Euro Bund Future March 2010
Trading Metrics calculated at close of trading on 31-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2009 |
31-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
120.90 |
121.20 |
0.30 |
0.2% |
120.25 |
High |
120.90 |
121.20 |
0.30 |
0.2% |
121.01 |
Low |
120.90 |
120.90 |
0.00 |
0.0% |
120.25 |
Close |
120.90 |
120.90 |
0.00 |
0.0% |
120.90 |
Range |
0.00 |
0.30 |
0.30 |
|
0.76 |
ATR |
0.27 |
0.27 |
0.00 |
0.9% |
0.00 |
Volume |
246 |
3 |
-243 |
-98.8% |
524 |
|
Daily Pivots for day following 31-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121.90 |
121.70 |
121.07 |
|
R3 |
121.60 |
121.40 |
120.98 |
|
R2 |
121.30 |
121.30 |
120.96 |
|
R1 |
121.10 |
121.10 |
120.93 |
121.05 |
PP |
121.00 |
121.00 |
121.00 |
120.98 |
S1 |
120.80 |
120.80 |
120.87 |
120.75 |
S2 |
120.70 |
120.70 |
120.85 |
|
S3 |
120.40 |
120.50 |
120.82 |
|
S4 |
120.10 |
120.20 |
120.74 |
|
|
Weekly Pivots for week ending 28-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123.00 |
122.71 |
121.32 |
|
R3 |
122.24 |
121.95 |
121.11 |
|
R2 |
121.48 |
121.48 |
121.04 |
|
R1 |
121.19 |
121.19 |
120.97 |
121.34 |
PP |
120.72 |
120.72 |
120.72 |
120.79 |
S1 |
120.43 |
120.43 |
120.83 |
120.58 |
S2 |
119.96 |
119.96 |
120.76 |
|
S3 |
119.20 |
119.67 |
120.69 |
|
S4 |
118.44 |
118.91 |
120.48 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
122.48 |
2.618 |
121.99 |
1.618 |
121.69 |
1.000 |
121.50 |
0.618 |
121.39 |
HIGH |
121.20 |
0.618 |
121.09 |
0.500 |
121.05 |
0.382 |
121.01 |
LOW |
120.90 |
0.618 |
120.71 |
1.000 |
120.60 |
1.618 |
120.41 |
2.618 |
120.11 |
4.250 |
119.63 |
|
|
Fisher Pivots for day following 31-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
121.05 |
121.05 |
PP |
121.00 |
121.00 |
S1 |
120.95 |
120.95 |
|