Euro Bund Future March 2013
Trading Metrics calculated at close of trading on 10-Sep-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2012 |
10-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
141.50 |
142.12 |
0.62 |
0.4% |
143.85 |
High |
142.20 |
142.39 |
0.19 |
0.1% |
143.99 |
Low |
140.88 |
141.70 |
0.82 |
0.6% |
140.88 |
Close |
142.12 |
141.81 |
-0.31 |
-0.2% |
142.12 |
Range |
1.32 |
0.69 |
-0.63 |
-47.7% |
3.11 |
ATR |
0.00 |
0.96 |
0.96 |
|
0.00 |
Volume |
182 |
72 |
-110 |
-60.4% |
26,322 |
|
Daily Pivots for day following 10-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
144.04 |
143.61 |
142.19 |
|
R3 |
143.35 |
142.92 |
142.00 |
|
R2 |
142.66 |
142.66 |
141.94 |
|
R1 |
142.23 |
142.23 |
141.87 |
142.10 |
PP |
141.97 |
141.97 |
141.97 |
141.90 |
S1 |
141.54 |
141.54 |
141.75 |
141.41 |
S2 |
141.28 |
141.28 |
141.68 |
|
S3 |
140.59 |
140.85 |
141.62 |
|
S4 |
139.90 |
140.16 |
141.43 |
|
|
Weekly Pivots for week ending 07-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
151.66 |
150.00 |
143.83 |
|
R3 |
148.55 |
146.89 |
142.98 |
|
R2 |
145.44 |
145.44 |
142.69 |
|
R1 |
143.78 |
143.78 |
142.41 |
143.06 |
PP |
142.33 |
142.33 |
142.33 |
141.97 |
S1 |
140.67 |
140.67 |
141.83 |
139.95 |
S2 |
139.22 |
139.22 |
141.55 |
|
S3 |
136.11 |
137.56 |
141.26 |
|
S4 |
133.00 |
134.45 |
140.41 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
145.32 |
2.618 |
144.20 |
1.618 |
143.51 |
1.000 |
143.08 |
0.618 |
142.82 |
HIGH |
142.39 |
0.618 |
142.13 |
0.500 |
142.05 |
0.382 |
141.96 |
LOW |
141.70 |
0.618 |
141.27 |
1.000 |
141.01 |
1.618 |
140.58 |
2.618 |
139.89 |
4.250 |
138.77 |
|
|
Fisher Pivots for day following 10-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
142.05 |
141.79 |
PP |
141.97 |
141.77 |
S1 |
141.89 |
141.75 |
|