Euro Bund Future March 2013
Trading Metrics calculated at close of trading on 12-Sep-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2012 |
12-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
141.99 |
141.72 |
-0.27 |
-0.2% |
143.85 |
High |
142.12 |
141.72 |
-0.40 |
-0.3% |
143.99 |
Low |
141.83 |
140.65 |
-1.18 |
-0.8% |
140.88 |
Close |
141.88 |
140.94 |
-0.94 |
-0.7% |
142.12 |
Range |
0.29 |
1.07 |
0.78 |
269.0% |
3.11 |
ATR |
0.92 |
0.94 |
0.02 |
2.4% |
0.00 |
Volume |
76 |
139 |
63 |
82.9% |
26,322 |
|
Daily Pivots for day following 12-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
144.31 |
143.70 |
141.53 |
|
R3 |
143.24 |
142.63 |
141.23 |
|
R2 |
142.17 |
142.17 |
141.14 |
|
R1 |
141.56 |
141.56 |
141.04 |
141.33 |
PP |
141.10 |
141.10 |
141.10 |
140.99 |
S1 |
140.49 |
140.49 |
140.84 |
140.26 |
S2 |
140.03 |
140.03 |
140.74 |
|
S3 |
138.96 |
139.42 |
140.65 |
|
S4 |
137.89 |
138.35 |
140.35 |
|
|
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 |
146.27 |
2.618 |
144.52 |
1.618 |
143.45 |
1.000 |
142.79 |
0.618 |
142.38 |
HIGH |
141.72 |
0.618 |
141.31 |
0.500 |
141.19 |
0.382 |
141.06 |
LOW |
140.65 |
0.618 |
139.99 |
1.000 |
139.58 |
1.618 |
138.92 |
2.618 |
137.85 |
4.250 |
136.10 |
|
|
Fisher Pivots for day following 12-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
141.19 |
141.52 |
PP |
141.10 |
141.33 |
S1 |
141.02 |
141.13 |
|