Euro Bund Future March 2012
Trading Metrics calculated at close of trading on 28-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2011 |
28-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
137.25 |
136.52 |
-0.73 |
-0.5% |
137.84 |
High |
137.25 |
136.52 |
-0.73 |
-0.5% |
139.77 |
Low |
135.98 |
135.50 |
-0.48 |
-0.4% |
137.60 |
Close |
136.30 |
136.08 |
-0.22 |
-0.2% |
138.68 |
Range |
1.27 |
1.02 |
-0.25 |
-19.7% |
2.17 |
ATR |
1.07 |
1.07 |
0.00 |
-0.4% |
0.00 |
Volume |
61 |
38 |
-23 |
-37.7% |
493 |
|
Daily Pivots for day following 28-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
139.09 |
138.61 |
136.64 |
|
R3 |
138.07 |
137.59 |
136.36 |
|
R2 |
137.05 |
137.05 |
136.27 |
|
R1 |
136.57 |
136.57 |
136.17 |
136.30 |
PP |
136.03 |
136.03 |
136.03 |
135.90 |
S1 |
135.55 |
135.55 |
135.99 |
135.28 |
S2 |
135.01 |
135.01 |
135.89 |
|
S3 |
133.99 |
134.53 |
135.80 |
|
S4 |
132.97 |
133.51 |
135.52 |
|
|
Weekly Pivots for week ending 23-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
145.19 |
144.11 |
139.87 |
|
R3 |
143.02 |
141.94 |
139.28 |
|
R2 |
140.85 |
140.85 |
139.08 |
|
R1 |
139.77 |
139.77 |
138.88 |
140.31 |
PP |
138.68 |
138.68 |
138.68 |
138.96 |
S1 |
137.60 |
137.60 |
138.48 |
138.14 |
S2 |
136.51 |
136.51 |
138.28 |
|
S3 |
134.34 |
135.43 |
138.08 |
|
S4 |
132.17 |
133.26 |
137.49 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
140.86 |
2.618 |
139.19 |
1.618 |
138.17 |
1.000 |
137.54 |
0.618 |
137.15 |
HIGH |
136.52 |
0.618 |
136.13 |
0.500 |
136.01 |
0.382 |
135.89 |
LOW |
135.50 |
0.618 |
134.87 |
1.000 |
134.48 |
1.618 |
133.85 |
2.618 |
132.83 |
4.250 |
131.17 |
|
|
Fisher Pivots for day following 28-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
136.06 |
137.07 |
PP |
136.03 |
136.74 |
S1 |
136.01 |
136.41 |
|