Euro Bund Future March 2013
| Trading Metrics calculated at close of trading on 17-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2012 |
17-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
141.21 |
139.99 |
-1.22 |
-0.9% |
142.12 |
| High |
141.21 |
140.42 |
-0.79 |
-0.6% |
142.39 |
| Low |
139.97 |
139.73 |
-0.24 |
-0.2% |
139.97 |
| Close |
140.02 |
140.32 |
0.30 |
0.2% |
140.02 |
| Range |
1.24 |
0.69 |
-0.55 |
-44.4% |
2.42 |
| ATR |
1.00 |
0.97 |
-0.02 |
-2.2% |
0.00 |
| Volume |
589 |
14,191 |
13,602 |
2,309.3% |
941 |
|
| Daily Pivots for day following 17-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
142.23 |
141.96 |
140.70 |
|
| R3 |
141.54 |
141.27 |
140.51 |
|
| R2 |
140.85 |
140.85 |
140.45 |
|
| R1 |
140.58 |
140.58 |
140.38 |
140.72 |
| PP |
140.16 |
140.16 |
140.16 |
140.22 |
| S1 |
139.89 |
139.89 |
140.26 |
140.03 |
| S2 |
139.47 |
139.47 |
140.19 |
|
| S3 |
138.78 |
139.20 |
140.13 |
|
| S4 |
138.09 |
138.51 |
139.94 |
|
|
| 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 |
143.35 |
|
2.618 |
142.23 |
|
1.618 |
141.54 |
|
1.000 |
141.11 |
|
0.618 |
140.85 |
|
HIGH |
140.42 |
|
0.618 |
140.16 |
|
0.500 |
140.08 |
|
0.382 |
139.99 |
|
LOW |
139.73 |
|
0.618 |
139.30 |
|
1.000 |
139.04 |
|
1.618 |
138.61 |
|
2.618 |
137.92 |
|
4.250 |
136.80 |
|
|
| Fisher Pivots for day following 17-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
140.24 |
140.78 |
| PP |
140.16 |
140.63 |
| S1 |
140.08 |
140.47 |
|