Euro Bund Future September 2012
Trading Metrics calculated at close of trading on 11-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2012 |
11-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
138.00 |
138.88 |
0.88 |
0.6% |
137.50 |
High |
139.02 |
138.88 |
-0.14 |
-0.1% |
137.90 |
Low |
138.00 |
138.37 |
0.37 |
0.3% |
136.34 |
Close |
138.92 |
138.43 |
-0.49 |
-0.4% |
137.74 |
Range |
1.02 |
0.51 |
-0.51 |
-50.0% |
1.56 |
ATR |
0.71 |
0.70 |
-0.01 |
-1.6% |
0.00 |
Volume |
179 |
90 |
-89 |
-49.7% |
3,383 |
|
Daily Pivots for day following 11-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
140.09 |
139.77 |
138.71 |
|
R3 |
139.58 |
139.26 |
138.57 |
|
R2 |
139.07 |
139.07 |
138.52 |
|
R1 |
138.75 |
138.75 |
138.48 |
138.66 |
PP |
138.56 |
138.56 |
138.56 |
138.51 |
S1 |
138.24 |
138.24 |
138.38 |
138.15 |
S2 |
138.05 |
138.05 |
138.34 |
|
S3 |
137.54 |
137.73 |
138.29 |
|
S4 |
137.03 |
137.22 |
138.15 |
|
|
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 |
141.05 |
2.618 |
140.22 |
1.618 |
139.71 |
1.000 |
139.39 |
0.618 |
139.20 |
HIGH |
138.88 |
0.618 |
138.69 |
0.500 |
138.63 |
0.382 |
138.56 |
LOW |
138.37 |
0.618 |
138.05 |
1.000 |
137.86 |
1.618 |
137.54 |
2.618 |
137.03 |
4.250 |
136.20 |
|
|
Fisher Pivots for day following 11-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
138.63 |
138.29 |
PP |
138.56 |
138.15 |
S1 |
138.50 |
138.01 |
|