Euro Bund Future September 2012
Trading Metrics calculated at close of trading on 13-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2012 |
13-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
137.42 |
137.20 |
-0.22 |
-0.2% |
137.53 |
High |
137.42 |
137.20 |
-0.22 |
-0.2% |
137.53 |
Low |
137.42 |
136.36 |
-1.06 |
-0.8% |
136.76 |
Close |
137.42 |
136.80 |
-0.62 |
-0.5% |
137.03 |
Range |
0.00 |
0.84 |
0.84 |
|
0.77 |
ATR |
0.39 |
0.44 |
0.05 |
12.3% |
0.00 |
Volume |
46 |
76 |
30 |
65.2% |
146 |
|
Daily Pivots for day following 13-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
139.31 |
138.89 |
137.26 |
|
R3 |
138.47 |
138.05 |
137.03 |
|
R2 |
137.63 |
137.63 |
136.95 |
|
R1 |
137.21 |
137.21 |
136.88 |
137.00 |
PP |
136.79 |
136.79 |
136.79 |
136.68 |
S1 |
136.37 |
136.37 |
136.72 |
136.16 |
S2 |
135.95 |
135.95 |
136.65 |
|
S3 |
135.11 |
135.53 |
136.57 |
|
S4 |
134.27 |
134.69 |
136.34 |
|
|
Weekly Pivots for week ending 09-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
139.42 |
138.99 |
137.45 |
|
R3 |
138.65 |
138.22 |
137.24 |
|
R2 |
137.88 |
137.88 |
137.17 |
|
R1 |
137.45 |
137.45 |
137.10 |
137.28 |
PP |
137.11 |
137.11 |
137.11 |
137.02 |
S1 |
136.68 |
136.68 |
136.96 |
136.51 |
S2 |
136.34 |
136.34 |
136.89 |
|
S3 |
135.57 |
135.91 |
136.82 |
|
S4 |
134.80 |
135.14 |
136.61 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
140.77 |
2.618 |
139.40 |
1.618 |
138.56 |
1.000 |
138.04 |
0.618 |
137.72 |
HIGH |
137.20 |
0.618 |
136.88 |
0.500 |
136.78 |
0.382 |
136.68 |
LOW |
136.36 |
0.618 |
135.84 |
1.000 |
135.52 |
1.618 |
135.00 |
2.618 |
134.16 |
4.250 |
132.79 |
|
|
Fisher Pivots for day following 13-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
136.79 |
136.89 |
PP |
136.79 |
136.86 |
S1 |
136.78 |
136.83 |
|