Euro Bund Future March 2012
Trading Metrics calculated at close of trading on 26-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2011 |
26-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
139.20 |
138.22 |
-0.98 |
-0.7% |
137.84 |
High |
139.77 |
138.63 |
-1.14 |
-0.8% |
139.77 |
Low |
138.12 |
137.37 |
-0.75 |
-0.5% |
137.60 |
Close |
138.68 |
137.71 |
-0.97 |
-0.7% |
138.68 |
Range |
1.65 |
1.26 |
-0.39 |
-23.6% |
2.17 |
ATR |
1.00 |
1.02 |
0.02 |
2.2% |
0.00 |
Volume |
90 |
85 |
-5 |
-5.6% |
493 |
|
Daily Pivots for day following 26-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
141.68 |
140.96 |
138.40 |
|
R3 |
140.42 |
139.70 |
138.06 |
|
R2 |
139.16 |
139.16 |
137.94 |
|
R1 |
138.44 |
138.44 |
137.83 |
138.17 |
PP |
137.90 |
137.90 |
137.90 |
137.77 |
S1 |
137.18 |
137.18 |
137.59 |
136.91 |
S2 |
136.64 |
136.64 |
137.48 |
|
S3 |
135.38 |
135.92 |
137.36 |
|
S4 |
134.12 |
134.66 |
137.02 |
|
|
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 |
143.99 |
2.618 |
141.93 |
1.618 |
140.67 |
1.000 |
139.89 |
0.618 |
139.41 |
HIGH |
138.63 |
0.618 |
138.15 |
0.500 |
138.00 |
0.382 |
137.85 |
LOW |
137.37 |
0.618 |
136.59 |
1.000 |
136.11 |
1.618 |
135.33 |
2.618 |
134.07 |
4.250 |
132.02 |
|
|
Fisher Pivots for day following 26-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
138.00 |
138.57 |
PP |
137.90 |
138.28 |
S1 |
137.81 |
138.00 |
|