Euro Bund Future March 2012
Trading Metrics calculated at close of trading on 04-Oct-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2011 |
04-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
137.61 |
138.58 |
0.97 |
0.7% |
138.22 |
High |
138.51 |
139.31 |
0.80 |
0.6% |
138.63 |
Low |
137.40 |
138.51 |
1.11 |
0.8% |
135.50 |
Close |
137.94 |
138.75 |
0.81 |
0.6% |
136.94 |
Range |
1.11 |
0.80 |
-0.31 |
-27.9% |
3.13 |
ATR |
1.11 |
1.13 |
0.02 |
1.6% |
0.00 |
Volume |
46 |
122 |
76 |
165.2% |
230 |
|
Daily Pivots for day following 04-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
141.26 |
140.80 |
139.19 |
|
R3 |
140.46 |
140.00 |
138.97 |
|
R2 |
139.66 |
139.66 |
138.90 |
|
R1 |
139.20 |
139.20 |
138.82 |
139.43 |
PP |
138.86 |
138.86 |
138.86 |
138.97 |
S1 |
138.40 |
138.40 |
138.68 |
138.63 |
S2 |
138.06 |
138.06 |
138.60 |
|
S3 |
137.26 |
137.60 |
138.53 |
|
S4 |
136.46 |
136.80 |
138.31 |
|
|
Weekly Pivots for week ending 30-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
146.41 |
144.81 |
138.66 |
|
R3 |
143.28 |
141.68 |
137.80 |
|
R2 |
140.15 |
140.15 |
137.51 |
|
R1 |
138.55 |
138.55 |
137.23 |
137.79 |
PP |
137.02 |
137.02 |
137.02 |
136.64 |
S1 |
135.42 |
135.42 |
136.65 |
134.66 |
S2 |
133.89 |
133.89 |
136.37 |
|
S3 |
130.76 |
132.29 |
136.08 |
|
S4 |
127.63 |
129.16 |
135.22 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
142.71 |
2.618 |
141.40 |
1.618 |
140.60 |
1.000 |
140.11 |
0.618 |
139.80 |
HIGH |
139.31 |
0.618 |
139.00 |
0.500 |
138.91 |
0.382 |
138.82 |
LOW |
138.51 |
0.618 |
138.02 |
1.000 |
137.71 |
1.618 |
137.22 |
2.618 |
136.42 |
4.250 |
135.11 |
|
|
Fisher Pivots for day following 04-Oct-2011 |
Pivot |
1 day |
3 day |
R1 |
138.91 |
138.38 |
PP |
138.86 |
138.02 |
S1 |
138.80 |
137.65 |
|