Euro Bund Future September 2012
Trading Metrics calculated at close of trading on 15-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2012 |
15-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
136.18 |
134.95 |
-1.23 |
-0.9% |
137.53 |
High |
136.18 |
135.36 |
-0.82 |
-0.6% |
137.53 |
Low |
135.37 |
134.95 |
-0.42 |
-0.3% |
136.76 |
Close |
135.37 |
135.05 |
-0.32 |
-0.2% |
137.03 |
Range |
0.81 |
0.41 |
-0.40 |
-49.4% |
0.77 |
ATR |
0.51 |
0.50 |
-0.01 |
-1.2% |
0.00 |
Volume |
135 |
55 |
-80 |
-59.3% |
146 |
|
Daily Pivots for day following 15-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
136.35 |
136.11 |
135.28 |
|
R3 |
135.94 |
135.70 |
135.16 |
|
R2 |
135.53 |
135.53 |
135.13 |
|
R1 |
135.29 |
135.29 |
135.09 |
135.41 |
PP |
135.12 |
135.12 |
135.12 |
135.18 |
S1 |
134.88 |
134.88 |
135.01 |
135.00 |
S2 |
134.71 |
134.71 |
134.97 |
|
S3 |
134.30 |
134.47 |
134.94 |
|
S4 |
133.89 |
134.06 |
134.82 |
|
|
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 |
137.10 |
2.618 |
136.43 |
1.618 |
136.02 |
1.000 |
135.77 |
0.618 |
135.61 |
HIGH |
135.36 |
0.618 |
135.20 |
0.500 |
135.16 |
0.382 |
135.11 |
LOW |
134.95 |
0.618 |
134.70 |
1.000 |
134.54 |
1.618 |
134.29 |
2.618 |
133.88 |
4.250 |
133.21 |
|
|
Fisher Pivots for day following 15-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
135.16 |
136.08 |
PP |
135.12 |
135.73 |
S1 |
135.09 |
135.39 |
|