Euro Bund Future September 2012
Trading Metrics calculated at close of trading on 03-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2012 |
03-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
137.50 |
136.69 |
-0.81 |
-0.6% |
136.05 |
High |
137.50 |
137.02 |
-0.48 |
-0.3% |
137.06 |
Low |
136.34 |
136.34 |
0.00 |
0.0% |
135.28 |
Close |
137.00 |
136.88 |
-0.12 |
-0.1% |
137.06 |
Range |
1.16 |
0.68 |
-0.48 |
-41.4% |
1.78 |
ATR |
0.62 |
0.62 |
0.00 |
0.7% |
0.00 |
Volume |
542 |
1,323 |
781 |
144.1% |
319 |
|
Daily Pivots for day following 03-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
138.79 |
138.51 |
137.25 |
|
R3 |
138.11 |
137.83 |
137.07 |
|
R2 |
137.43 |
137.43 |
137.00 |
|
R1 |
137.15 |
137.15 |
136.94 |
137.29 |
PP |
136.75 |
136.75 |
136.75 |
136.82 |
S1 |
136.47 |
136.47 |
136.82 |
136.61 |
S2 |
136.07 |
136.07 |
136.76 |
|
S3 |
135.39 |
135.79 |
136.69 |
|
S4 |
134.71 |
135.11 |
136.51 |
|
|
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 |
139.91 |
2.618 |
138.80 |
1.618 |
138.12 |
1.000 |
137.70 |
0.618 |
137.44 |
HIGH |
137.02 |
0.618 |
136.76 |
0.500 |
136.68 |
0.382 |
136.60 |
LOW |
136.34 |
0.618 |
135.92 |
1.000 |
135.66 |
1.618 |
135.24 |
2.618 |
134.56 |
4.250 |
133.45 |
|
|
Fisher Pivots for day following 03-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
136.81 |
136.92 |
PP |
136.75 |
136.91 |
S1 |
136.68 |
136.89 |
|