
137.25 |
137.95 |
137.57 |
S2 |
136.43 |
136.43 |
137.81 |
|
S3 |
134.98 |
135.80 |
137.68 |
|
S4 |
133.53 |
134.35 |
137.28 |
|
|
Weekly Pivots for week ending 09-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
145.83 |
144.75 |
139.62 |
|
R3 |
143.03 |
141.95 |
138.85 |
|
R2 |
140.23 |
140.23 |
138.59 |
|
R1 |
139.15 |
139.15 |
138.34 |
139.69 |
PP |
137.43 |
137.43 |
137.43 |
137.70 |
S1 |
136.35 |
136.35 |
137.82 |
136.89 |
S2 |
134.63 |
134.63 |
137.57 |
|
S3 |
131.83 |
133.55 |
137.31 |
|
S4 |
129.03 |
130.75 |
136.54 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
144.66 |
2.618 |
142.30 |
1.618 |
140.85 |
1.000 |
139.95 |
0.618 |
139.40 |
HIGH |
138.50 |
0.618 |
137.95 |
0.500 |
137.78 |
0.382 |
137.60 |
LOW |
137.05 |
0.618 |
136.15 |
1.000 |
135.60 |
1.618 |
134.70 |
2.618 |
133.25 |
4.250 |
130.89 |
|
|
Fisher Pivots for day following 09-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
137.98 |
137.75 |
PP |
137.88 |
137.43 |
S1 |
137.78 |
137.10 |
|