Euro Bund Future September 2012
Trading Metrics calculated at close of trading on 30-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2012 |
30-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
136.55 |
137.00 |
0.45 |
0.3% |
136.05 |
High |
136.95 |
137.06 |
0.11 |
0.1% |
137.06 |
Low |
136.38 |
136.65 |
0.27 |
0.2% |
135.28 |
Close |
136.87 |
137.06 |
0.19 |
0.1% |
137.06 |
Range |
0.57 |
0.41 |
-0.16 |
-28.1% |
1.78 |
ATR |
0.59 |
0.58 |
-0.01 |
-2.2% |
0.00 |
Volume |
24 |
122 |
98 |
408.3% |
319 |
|
Daily Pivots for day following 30-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
138.15 |
138.02 |
137.29 |
|
R3 |
137.74 |
137.61 |
137.17 |
|
R2 |
137.33 |
137.33 |
137.14 |
|
R1 |
137.20 |
137.20 |
137.10 |
137.27 |
PP |
136.92 |
136.92 |
136.92 |
136.96 |
S1 |
136.79 |
136.79 |
137.02 |
136.86 |
S2 |
136.51 |
136.51 |
136.98 |
|
S3 |
136.10 |
136.38 |
136.95 |
|
S4 |
135.69 |
135.97 |
136.83 |
|
|
Weekly Pivots for week ending 30-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
141.81 |
141.21 |
138.04 |
|
R3 |
140.03 |
139.43 |
137.55 |
|
R2 |
138.25 |
138.25 |
137.39 |
|
R1 |
137.65 |
137.65 |
137.22 |
137.95 |
PP |
136.47 |
136.47 |
136.47 |
136.62 |
S1 |
135.87 |
135.87 |
136.90 |
136.17 |
S2 |
134.69 |
134.69 |
136.73 |
|
S3 |
132.91 |
134.09 |
136.57 |
|
S4 |
131.13 |
132.31 |
136.08 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
138.80 |
2.618 |
138.13 |
1.618 |
137.72 |
1.000 |
137.47 |
0.618 |
137.31 |
HIGH |
137.06 |
0.618 |
136.90 |
0.500 |
136.86 |
0.382 |
136.81 |
LOW |
136.65 |
0.618 |
136.40 |
1.000 |
136.24 |
1.618 |
135.99 |
2.618 |
135.58 |
4.250 |
134.91 |
|
|
Fisher Pivots for day following 30-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
136.99 |
136.87 |
PP |
136.92 |
136.69 |
S1 |
136.86 |
136.50 |
|