Euro Bund Future March 2012
Trading Metrics calculated at close of trading on 01-Nov-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2011 |
01-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
134.46 |
137.40 |
2.94 |
2.2% |
134.79 |
High |
137.02 |
139.00 |
1.98 |
1.4% |
136.40 |
Low |
134.44 |
137.32 |
2.88 |
2.1% |
133.08 |
Close |
135.73 |
138.67 |
2.94 |
2.2% |
133.87 |
Range |
2.58 |
1.68 |
-0.90 |
-34.9% |
3.32 |
ATR |
1.43 |
1.56 |
0.13 |
9.2% |
0.00 |
Volume |
1,297 |
1,260 |
-37 |
-2.9% |
1,066 |
|
Daily Pivots for day following 01-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
143.37 |
142.70 |
139.59 |
|
R3 |
141.69 |
141.02 |
139.13 |
|
R2 |
140.01 |
140.01 |
138.98 |
|
R1 |
139.34 |
139.34 |
138.82 |
139.68 |
PP |
138.33 |
138.33 |
138.33 |
138.50 |
S1 |
137.66 |
137.66 |
138.52 |
138.00 |
S2 |
136.65 |
136.65 |
138.36 |
|
S3 |
134.97 |
135.98 |
138.21 |
|
S4 |
133.29 |
134.30 |
137.75 |
|
|
Weekly Pivots for week ending 28-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
144.41 |
142.46 |
135.70 |
|
R3 |
141.09 |
139.14 |
134.78 |
|
R2 |
137.77 |
137.77 |
134.48 |
|
R1 |
135.82 |
135.82 |
134.17 |
135.14 |
PP |
134.45 |
134.45 |
134.45 |
134.11 |
S1 |
132.50 |
132.50 |
133.57 |
131.82 |
S2 |
131.13 |
131.13 |
133.26 |
|
S3 |
127.81 |
129.18 |
132.96 |
|
S4 |
124.49 |
125.86 |
132.04 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
146.14 |
2.618 |
143.40 |
1.618 |
141.72 |
1.000 |
140.68 |
0.618 |
140.04 |
HIGH |
139.00 |
0.618 |
138.36 |
0.500 |
138.16 |
0.382 |
137.96 |
LOW |
137.32 |
0.618 |
136.28 |
1.000 |
135.64 |
1.618 |
134.60 |
2.618 |
132.92 |
4.250 |
130.18 |
|
|
Fisher Pivots for day following 01-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
138.50 |
137.79 |
PP |
138.33 |
136.92 |
S1 |
138.16 |
136.04 |
|