Euro Bund Future September 2012
Trading Metrics calculated at close of trading on 10-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2012 |
10-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
137.39 |
138.00 |
0.61 |
0.4% |
137.50 |
High |
137.90 |
139.02 |
1.12 |
0.8% |
137.90 |
Low |
137.00 |
138.00 |
1.00 |
0.7% |
136.34 |
Close |
137.74 |
138.92 |
1.18 |
0.9% |
137.74 |
Range |
0.90 |
1.02 |
0.12 |
13.3% |
1.56 |
ATR |
0.66 |
0.71 |
0.04 |
6.7% |
0.00 |
Volume |
468 |
179 |
-289 |
-61.8% |
3,383 |
|
Daily Pivots for day following 10-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
141.71 |
141.33 |
139.48 |
|
R3 |
140.69 |
140.31 |
139.20 |
|
R2 |
139.67 |
139.67 |
139.11 |
|
R1 |
139.29 |
139.29 |
139.01 |
139.48 |
PP |
138.65 |
138.65 |
138.65 |
138.74 |
S1 |
138.27 |
138.27 |
138.83 |
138.46 |
S2 |
137.63 |
137.63 |
138.73 |
|
S3 |
136.61 |
137.25 |
138.64 |
|
S4 |
135.59 |
136.23 |
138.36 |
|
|
Weekly Pivots for week ending 06-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
142.01 |
141.43 |
138.60 |
|
R3 |
140.45 |
139.87 |
138.17 |
|
R2 |
138.89 |
138.89 |
138.03 |
|
R1 |
138.31 |
138.31 |
137.88 |
138.60 |
PP |
137.33 |
137.33 |
137.33 |
137.47 |
S1 |
136.75 |
136.75 |
137.60 |
137.04 |
S2 |
135.77 |
135.77 |
137.45 |
|
S3 |
134.21 |
135.19 |
137.31 |
|
S4 |
132.65 |
133.63 |
136.88 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
143.36 |
2.618 |
141.69 |
1.618 |
140.67 |
1.000 |
140.04 |
0.618 |
139.65 |
HIGH |
139.02 |
0.618 |
138.63 |
0.500 |
138.51 |
0.382 |
138.39 |
LOW |
138.00 |
0.618 |
137.37 |
1.000 |
136.98 |
1.618 |
136.35 |
2.618 |
135.33 |
4.250 |
133.67 |
|
|
Fisher Pivots for day following 10-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
138.78 |
138.52 |
PP |
138.65 |
138.11 |
S1 |
138.51 |
137.71 |
|