Euro Bund Future September 2012
Trading Metrics calculated at close of trading on 19-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2012 |
19-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
134.91 |
134.20 |
-0.71 |
-0.5% |
137.42 |
High |
134.91 |
134.30 |
-0.61 |
-0.5% |
137.42 |
Low |
133.95 |
134.12 |
0.17 |
0.1% |
133.95 |
Close |
133.98 |
134.12 |
0.14 |
0.1% |
133.98 |
Range |
0.96 |
0.18 |
-0.78 |
-81.3% |
3.47 |
ATR |
0.55 |
0.53 |
-0.02 |
-3.0% |
0.00 |
Volume |
189 |
11 |
-178 |
-94.2% |
501 |
|
Daily Pivots for day following 19-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134.72 |
134.60 |
134.22 |
|
R3 |
134.54 |
134.42 |
134.17 |
|
R2 |
134.36 |
134.36 |
134.15 |
|
R1 |
134.24 |
134.24 |
134.14 |
134.21 |
PP |
134.18 |
134.18 |
134.18 |
134.17 |
S1 |
134.06 |
134.06 |
134.10 |
134.03 |
S2 |
134.00 |
134.00 |
134.09 |
|
S3 |
133.82 |
133.88 |
134.07 |
|
S4 |
133.64 |
133.70 |
134.02 |
|
|
Weekly Pivots for week ending 16-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
145.53 |
143.22 |
135.89 |
|
R3 |
142.06 |
139.75 |
134.93 |
|
R2 |
138.59 |
138.59 |
134.62 |
|
R1 |
136.28 |
136.28 |
134.30 |
135.70 |
PP |
135.12 |
135.12 |
135.12 |
134.83 |
S1 |
132.81 |
132.81 |
133.66 |
132.23 |
S2 |
131.65 |
131.65 |
133.34 |
|
S3 |
128.18 |
129.34 |
133.03 |
|
S4 |
124.71 |
125.87 |
132.07 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
135.07 |
2.618 |
134.77 |
1.618 |
134.59 |
1.000 |
134.48 |
0.618 |
134.41 |
HIGH |
134.30 |
0.618 |
134.23 |
0.500 |
134.21 |
0.382 |
134.19 |
LOW |
134.12 |
0.618 |
134.01 |
1.000 |
133.94 |
1.618 |
133.83 |
2.618 |
133.65 |
4.250 |
133.36 |
|
|
Fisher Pivots for day following 19-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
134.21 |
134.66 |
PP |
134.18 |
134.48 |
S1 |
134.15 |
134.30 |
|