Euro Bund Future September 2012
Trading Metrics calculated at close of trading on 16-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2012 |
16-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
138.54 |
138.98 |
0.44 |
0.3% |
138.00 |
High |
138.98 |
139.13 |
0.15 |
0.1% |
139.02 |
Low |
138.54 |
138.77 |
0.23 |
0.2% |
138.00 |
Close |
138.98 |
139.03 |
0.05 |
0.0% |
138.98 |
Range |
0.44 |
0.36 |
-0.08 |
-18.2% |
1.02 |
ATR |
0.67 |
0.65 |
-0.02 |
-3.3% |
0.00 |
Volume |
141 |
182 |
41 |
29.1% |
448 |
|
Daily Pivots for day following 16-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
140.06 |
139.90 |
139.23 |
|
R3 |
139.70 |
139.54 |
139.13 |
|
R2 |
139.34 |
139.34 |
139.10 |
|
R1 |
139.18 |
139.18 |
139.06 |
139.26 |
PP |
138.98 |
138.98 |
138.98 |
139.02 |
S1 |
138.82 |
138.82 |
139.00 |
138.90 |
S2 |
138.62 |
138.62 |
138.96 |
|
S3 |
138.26 |
138.46 |
138.93 |
|
S4 |
137.90 |
138.10 |
138.83 |
|
|
Weekly Pivots for week ending 13-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
141.73 |
141.37 |
139.54 |
|
R3 |
140.71 |
140.35 |
139.26 |
|
R2 |
139.69 |
139.69 |
139.17 |
|
R1 |
139.33 |
139.33 |
139.07 |
139.51 |
PP |
138.67 |
138.67 |
138.67 |
138.76 |
S1 |
138.31 |
138.31 |
138.89 |
138.49 |
S2 |
137.65 |
137.65 |
138.79 |
|
S3 |
136.63 |
137.29 |
138.70 |
|
S4 |
135.61 |
136.27 |
138.42 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
140.66 |
2.618 |
140.07 |
1.618 |
139.71 |
1.000 |
139.49 |
0.618 |
139.35 |
HIGH |
139.13 |
0.618 |
138.99 |
0.500 |
138.95 |
0.382 |
138.91 |
LOW |
138.77 |
0.618 |
138.55 |
1.000 |
138.41 |
1.618 |
138.19 |
2.618 |
137.83 |
4.250 |
137.24 |
|
|
Fisher Pivots for day following 16-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
139.00 |
138.92 |
PP |
138.98 |
138.81 |
S1 |
138.95 |
138.71 |
|