Euro Bund Future March 2012
Trading Metrics calculated at close of trading on 08-Nov-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2011 |
08-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
137.92 |
138.32 |
0.40 |
0.3% |
134.46 |
High |
138.82 |
138.49 |
-0.33 |
-0.2% |
139.00 |
Low |
137.92 |
137.40 |
-0.52 |
-0.4% |
134.44 |
Close |
138.23 |
138.33 |
0.10 |
0.1% |
137.95 |
Range |
0.90 |
1.09 |
0.19 |
21.1% |
4.56 |
ATR |
1.50 |
1.47 |
-0.03 |
-2.0% |
0.00 |
Volume |
671 |
850 |
179 |
26.7% |
4,188 |
|
Daily Pivots for day following 08-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
141.34 |
140.93 |
138.93 |
|
R3 |
140.25 |
139.84 |
138.63 |
|
R2 |
139.16 |
139.16 |
138.53 |
|
R1 |
138.75 |
138.75 |
138.43 |
138.96 |
PP |
138.07 |
138.07 |
138.07 |
138.18 |
S1 |
137.66 |
137.66 |
138.23 |
137.87 |
S2 |
136.98 |
136.98 |
138.13 |
|
S3 |
135.89 |
136.57 |
138.03 |
|
S4 |
134.80 |
135.48 |
137.73 |
|
|
Weekly Pivots for week ending 04-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
150.81 |
148.94 |
140.46 |
|
R3 |
146.25 |
144.38 |
139.20 |
|
R2 |
141.69 |
141.69 |
138.79 |
|
R1 |
139.82 |
139.82 |
138.37 |
140.76 |
PP |
137.13 |
137.13 |
137.13 |
137.60 |
S1 |
135.26 |
135.26 |
137.53 |
136.20 |
S2 |
132.57 |
132.57 |
137.11 |
|
S3 |
128.01 |
130.70 |
136.70 |
|
S4 |
123.45 |
126.14 |
135.44 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
138.82 |
136.77 |
2.05 |
1.5% |
1.23 |
0.9% |
76% |
False |
False |
630 |
10 |
139.00 |
133.08 |
5.92 |
4.3% |
1.44 |
1.0% |
89% |
False |
False |
665 |
20 |
139.00 |
133.08 |
5.92 |
4.3% |
1.33 |
1.0% |
89% |
False |
False |
453 |
40 |
139.77 |
133.08 |
6.69 |
4.8% |
1.18 |
0.9% |
78% |
False |
False |
294 |
60 |
139.77 |
132.92 |
6.85 |
5.0% |
0.91 |
0.7% |
79% |
False |
False |
228 |
80 |
139.77 |
125.69 |
14.08 |
10.2% |
0.69 |
0.5% |
90% |
False |
False |
190 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
143.12 |
2.618 |
141.34 |
1.618 |
140.25 |
1.000 |
139.58 |
0.618 |
139.16 |
HIGH |
138.49 |
0.618 |
138.07 |
0.500 |
137.95 |
0.382 |
137.82 |
LOW |
137.40 |
0.618 |
136.73 |
1.000 |
136.31 |
1.618 |
135.64 |
2.618 |
134.55 |
4.250 |
132.77 |
|
|
Fisher Pivots for day following 08-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
138.20 |
138.16 |
PP |
138.07 |
137.98 |
S1 |
137.95 |
137.81 |
|