Euro Bund Future March 2012
Trading Metrics calculated at close of trading on 02-Nov-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2011 |
02-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
137.40 |
138.35 |
0.95 |
0.7% |
134.79 |
High |
139.00 |
138.35 |
-0.65 |
-0.5% |
136.40 |
Low |
137.32 |
137.63 |
0.31 |
0.2% |
133.08 |
Close |
138.67 |
137.98 |
-0.69 |
-0.5% |
133.87 |
Range |
1.68 |
0.72 |
-0.96 |
-57.1% |
3.32 |
ATR |
1.56 |
1.53 |
-0.04 |
-2.4% |
0.00 |
Volume |
1,260 |
387 |
-873 |
-69.3% |
1,066 |
|
Daily Pivots for day following 02-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
140.15 |
139.78 |
138.38 |
|
R3 |
139.43 |
139.06 |
138.18 |
|
R2 |
138.71 |
138.71 |
138.11 |
|
R1 |
138.34 |
138.34 |
138.05 |
138.17 |
PP |
137.99 |
137.99 |
137.99 |
137.90 |
S1 |
137.62 |
137.62 |
137.91 |
137.45 |
S2 |
137.27 |
137.27 |
137.85 |
|
S3 |
136.55 |
136.90 |
137.78 |
|
S4 |
135.83 |
136.18 |
137.58 |
|
|
Weekly Pivots for week ending 28-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
144.41 |
142.46 |
135.70 |
|
R3 |
141.09 |
139.14 |
134.78 |
|
R2 |
137.77 |
137.77 |
134.48 |
|
R1 |
135.82 |
135.82 |
134.17 |
135.14 |
PP |
134.45 |
134.45 |
134.45 |
134.11 |
S1 |
132.50 |
132.50 |
133.57 |
131.82 |
S2 |
131.13 |
131.13 |
133.26 |
|
S3 |
127.81 |
129.18 |
132.96 |
|
S4 |
124.49 |
125.86 |
132.04 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
139.00 |
133.08 |
5.92 |
4.3% |
1.54 |
1.1% |
83% |
False |
False |
719 |
10 |
139.00 |
133.08 |
5.92 |
4.3% |
1.37 |
1.0% |
83% |
False |
False |
421 |
20 |
139.00 |
133.08 |
5.92 |
4.3% |
1.26 |
0.9% |
83% |
False |
False |
350 |
40 |
139.77 |
133.08 |
6.69 |
4.8% |
1.16 |
0.8% |
73% |
False |
False |
248 |
60 |
139.77 |
131.93 |
7.84 |
5.7% |
0.82 |
0.6% |
77% |
False |
False |
184 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
141.41 |
2.618 |
140.23 |
1.618 |
139.51 |
1.000 |
139.07 |
0.618 |
138.79 |
HIGH |
138.35 |
0.618 |
138.07 |
0.500 |
137.99 |
0.382 |
137.91 |
LOW |
137.63 |
0.618 |
137.19 |
1.000 |
136.91 |
1.618 |
136.47 |
2.618 |
135.75 |
4.250 |
134.57 |
|
|
Fisher Pivots for day following 02-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
137.99 |
137.56 |
PP |
137.99 |
137.14 |
S1 |
137.98 |
136.72 |
|