Euro Bund Future March 2012
Trading Metrics calculated at close of trading on 23-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2011 |
23-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
138.97 |
139.20 |
0.23 |
0.2% |
137.84 |
High |
139.62 |
139.77 |
0.15 |
0.1% |
139.77 |
Low |
138.92 |
138.12 |
-0.80 |
-0.6% |
137.60 |
Close |
139.09 |
138.68 |
-0.41 |
-0.3% |
138.68 |
Range |
0.70 |
1.65 |
0.95 |
135.7% |
2.17 |
ATR |
0.95 |
1.00 |
0.05 |
5.2% |
0.00 |
Volume |
80 |
90 |
10 |
12.5% |
493 |
|
Daily Pivots for day following 23-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
143.81 |
142.89 |
139.59 |
|
R3 |
142.16 |
141.24 |
139.13 |
|
R2 |
140.51 |
140.51 |
138.98 |
|
R1 |
139.59 |
139.59 |
138.83 |
139.23 |
PP |
138.86 |
138.86 |
138.86 |
138.67 |
S1 |
137.94 |
137.94 |
138.53 |
137.58 |
S2 |
137.21 |
137.21 |
138.38 |
|
S3 |
135.56 |
136.29 |
138.23 |
|
S4 |
133.91 |
134.64 |
137.77 |
|
|
Weekly Pivots for week ending 23-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
145.19 |
144.11 |
139.87 |
|
R3 |
143.02 |
141.94 |
139.28 |
|
R2 |
140.85 |
140.85 |
139.08 |
|
R1 |
139.77 |
139.77 |
138.88 |
140.31 |
PP |
138.68 |
138.68 |
138.68 |
138.96 |
S1 |
137.60 |
137.60 |
138.48 |
138.14 |
S2 |
136.51 |
136.51 |
138.28 |
|
S3 |
134.34 |
135.43 |
138.08 |
|
S4 |
132.17 |
133.26 |
137.49 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
146.78 |
2.618 |
144.09 |
1.618 |
142.44 |
1.000 |
141.42 |
0.618 |
140.79 |
HIGH |
139.77 |
0.618 |
139.14 |
0.500 |
138.95 |
0.382 |
138.75 |
LOW |
138.12 |
0.618 |
137.10 |
1.000 |
136.47 |
1.618 |
135.45 |
2.618 |
133.80 |
4.250 |
131.11 |
|
|
Fisher Pivots for day following 23-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
138.95 |
138.74 |
PP |
138.86 |
138.72 |
S1 |
138.77 |
138.70 |
|