Euro Bund Future March 2012
Trading Metrics calculated at close of trading on 08-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2011 |
08-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
136.36 |
135.70 |
-0.66 |
-0.5% |
133.39 |
High |
136.75 |
137.38 |
0.63 |
0.5% |
135.54 |
Low |
136.23 |
135.70 |
-0.53 |
-0.4% |
133.39 |
Close |
136.32 |
136.72 |
0.40 |
0.3% |
135.54 |
Range |
0.52 |
1.68 |
1.16 |
223.1% |
2.15 |
ATR |
0.71 |
0.78 |
0.07 |
9.7% |
0.00 |
Volume |
397 |
182 |
-215 |
-54.2% |
42 |
|
Daily Pivots for day following 08-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
141.64 |
140.86 |
137.64 |
|
R3 |
139.96 |
139.18 |
137.18 |
|
R2 |
138.28 |
138.28 |
137.03 |
|
R1 |
137.50 |
137.50 |
136.87 |
137.89 |
PP |
136.60 |
136.60 |
136.60 |
136.80 |
S1 |
135.82 |
135.82 |
136.57 |
136.21 |
S2 |
134.92 |
134.92 |
136.41 |
|
S3 |
133.24 |
134.14 |
136.26 |
|
S4 |
131.56 |
132.46 |
135.80 |
|
|
Weekly Pivots for week ending 02-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
141.27 |
140.56 |
136.72 |
|
R3 |
139.12 |
138.41 |
136.13 |
|
R2 |
136.97 |
136.97 |
135.93 |
|
R1 |
136.26 |
136.26 |
135.74 |
136.62 |
PP |
134.82 |
134.82 |
134.82 |
135.00 |
S1 |
134.11 |
134.11 |
135.34 |
134.47 |
S2 |
132.67 |
132.67 |
135.15 |
|
S3 |
130.52 |
131.96 |
134.95 |
|
S4 |
128.37 |
129.81 |
134.36 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
144.52 |
2.618 |
141.78 |
1.618 |
140.10 |
1.000 |
139.06 |
0.618 |
138.42 |
HIGH |
137.38 |
0.618 |
136.74 |
0.500 |
136.54 |
0.382 |
136.34 |
LOW |
135.70 |
0.618 |
134.66 |
1.000 |
134.02 |
1.618 |
132.98 |
2.618 |
131.30 |
4.250 |
128.56 |
|
|
Fisher Pivots for day following 08-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
136.66 |
136.66 |
PP |
136.60 |
136.60 |
S1 |
136.54 |
136.54 |
|