Euro Bund Future March 2013
| Trading Metrics calculated at close of trading on 14-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2012 |
14-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
140.90 |
141.21 |
0.31 |
0.2% |
142.12 |
| High |
141.83 |
141.21 |
-0.62 |
-0.4% |
142.39 |
| Low |
140.90 |
139.97 |
-0.93 |
-0.7% |
139.97 |
| Close |
141.71 |
140.02 |
-1.69 |
-1.2% |
140.02 |
| Range |
0.93 |
1.24 |
0.31 |
33.3% |
2.42 |
| ATR |
0.94 |
1.00 |
0.06 |
6.1% |
0.00 |
| Volume |
65 |
589 |
524 |
806.2% |
941 |
|
| Daily Pivots for day following 14-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
144.12 |
143.31 |
140.70 |
|
| R3 |
142.88 |
142.07 |
140.36 |
|
| R2 |
141.64 |
141.64 |
140.25 |
|
| R1 |
140.83 |
140.83 |
140.13 |
140.62 |
| PP |
140.40 |
140.40 |
140.40 |
140.29 |
| S1 |
139.59 |
139.59 |
139.91 |
139.38 |
| S2 |
139.16 |
139.16 |
139.79 |
|
| S3 |
137.92 |
138.35 |
139.68 |
|
| S4 |
136.68 |
137.11 |
139.34 |
|
|
| Weekly Pivots for week ending 14-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
148.05 |
146.46 |
141.35 |
|
| R3 |
145.63 |
144.04 |
140.69 |
|
| R2 |
143.21 |
143.21 |
140.46 |
|
| R1 |
141.62 |
141.62 |
140.24 |
141.21 |
| PP |
140.79 |
140.79 |
140.79 |
140.59 |
| S1 |
139.20 |
139.20 |
139.80 |
138.79 |
| S2 |
138.37 |
138.37 |
139.58 |
|
| S3 |
135.95 |
136.78 |
139.35 |
|
| S4 |
133.53 |
134.36 |
138.69 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
146.48 |
|
2.618 |
144.46 |
|
1.618 |
143.22 |
|
1.000 |
142.45 |
|
0.618 |
141.98 |
|
HIGH |
141.21 |
|
0.618 |
140.74 |
|
0.500 |
140.59 |
|
0.382 |
140.44 |
|
LOW |
139.97 |
|
0.618 |
139.20 |
|
1.000 |
138.73 |
|
1.618 |
137.96 |
|
2.618 |
136.72 |
|
4.250 |
134.70 |
|
|
| Fisher Pivots for day following 14-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
140.59 |
140.90 |
| PP |
140.40 |
140.61 |
| S1 |
140.21 |
140.31 |
|