Euro Bund Future September 2012
Trading Metrics calculated at close of trading on 28-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2012 |
28-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
135.28 |
136.00 |
0.72 |
0.5% |
134.20 |
High |
135.86 |
136.58 |
0.72 |
0.5% |
136.20 |
Low |
135.28 |
135.94 |
0.66 |
0.5% |
133.97 |
Close |
135.86 |
136.42 |
0.56 |
0.4% |
135.97 |
Range |
0.58 |
0.64 |
0.06 |
10.3% |
2.23 |
ATR |
0.58 |
0.59 |
0.01 |
1.7% |
0.00 |
Volume |
15 |
127 |
112 |
746.7% |
1,384 |
|
Daily Pivots for day following 28-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
138.23 |
137.97 |
136.77 |
|
R3 |
137.59 |
137.33 |
136.60 |
|
R2 |
136.95 |
136.95 |
136.54 |
|
R1 |
136.69 |
136.69 |
136.48 |
136.82 |
PP |
136.31 |
136.31 |
136.31 |
136.38 |
S1 |
136.05 |
136.05 |
136.36 |
136.18 |
S2 |
135.67 |
135.67 |
136.30 |
|
S3 |
135.03 |
135.41 |
136.24 |
|
S4 |
134.39 |
134.77 |
136.07 |
|
|
Weekly Pivots for week ending 23-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
142.07 |
141.25 |
137.20 |
|
R3 |
139.84 |
139.02 |
136.58 |
|
R2 |
137.61 |
137.61 |
136.38 |
|
R1 |
136.79 |
136.79 |
136.17 |
137.20 |
PP |
135.38 |
135.38 |
135.38 |
135.59 |
S1 |
134.56 |
134.56 |
135.77 |
134.97 |
S2 |
133.15 |
133.15 |
135.56 |
|
S3 |
130.92 |
132.33 |
135.36 |
|
S4 |
128.69 |
130.10 |
134.74 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
139.30 |
2.618 |
138.26 |
1.618 |
137.62 |
1.000 |
137.22 |
0.618 |
136.98 |
HIGH |
136.58 |
0.618 |
136.34 |
0.500 |
136.26 |
0.382 |
136.18 |
LOW |
135.94 |
0.618 |
135.54 |
1.000 |
135.30 |
1.618 |
134.90 |
2.618 |
134.26 |
4.250 |
133.22 |
|
|
Fisher Pivots for day following 28-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
136.37 |
136.26 |
PP |
136.31 |
136.09 |
S1 |
136.26 |
135.93 |
|