Euro Bund Future March 2012
| Trading Metrics calculated at close of trading on 04-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2011 |
04-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
130.79 |
131.79 |
1.00 |
0.8% |
126.94 |
| High |
130.79 |
131.79 |
1.00 |
0.8% |
129.04 |
| Low |
130.79 |
131.79 |
1.00 |
0.8% |
126.94 |
| Close |
130.79 |
131.79 |
1.00 |
0.8% |
129.04 |
| Range |
|
|
|
|
|
| ATR |
0.57 |
0.60 |
0.03 |
5.4% |
0.00 |
| Volume |
201 |
43 |
-158 |
-78.6% |
405 |
|
| Daily Pivots for day following 04-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131.79 |
131.79 |
131.79 |
|
| R3 |
131.79 |
131.79 |
131.79 |
|
| R2 |
131.79 |
131.79 |
131.79 |
|
| R1 |
131.79 |
131.79 |
131.79 |
131.79 |
| PP |
131.79 |
131.79 |
131.79 |
131.79 |
| S1 |
131.79 |
131.79 |
131.79 |
131.79 |
| S2 |
131.79 |
131.79 |
131.79 |
|
| S3 |
131.79 |
131.79 |
131.79 |
|
| S4 |
131.79 |
131.79 |
131.79 |
|
|
| 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 |
131.79 |
|
2.618 |
131.79 |
|
1.618 |
131.79 |
|
1.000 |
131.79 |
|
0.618 |
131.79 |
|
HIGH |
131.79 |
|
0.618 |
131.79 |
|
0.500 |
131.79 |
|
0.382 |
131.79 |
|
LOW |
131.79 |
|
0.618 |
131.79 |
|
1.000 |
131.79 |
|
1.618 |
131.79 |
|
2.618 |
131.79 |
|
4.250 |
131.79 |
|
|
| Fisher Pivots for day following 04-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
131.79 |
131.62 |
| PP |
131.79 |
131.45 |
| S1 |
131.79 |
131.28 |
|