Euro Bund Future September 2011
Trading Metrics calculated at close of trading on 28-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2011 |
28-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
121.65 |
121.29 |
-0.36 |
-0.3% |
122.15 |
High |
121.71 |
121.39 |
-0.32 |
-0.3% |
122.28 |
Low |
121.60 |
121.13 |
-0.47 |
-0.4% |
121.56 |
Close |
121.67 |
121.31 |
-0.36 |
-0.3% |
121.67 |
Range |
0.11 |
0.26 |
0.15 |
136.4% |
0.72 |
ATR |
0.44 |
0.45 |
0.01 |
1.5% |
0.00 |
Volume |
8 |
28 |
20 |
250.0% |
1,239 |
|
Daily Pivots for day following 28-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122.06 |
121.94 |
121.45 |
|
R3 |
121.80 |
121.68 |
121.38 |
|
R2 |
121.54 |
121.54 |
121.36 |
|
R1 |
121.42 |
121.42 |
121.33 |
121.48 |
PP |
121.28 |
121.28 |
121.28 |
121.31 |
S1 |
121.16 |
121.16 |
121.29 |
121.22 |
S2 |
121.02 |
121.02 |
121.26 |
|
S3 |
120.76 |
120.90 |
121.24 |
|
S4 |
120.50 |
120.64 |
121.17 |
|
|
Weekly Pivots for week ending 25-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124.00 |
123.55 |
122.07 |
|
R3 |
123.28 |
122.83 |
121.87 |
|
R2 |
122.56 |
122.56 |
121.80 |
|
R1 |
122.11 |
122.11 |
121.74 |
121.98 |
PP |
121.84 |
121.84 |
121.84 |
121.77 |
S1 |
121.39 |
121.39 |
121.60 |
121.26 |
S2 |
121.12 |
121.12 |
121.54 |
|
S3 |
120.40 |
120.67 |
121.47 |
|
S4 |
119.68 |
119.95 |
121.27 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
122.50 |
2.618 |
122.07 |
1.618 |
121.81 |
1.000 |
121.65 |
0.618 |
121.55 |
HIGH |
121.39 |
0.618 |
121.29 |
0.500 |
121.26 |
0.382 |
121.23 |
LOW |
121.13 |
0.618 |
120.97 |
1.000 |
120.87 |
1.618 |
120.71 |
2.618 |
120.45 |
4.250 |
120.03 |
|
|
Fisher Pivots for day following 28-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
121.29 |
121.71 |
PP |
121.28 |
121.57 |
S1 |
121.26 |
121.44 |
|