Euro Bund Future March 2010
Trading Metrics calculated at close of trading on 26-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2009 |
26-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
120.68 |
120.92 |
0.24 |
0.2% |
120.40 |
High |
120.68 |
120.92 |
0.24 |
0.2% |
120.95 |
Low |
120.68 |
120.92 |
0.24 |
0.2% |
120.28 |
Close |
120.68 |
121.05 |
0.37 |
0.3% |
120.28 |
Range |
|
|
|
|
|
ATR |
0.30 |
0.30 |
0.00 |
-1.5% |
0.00 |
Volume |
209 |
1 |
-208 |
-99.5% |
770 |
|
Daily Pivots for day following 26-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120.96 |
121.01 |
121.05 |
|
R3 |
120.96 |
121.01 |
121.05 |
|
R2 |
120.96 |
120.96 |
121.05 |
|
R1 |
121.01 |
121.01 |
121.05 |
120.99 |
PP |
120.96 |
120.96 |
120.96 |
120.95 |
S1 |
121.01 |
121.01 |
121.05 |
120.99 |
S2 |
120.96 |
120.96 |
121.05 |
|
S3 |
120.96 |
121.01 |
121.05 |
|
S4 |
120.96 |
121.01 |
121.05 |
|
|
Weekly Pivots for week ending 21-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122.51 |
122.07 |
120.65 |
|
R3 |
121.84 |
121.40 |
120.46 |
|
R2 |
121.17 |
121.17 |
120.40 |
|
R1 |
120.73 |
120.73 |
120.34 |
120.62 |
PP |
120.50 |
120.50 |
120.50 |
120.45 |
S1 |
120.06 |
120.06 |
120.22 |
119.95 |
S2 |
119.83 |
119.83 |
120.16 |
|
S3 |
119.16 |
119.39 |
120.10 |
|
S4 |
118.49 |
118.72 |
119.91 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
120.92 |
2.618 |
120.92 |
1.618 |
120.92 |
1.000 |
120.92 |
0.618 |
120.92 |
HIGH |
120.92 |
0.618 |
120.92 |
0.500 |
120.92 |
0.382 |
120.92 |
LOW |
120.92 |
0.618 |
120.92 |
1.000 |
120.92 |
1.618 |
120.92 |
2.618 |
120.92 |
4.250 |
120.92 |
|
|
Fisher Pivots for day following 26-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
121.01 |
120.90 |
PP |
120.96 |
120.74 |
S1 |
120.92 |
120.59 |
|