Euro Bund Future March 2012
Trading Metrics calculated at close of trading on 05-Oct-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2011 |
05-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
138.58 |
138.03 |
-0.55 |
-0.4% |
138.22 |
High |
139.31 |
138.67 |
-0.64 |
-0.5% |
138.63 |
Low |
138.51 |
137.37 |
-1.14 |
-0.8% |
135.50 |
Close |
138.75 |
137.57 |
-1.18 |
-0.9% |
136.94 |
Range |
0.80 |
1.30 |
0.50 |
62.5% |
3.13 |
ATR |
1.13 |
1.15 |
0.02 |
1.6% |
0.00 |
Volume |
122 |
238 |
116 |
95.1% |
230 |
|
Daily Pivots for day following 05-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
141.77 |
140.97 |
138.29 |
|
R3 |
140.47 |
139.67 |
137.93 |
|
R2 |
139.17 |
139.17 |
137.81 |
|
R1 |
138.37 |
138.37 |
137.69 |
138.12 |
PP |
137.87 |
137.87 |
137.87 |
137.75 |
S1 |
137.07 |
137.07 |
137.45 |
136.82 |
S2 |
136.57 |
136.57 |
137.33 |
|
S3 |
135.27 |
135.77 |
137.21 |
|
S4 |
133.97 |
134.47 |
136.86 |
|
|
Weekly Pivots for week ending 30-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
146.41 |
144.81 |
138.66 |
|
R3 |
143.28 |
141.68 |
137.80 |
|
R2 |
140.15 |
140.15 |
137.51 |
|
R1 |
138.55 |
138.55 |
137.23 |
137.79 |
PP |
137.02 |
137.02 |
137.02 |
136.64 |
S1 |
135.42 |
135.42 |
136.65 |
134.66 |
S2 |
133.89 |
133.89 |
136.37 |
|
S3 |
130.76 |
132.29 |
136.08 |
|
S4 |
127.63 |
129.16 |
135.22 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
144.20 |
2.618 |
142.07 |
1.618 |
140.77 |
1.000 |
139.97 |
0.618 |
139.47 |
HIGH |
138.67 |
0.618 |
138.17 |
0.500 |
138.02 |
0.382 |
137.87 |
LOW |
137.37 |
0.618 |
136.57 |
1.000 |
136.07 |
1.618 |
135.27 |
2.618 |
133.97 |
4.250 |
131.85 |
|
|
Fisher Pivots for day following 05-Oct-2011 |
Pivot |
1 day |
3 day |
R1 |
138.02 |
138.34 |
PP |
137.87 |
138.08 |
S1 |
137.72 |
137.83 |
|