Euro Bund Future March 2013
Trading Metrics calculated at close of trading on 28-Sep-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2012 |
28-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
142.79 |
143.16 |
0.37 |
0.3% |
141.71 |
High |
143.26 |
143.54 |
0.28 |
0.2% |
143.54 |
Low |
142.79 |
143.08 |
0.29 |
0.2% |
141.45 |
Close |
143.17 |
143.40 |
0.23 |
0.2% |
143.40 |
Range |
0.47 |
0.46 |
-0.01 |
-2.1% |
2.09 |
ATR |
0.91 |
0.87 |
-0.03 |
-3.5% |
0.00 |
Volume |
346 |
347 |
1 |
0.3% |
5,591 |
|
Daily Pivots for day following 28-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
144.72 |
144.52 |
143.65 |
|
R3 |
144.26 |
144.06 |
143.53 |
|
R2 |
143.80 |
143.80 |
143.48 |
|
R1 |
143.60 |
143.60 |
143.44 |
143.70 |
PP |
143.34 |
143.34 |
143.34 |
143.39 |
S1 |
143.14 |
143.14 |
143.36 |
143.24 |
S2 |
142.88 |
142.88 |
143.32 |
|
S3 |
142.42 |
142.68 |
143.27 |
|
S4 |
141.96 |
142.22 |
143.15 |
|
|
Weekly Pivots for week ending 28-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
149.07 |
148.32 |
144.55 |
|
R3 |
146.98 |
146.23 |
143.97 |
|
R2 |
144.89 |
144.89 |
143.78 |
|
R1 |
144.14 |
144.14 |
143.59 |
144.52 |
PP |
142.80 |
142.80 |
142.80 |
142.98 |
S1 |
142.05 |
142.05 |
143.21 |
142.43 |
S2 |
140.71 |
140.71 |
143.02 |
|
S3 |
138.62 |
139.96 |
142.83 |
|
S4 |
136.53 |
137.87 |
142.25 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
145.50 |
2.618 |
144.74 |
1.618 |
144.28 |
1.000 |
144.00 |
0.618 |
143.82 |
HIGH |
143.54 |
0.618 |
143.36 |
0.500 |
143.31 |
0.382 |
143.26 |
LOW |
143.08 |
0.618 |
142.80 |
1.000 |
142.62 |
1.618 |
142.34 |
2.618 |
141.88 |
4.250 |
141.13 |
|
|
Fisher Pivots for day following 28-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
143.37 |
143.22 |
PP |
143.34 |
143.03 |
S1 |
143.31 |
142.85 |
|