Euro Bund Future September 2012
Trading Metrics calculated at close of trading on 23-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2012 |
23-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
139.23 |
139.31 |
0.08 |
0.1% |
138.98 |
High |
139.50 |
140.02 |
0.52 |
0.4% |
139.50 |
Low |
138.90 |
139.31 |
0.41 |
0.3% |
138.48 |
Close |
139.05 |
139.96 |
0.91 |
0.7% |
139.05 |
Range |
0.60 |
0.71 |
0.11 |
18.3% |
1.02 |
ATR |
0.63 |
0.66 |
0.02 |
3.8% |
0.00 |
Volume |
1,362 |
202 |
-1,160 |
-85.2% |
4,642 |
|
Daily Pivots for day following 23-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
141.89 |
141.64 |
140.35 |
|
R3 |
141.18 |
140.93 |
140.16 |
|
R2 |
140.47 |
140.47 |
140.09 |
|
R1 |
140.22 |
140.22 |
140.03 |
140.35 |
PP |
139.76 |
139.76 |
139.76 |
139.83 |
S1 |
139.51 |
139.51 |
139.89 |
139.64 |
S2 |
139.05 |
139.05 |
139.83 |
|
S3 |
138.34 |
138.80 |
139.76 |
|
S4 |
137.63 |
138.09 |
139.57 |
|
|
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 |
143.04 |
2.618 |
141.88 |
1.618 |
141.17 |
1.000 |
140.73 |
0.618 |
140.46 |
HIGH |
140.02 |
0.618 |
139.75 |
0.500 |
139.67 |
0.382 |
139.58 |
LOW |
139.31 |
0.618 |
138.87 |
1.000 |
138.60 |
1.618 |
138.16 |
2.618 |
137.45 |
4.250 |
136.29 |
|
|
Fisher Pivots for day following 23-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
139.86 |
139.78 |
PP |
139.76 |
139.59 |
S1 |
139.67 |
139.41 |
|