Euro Bund Future March 2012
Trading Metrics calculated at close of trading on 03-Oct-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2011 |
03-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
136.26 |
137.61 |
1.35 |
1.0% |
138.22 |
High |
137.24 |
138.51 |
1.27 |
0.9% |
138.63 |
Low |
135.99 |
137.40 |
1.41 |
1.0% |
135.50 |
Close |
136.94 |
137.94 |
1.00 |
0.7% |
136.94 |
Range |
1.25 |
1.11 |
-0.14 |
-11.2% |
3.13 |
ATR |
1.08 |
1.11 |
0.04 |
3.3% |
0.00 |
Volume |
28 |
46 |
18 |
64.3% |
230 |
|
Daily Pivots for day following 03-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
141.28 |
140.72 |
138.55 |
|
R3 |
140.17 |
139.61 |
138.25 |
|
R2 |
139.06 |
139.06 |
138.14 |
|
R1 |
138.50 |
138.50 |
138.04 |
138.78 |
PP |
137.95 |
137.95 |
137.95 |
138.09 |
S1 |
137.39 |
137.39 |
137.84 |
137.67 |
S2 |
136.84 |
136.84 |
137.74 |
|
S3 |
135.73 |
136.28 |
137.63 |
|
S4 |
134.62 |
135.17 |
137.33 |
|
|
Weekly Pivots for week ending 30-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
146.41 |
144.81 |
138.66 |
|
R3 |
143.28 |
141.68 |
137.80 |
|
R2 |
140.15 |
140.15 |
137.51 |
|
R1 |
138.55 |
138.55 |
137.23 |
137.79 |
PP |
137.02 |
137.02 |
137.02 |
136.64 |
S1 |
135.42 |
135.42 |
136.65 |
134.66 |
S2 |
133.89 |
133.89 |
136.37 |
|
S3 |
130.76 |
132.29 |
136.08 |
|
S4 |
127.63 |
129.16 |
135.22 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
143.23 |
2.618 |
141.42 |
1.618 |
140.31 |
1.000 |
139.62 |
0.618 |
139.20 |
HIGH |
138.51 |
0.618 |
138.09 |
0.500 |
137.96 |
0.382 |
137.82 |
LOW |
137.40 |
0.618 |
136.71 |
1.000 |
136.29 |
1.618 |
135.60 |
2.618 |
134.49 |
4.250 |
132.68 |
|
|
Fisher Pivots for day following 03-Oct-2011 |
Pivot |
1 day |
3 day |
R1 |
137.96 |
137.65 |
PP |
137.95 |
137.36 |
S1 |
137.95 |
137.07 |
|