Euro Bund Future March 2012
| Trading Metrics calculated at close of trading on 31-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2011 |
31-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
134.28 |
133.56 |
-0.72 |
-0.5% |
134.18 |
| High |
134.28 |
133.56 |
-0.72 |
-0.5% |
134.36 |
| Low |
134.28 |
133.56 |
-0.72 |
-0.5% |
133.54 |
| Close |
134.28 |
133.56 |
-0.72 |
-0.5% |
134.21 |
| Range |
|
|
|
|
|
| ATR |
0.62 |
0.63 |
0.01 |
1.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 31-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133.56 |
133.56 |
133.56 |
|
| R3 |
133.56 |
133.56 |
133.56 |
|
| R2 |
133.56 |
133.56 |
133.56 |
|
| R1 |
133.56 |
133.56 |
133.56 |
133.56 |
| PP |
133.56 |
133.56 |
133.56 |
133.56 |
| S1 |
133.56 |
133.56 |
133.56 |
133.56 |
| S2 |
133.56 |
133.56 |
133.56 |
|
| S3 |
133.56 |
133.56 |
133.56 |
|
| S4 |
133.56 |
133.56 |
133.56 |
|
|
| Weekly Pivots for week ending 26-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
136.50 |
136.17 |
134.66 |
|
| R3 |
135.68 |
135.35 |
134.44 |
|
| R2 |
134.86 |
134.86 |
134.36 |
|
| R1 |
134.53 |
134.53 |
134.29 |
134.70 |
| PP |
134.04 |
134.04 |
134.04 |
134.12 |
| S1 |
133.71 |
133.71 |
134.13 |
133.88 |
| S2 |
133.22 |
133.22 |
134.06 |
|
| S3 |
132.40 |
132.89 |
133.98 |
|
| S4 |
131.58 |
132.07 |
133.76 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
133.56 |
|
2.618 |
133.56 |
|
1.618 |
133.56 |
|
1.000 |
133.56 |
|
0.618 |
133.56 |
|
HIGH |
133.56 |
|
0.618 |
133.56 |
|
0.500 |
133.56 |
|
0.382 |
133.56 |
|
LOW |
133.56 |
|
0.618 |
133.56 |
|
1.000 |
133.56 |
|
1.618 |
133.56 |
|
2.618 |
133.56 |
|
4.250 |
133.56 |
|
|
| Fisher Pivots for day following 31-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
133.56 |
133.84 |
| PP |
133.56 |
133.74 |
| S1 |
133.56 |
133.65 |
|