Euro Bund Future March 2012
| Trading Metrics calculated at close of trading on 19-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2011 |
19-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
136.69 |
137.84 |
1.15 |
0.8% |
138.67 |
| High |
137.20 |
138.25 |
1.05 |
0.8% |
139.14 |
| Low |
136.44 |
137.60 |
1.16 |
0.9% |
135.82 |
| Close |
137.08 |
137.96 |
0.88 |
0.6% |
137.08 |
| Range |
0.76 |
0.65 |
-0.11 |
-14.5% |
3.32 |
| ATR |
0.94 |
0.96 |
0.02 |
1.7% |
0.00 |
| Volume |
128 |
65 |
-63 |
-49.2% |
1,569 |
|
| Daily Pivots for day following 19-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
139.89 |
139.57 |
138.32 |
|
| R3 |
139.24 |
138.92 |
138.14 |
|
| R2 |
138.59 |
138.59 |
138.08 |
|
| R1 |
138.27 |
138.27 |
138.02 |
138.43 |
| PP |
137.94 |
137.94 |
137.94 |
138.02 |
| S1 |
137.62 |
137.62 |
137.90 |
137.78 |
| S2 |
137.29 |
137.29 |
137.84 |
|
| S3 |
136.64 |
136.97 |
137.78 |
|
| S4 |
135.99 |
136.32 |
137.60 |
|
|
| Weekly Pivots for week ending 16-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
147.31 |
145.51 |
138.91 |
|
| R3 |
143.99 |
142.19 |
137.99 |
|
| R2 |
140.67 |
140.67 |
137.69 |
|
| R1 |
138.87 |
138.87 |
137.38 |
138.11 |
| PP |
137.35 |
137.35 |
137.35 |
136.97 |
| S1 |
135.55 |
135.55 |
136.78 |
134.79 |
| S2 |
134.03 |
134.03 |
136.47 |
|
| S3 |
130.71 |
132.23 |
136.17 |
|
| S4 |
127.39 |
128.91 |
135.25 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
141.01 |
|
2.618 |
139.95 |
|
1.618 |
139.30 |
|
1.000 |
138.90 |
|
0.618 |
138.65 |
|
HIGH |
138.25 |
|
0.618 |
138.00 |
|
0.500 |
137.93 |
|
0.382 |
137.85 |
|
LOW |
137.60 |
|
0.618 |
137.20 |
|
1.000 |
136.95 |
|
1.618 |
136.55 |
|
2.618 |
135.90 |
|
4.250 |
134.84 |
|
|
| Fisher Pivots for day following 19-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
137.95 |
137.65 |
| PP |
137.94 |
137.34 |
| S1 |
137.93 |
137.04 |
|