Euro Bund Future March 2013
Trading Metrics calculated at close of trading on 27-Sep-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2012 |
27-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
142.16 |
142.79 |
0.63 |
0.4% |
139.99 |
High |
143.30 |
143.26 |
-0.04 |
0.0% |
141.75 |
Low |
142.15 |
142.79 |
0.64 |
0.5% |
139.73 |
Close |
143.21 |
143.17 |
-0.04 |
0.0% |
141.39 |
Range |
1.15 |
0.47 |
-0.68 |
-59.1% |
2.02 |
ATR |
0.94 |
0.91 |
-0.03 |
-3.6% |
0.00 |
Volume |
878 |
346 |
-532 |
-60.6% |
25,524 |
|
Daily Pivots for day following 27-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
144.48 |
144.30 |
143.43 |
|
R3 |
144.01 |
143.83 |
143.30 |
|
R2 |
143.54 |
143.54 |
143.26 |
|
R1 |
143.36 |
143.36 |
143.21 |
143.45 |
PP |
143.07 |
143.07 |
143.07 |
143.12 |
S1 |
142.89 |
142.89 |
143.13 |
142.98 |
S2 |
142.60 |
142.60 |
143.08 |
|
S3 |
142.13 |
142.42 |
143.04 |
|
S4 |
141.66 |
141.95 |
142.91 |
|
|
Weekly Pivots for week ending 21-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
147.02 |
146.22 |
142.50 |
|
R3 |
145.00 |
144.20 |
141.95 |
|
R2 |
142.98 |
142.98 |
141.76 |
|
R1 |
142.18 |
142.18 |
141.58 |
142.58 |
PP |
140.96 |
140.96 |
140.96 |
141.16 |
S1 |
140.16 |
140.16 |
141.20 |
140.56 |
S2 |
138.94 |
138.94 |
141.02 |
|
S3 |
136.92 |
138.14 |
140.83 |
|
S4 |
134.90 |
136.12 |
140.28 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
145.26 |
2.618 |
144.49 |
1.618 |
144.02 |
1.000 |
143.73 |
0.618 |
143.55 |
HIGH |
143.26 |
0.618 |
143.08 |
0.500 |
143.03 |
0.382 |
142.97 |
LOW |
142.79 |
0.618 |
142.50 |
1.000 |
142.32 |
1.618 |
142.03 |
2.618 |
141.56 |
4.250 |
140.79 |
|
|
Fisher Pivots for day following 27-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
143.12 |
142.91 |
PP |
143.07 |
142.64 |
S1 |
143.03 |
142.38 |
|