Euro Bund Future March 2012
| Trading Metrics calculated at close of trading on 02-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2011 |
02-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
129.85 |
130.76 |
0.91 |
0.7% |
126.94 |
| High |
129.85 |
130.80 |
0.95 |
0.7% |
129.04 |
| Low |
129.85 |
130.76 |
0.91 |
0.7% |
126.94 |
| Close |
129.85 |
130.80 |
0.95 |
0.7% |
129.04 |
| Range |
0.00 |
0.04 |
0.04 |
|
2.10 |
| ATR |
|
|
|
|
|
| Volume |
0 |
201 |
201 |
|
405 |
|
| Daily Pivots for day following 02-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130.91 |
130.89 |
130.82 |
|
| R3 |
130.87 |
130.85 |
130.81 |
|
| R2 |
130.83 |
130.83 |
130.81 |
|
| R1 |
130.81 |
130.81 |
130.80 |
130.82 |
| PP |
130.79 |
130.79 |
130.79 |
130.79 |
| S1 |
130.77 |
130.77 |
130.80 |
130.78 |
| S2 |
130.75 |
130.75 |
130.79 |
|
| S3 |
130.71 |
130.73 |
130.79 |
|
| S4 |
130.67 |
130.69 |
130.78 |
|
|
| Weekly Pivots for week ending 29-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134.64 |
133.94 |
130.20 |
|
| R3 |
132.54 |
131.84 |
129.62 |
|
| R2 |
130.44 |
130.44 |
129.43 |
|
| R1 |
129.74 |
129.74 |
129.23 |
130.09 |
| PP |
128.34 |
128.34 |
128.34 |
128.52 |
| S1 |
127.64 |
127.64 |
128.85 |
127.99 |
| S2 |
126.24 |
126.24 |
128.66 |
|
| S3 |
124.14 |
125.54 |
128.46 |
|
| S4 |
122.04 |
123.44 |
127.89 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130.97 |
|
2.618 |
130.90 |
|
1.618 |
130.86 |
|
1.000 |
130.84 |
|
0.618 |
130.82 |
|
HIGH |
130.80 |
|
0.618 |
130.78 |
|
0.500 |
130.78 |
|
0.382 |
130.78 |
|
LOW |
130.76 |
|
0.618 |
130.74 |
|
1.000 |
130.72 |
|
1.618 |
130.70 |
|
2.618 |
130.66 |
|
4.250 |
130.59 |
|
|
| Fisher Pivots for day following 02-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
130.79 |
130.51 |
| PP |
130.79 |
130.21 |
| S1 |
130.78 |
129.92 |
|