Euro Bund Future March 2013
| Trading Metrics calculated at close of trading on 05-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2012 |
05-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
143.17 |
143.30 |
0.13 |
0.1% |
143.08 |
| High |
143.38 |
143.68 |
0.30 |
0.2% |
144.07 |
| Low |
142.87 |
142.65 |
-0.22 |
-0.2% |
142.05 |
| Close |
143.31 |
142.93 |
-0.38 |
-0.3% |
143.90 |
| Range |
0.51 |
1.03 |
0.52 |
102.0% |
2.02 |
| ATR |
|
|
|
|
|
| Volume |
20,273 |
5,305 |
-14,968 |
-73.8% |
37,989 |
|
| Daily Pivots for day following 05-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
146.18 |
145.58 |
143.50 |
|
| R3 |
145.15 |
144.55 |
143.21 |
|
| R2 |
144.12 |
144.12 |
143.12 |
|
| R1 |
143.52 |
143.52 |
143.02 |
143.31 |
| PP |
143.09 |
143.09 |
143.09 |
142.98 |
| S1 |
142.49 |
142.49 |
142.84 |
142.28 |
| S2 |
142.06 |
142.06 |
142.74 |
|
| S3 |
141.03 |
141.46 |
142.65 |
|
| S4 |
140.00 |
140.43 |
142.36 |
|
|
| Weekly Pivots for week ending 31-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
149.40 |
148.67 |
145.01 |
|
| R3 |
147.38 |
146.65 |
144.46 |
|
| R2 |
145.36 |
145.36 |
144.27 |
|
| R1 |
144.63 |
144.63 |
144.09 |
145.00 |
| PP |
143.34 |
143.34 |
143.34 |
143.52 |
| S1 |
142.61 |
142.61 |
143.71 |
142.98 |
| S2 |
141.32 |
141.32 |
143.53 |
|
| S3 |
139.30 |
140.59 |
143.34 |
|
| S4 |
137.28 |
138.57 |
142.79 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
148.06 |
|
2.618 |
146.38 |
|
1.618 |
145.35 |
|
1.000 |
144.71 |
|
0.618 |
144.32 |
|
HIGH |
143.68 |
|
0.618 |
143.29 |
|
0.500 |
143.17 |
|
0.382 |
143.04 |
|
LOW |
142.65 |
|
0.618 |
142.01 |
|
1.000 |
141.62 |
|
1.618 |
140.98 |
|
2.618 |
139.95 |
|
4.250 |
138.27 |
|
|
| Fisher Pivots for day following 05-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
143.17 |
143.32 |
| PP |
143.09 |
143.19 |
| S1 |
143.01 |
143.06 |
|