Euro Bund Future March 2012
Trading Metrics calculated at close of trading on 29-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2011 |
29-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
136.52 |
135.98 |
-0.54 |
-0.4% |
137.84 |
High |
136.52 |
136.22 |
-0.30 |
-0.2% |
139.77 |
Low |
135.50 |
135.62 |
0.12 |
0.1% |
137.60 |
Close |
136.08 |
135.62 |
-0.46 |
-0.3% |
138.68 |
Range |
1.02 |
0.60 |
-0.42 |
-41.2% |
2.17 |
ATR |
1.07 |
1.04 |
-0.03 |
-3.1% |
0.00 |
Volume |
38 |
18 |
-20 |
-52.6% |
493 |
|
Daily Pivots for day following 29-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
137.62 |
137.22 |
135.95 |
|
R3 |
137.02 |
136.62 |
135.79 |
|
R2 |
136.42 |
136.42 |
135.73 |
|
R1 |
136.02 |
136.02 |
135.68 |
135.92 |
PP |
135.82 |
135.82 |
135.82 |
135.77 |
S1 |
135.42 |
135.42 |
135.57 |
135.32 |
S2 |
135.22 |
135.22 |
135.51 |
|
S3 |
134.62 |
134.82 |
135.46 |
|
S4 |
134.02 |
134.22 |
135.29 |
|
|
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 |
138.77 |
2.618 |
137.79 |
1.618 |
137.19 |
1.000 |
136.82 |
0.618 |
136.59 |
HIGH |
136.22 |
0.618 |
135.99 |
0.500 |
135.92 |
0.382 |
135.85 |
LOW |
135.62 |
0.618 |
135.25 |
1.000 |
135.02 |
1.618 |
134.65 |
2.618 |
134.05 |
4.250 |
133.07 |
|
|
Fisher Pivots for day following 29-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
135.92 |
136.38 |
PP |
135.82 |
136.12 |
S1 |
135.72 |
135.87 |
|