Euro Bund Future March 2013
Trading Metrics calculated at close of trading on 13-Sep-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2012 |
13-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
141.72 |
140.90 |
-0.82 |
-0.6% |
143.85 |
High |
141.72 |
141.83 |
0.11 |
0.1% |
143.99 |
Low |
140.65 |
140.90 |
0.25 |
0.2% |
140.88 |
Close |
140.94 |
141.71 |
0.77 |
0.5% |
142.12 |
Range |
1.07 |
0.93 |
-0.14 |
-13.1% |
3.11 |
ATR |
0.94 |
0.94 |
0.00 |
-0.1% |
0.00 |
Volume |
139 |
65 |
-74 |
-53.2% |
26,322 |
|
Daily Pivots for day following 13-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
144.27 |
143.92 |
142.22 |
|
R3 |
143.34 |
142.99 |
141.97 |
|
R2 |
142.41 |
142.41 |
141.88 |
|
R1 |
142.06 |
142.06 |
141.80 |
142.24 |
PP |
141.48 |
141.48 |
141.48 |
141.57 |
S1 |
141.13 |
141.13 |
141.62 |
141.31 |
S2 |
140.55 |
140.55 |
141.54 |
|
S3 |
139.62 |
140.20 |
141.45 |
|
S4 |
138.69 |
139.27 |
141.20 |
|
|
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 |
145.78 |
2.618 |
144.26 |
1.618 |
143.33 |
1.000 |
142.76 |
0.618 |
142.40 |
HIGH |
141.83 |
0.618 |
141.47 |
0.500 |
141.37 |
0.382 |
141.26 |
LOW |
140.90 |
0.618 |
140.33 |
1.000 |
139.97 |
1.618 |
139.40 |
2.618 |
138.47 |
4.250 |
136.95 |
|
|
Fisher Pivots for day following 13-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
141.60 |
141.60 |
PP |
141.48 |
141.49 |
S1 |
141.37 |
141.39 |
|