Euro Bund Future September 2012
Trading Metrics calculated at close of trading on 20-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2012 |
20-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
138.95 |
139.23 |
0.28 |
0.2% |
138.98 |
High |
139.40 |
139.50 |
0.10 |
0.1% |
139.50 |
Low |
138.79 |
138.90 |
0.11 |
0.1% |
138.48 |
Close |
139.27 |
139.05 |
-0.22 |
-0.2% |
139.05 |
Range |
0.61 |
0.60 |
-0.01 |
-1.6% |
1.02 |
ATR |
0.63 |
0.63 |
0.00 |
-0.4% |
0.00 |
Volume |
595 |
1,362 |
767 |
128.9% |
4,642 |
|
Daily Pivots for day following 20-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
140.95 |
140.60 |
139.38 |
|
R3 |
140.35 |
140.00 |
139.22 |
|
R2 |
139.75 |
139.75 |
139.16 |
|
R1 |
139.40 |
139.40 |
139.11 |
139.28 |
PP |
139.15 |
139.15 |
139.15 |
139.09 |
S1 |
138.80 |
138.80 |
139.00 |
138.68 |
S2 |
138.55 |
138.55 |
138.94 |
|
S3 |
137.95 |
138.20 |
138.89 |
|
S4 |
137.35 |
137.60 |
138.72 |
|
|
Weekly Pivots for week ending 20-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
142.07 |
141.58 |
139.61 |
|
R3 |
141.05 |
140.56 |
139.33 |
|
R2 |
140.03 |
140.03 |
139.24 |
|
R1 |
139.54 |
139.54 |
139.14 |
139.79 |
PP |
139.01 |
139.01 |
139.01 |
139.13 |
S1 |
138.52 |
138.52 |
138.96 |
138.77 |
S2 |
137.99 |
137.99 |
138.86 |
|
S3 |
136.97 |
137.50 |
138.77 |
|
S4 |
135.95 |
136.48 |
138.49 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
142.05 |
2.618 |
141.07 |
1.618 |
140.47 |
1.000 |
140.10 |
0.618 |
139.87 |
HIGH |
139.50 |
0.618 |
139.27 |
0.500 |
139.20 |
0.382 |
139.13 |
LOW |
138.90 |
0.618 |
138.53 |
1.000 |
138.30 |
1.618 |
137.93 |
2.618 |
137.33 |
4.250 |
136.35 |
|
|
Fisher Pivots for day following 20-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
139.20 |
139.04 |
PP |
139.15 |
139.03 |
S1 |
139.10 |
139.02 |
|