Euro Bund Future September 2012
Trading Metrics calculated at close of trading on 18-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2012 |
18-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
138.91 |
138.54 |
-0.37 |
-0.3% |
138.00 |
High |
138.91 |
139.10 |
0.19 |
0.1% |
139.02 |
Low |
138.48 |
138.53 |
0.05 |
0.0% |
138.00 |
Close |
138.58 |
139.00 |
0.42 |
0.3% |
138.98 |
Range |
0.43 |
0.57 |
0.14 |
32.6% |
1.02 |
ATR |
0.64 |
0.64 |
-0.01 |
-0.8% |
0.00 |
Volume |
1,309 |
1,194 |
-115 |
-8.8% |
448 |
|
Daily Pivots for day following 18-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
140.59 |
140.36 |
139.31 |
|
R3 |
140.02 |
139.79 |
139.16 |
|
R2 |
139.45 |
139.45 |
139.10 |
|
R1 |
139.22 |
139.22 |
139.05 |
139.34 |
PP |
138.88 |
138.88 |
138.88 |
138.93 |
S1 |
138.65 |
138.65 |
138.95 |
138.77 |
S2 |
138.31 |
138.31 |
138.90 |
|
S3 |
137.74 |
138.08 |
138.84 |
|
S4 |
137.17 |
137.51 |
138.69 |
|
|
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 |
141.52 |
2.618 |
140.59 |
1.618 |
140.02 |
1.000 |
139.67 |
0.618 |
139.45 |
HIGH |
139.10 |
0.618 |
138.88 |
0.500 |
138.82 |
0.382 |
138.75 |
LOW |
138.53 |
0.618 |
138.18 |
1.000 |
137.96 |
1.618 |
137.61 |
2.618 |
137.04 |
4.250 |
136.11 |
|
|
Fisher Pivots for day following 18-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
138.94 |
138.94 |
PP |
138.88 |
138.87 |
S1 |
138.82 |
138.81 |
|