Euro Bund Future September 2012
Trading Metrics calculated at close of trading on 05-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2012 |
05-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
136.52 |
137.39 |
0.87 |
0.6% |
136.05 |
High |
137.30 |
137.90 |
0.60 |
0.4% |
137.06 |
Low |
136.40 |
137.00 |
0.60 |
0.4% |
135.28 |
Close |
137.00 |
137.74 |
0.74 |
0.5% |
137.06 |
Range |
0.90 |
0.90 |
0.00 |
0.0% |
1.78 |
ATR |
0.64 |
0.66 |
0.02 |
2.8% |
0.00 |
Volume |
1,050 |
468 |
-582 |
-55.4% |
319 |
|
Daily Pivots for day following 05-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
140.25 |
139.89 |
138.24 |
|
R3 |
139.35 |
138.99 |
137.99 |
|
R2 |
138.45 |
138.45 |
137.91 |
|
R1 |
138.09 |
138.09 |
137.82 |
138.27 |
PP |
137.55 |
137.55 |
137.55 |
137.64 |
S1 |
137.19 |
137.19 |
137.66 |
137.37 |
S2 |
136.65 |
136.65 |
137.58 |
|
S3 |
135.75 |
136.29 |
137.49 |
|
S4 |
134.85 |
135.39 |
137.25 |
|
|
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 |
141.73 |
2.618 |
140.26 |
1.618 |
139.36 |
1.000 |
138.80 |
0.618 |
138.46 |
HIGH |
137.90 |
0.618 |
137.56 |
0.500 |
137.45 |
0.382 |
137.34 |
LOW |
137.00 |
0.618 |
136.44 |
1.000 |
136.10 |
1.618 |
135.54 |
2.618 |
134.64 |
4.250 |
133.18 |
|
|
Fisher Pivots for day following 05-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
137.64 |
137.53 |
PP |
137.55 |
137.33 |
S1 |
137.45 |
137.12 |
|