Euro Bund Future September 2012
Trading Metrics calculated at close of trading on 07-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2012 |
07-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
137.11 |
137.26 |
0.15 |
0.1% |
137.94 |
High |
137.11 |
137.26 |
0.15 |
0.1% |
138.26 |
Low |
137.11 |
137.10 |
-0.01 |
0.0% |
137.30 |
Close |
137.11 |
137.10 |
-0.01 |
0.0% |
137.76 |
Range |
0.00 |
0.16 |
0.16 |
|
0.96 |
ATR |
0.41 |
0.39 |
-0.02 |
-4.3% |
0.00 |
Volume |
0 |
7 |
7 |
|
339 |
|
Daily Pivots for day following 07-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
137.63 |
137.53 |
137.19 |
|
R3 |
137.47 |
137.37 |
137.14 |
|
R2 |
137.31 |
137.31 |
137.13 |
|
R1 |
137.21 |
137.21 |
137.11 |
137.18 |
PP |
137.15 |
137.15 |
137.15 |
137.14 |
S1 |
137.05 |
137.05 |
137.09 |
137.02 |
S2 |
136.99 |
136.99 |
137.07 |
|
S3 |
136.83 |
136.89 |
137.06 |
|
S4 |
136.67 |
136.73 |
137.01 |
|
|
Weekly Pivots for week ending 02-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
140.65 |
140.17 |
138.29 |
|
R3 |
139.69 |
139.21 |
138.02 |
|
R2 |
138.73 |
138.73 |
137.94 |
|
R1 |
138.25 |
138.25 |
137.85 |
138.01 |
PP |
137.77 |
137.77 |
137.77 |
137.66 |
S1 |
137.29 |
137.29 |
137.67 |
137.05 |
S2 |
136.81 |
136.81 |
137.58 |
|
S3 |
135.85 |
136.33 |
137.50 |
|
S4 |
134.89 |
135.37 |
137.23 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
137.94 |
2.618 |
137.68 |
1.618 |
137.52 |
1.000 |
137.42 |
0.618 |
137.36 |
HIGH |
137.26 |
0.618 |
137.20 |
0.500 |
137.18 |
0.382 |
137.16 |
LOW |
137.10 |
0.618 |
137.00 |
1.000 |
136.94 |
1.618 |
136.84 |
2.618 |
136.68 |
4.250 |
136.42 |
|
|
Fisher Pivots for day following 07-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
137.18 |
137.32 |
PP |
137.15 |
137.24 |
S1 |
137.13 |
137.17 |
|