Euro Bund Future March 2010
| Trading Metrics calculated at close of trading on 11-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2009 |
11-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
120.09 |
121.17 |
1.08 |
0.9% |
121.16 |
| High |
120.61 |
121.25 |
0.64 |
0.5% |
121.33 |
| Low |
120.09 |
121.08 |
0.99 |
0.8% |
120.06 |
| Close |
120.57 |
121.31 |
0.74 |
0.6% |
121.31 |
| Range |
0.52 |
0.17 |
-0.35 |
-67.3% |
1.27 |
| ATR |
0.32 |
0.34 |
0.03 |
8.1% |
0.00 |
| Volume |
83 |
12 |
-71 |
-85.5% |
267 |
|
| Daily Pivots for day following 11-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121.72 |
121.69 |
121.40 |
|
| R3 |
121.55 |
121.52 |
121.36 |
|
| R2 |
121.38 |
121.38 |
121.34 |
|
| R1 |
121.35 |
121.35 |
121.33 |
121.37 |
| PP |
121.21 |
121.21 |
121.21 |
121.22 |
| S1 |
121.18 |
121.18 |
121.29 |
121.20 |
| S2 |
121.04 |
121.04 |
121.28 |
|
| S3 |
120.87 |
121.01 |
121.26 |
|
| S4 |
120.70 |
120.84 |
121.22 |
|
|
| Weekly Pivots for week ending 11-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124.71 |
124.28 |
122.01 |
|
| R3 |
123.44 |
123.01 |
121.66 |
|
| R2 |
122.17 |
122.17 |
121.54 |
|
| R1 |
121.74 |
121.74 |
121.43 |
121.96 |
| PP |
120.90 |
120.90 |
120.90 |
121.01 |
| S1 |
120.47 |
120.47 |
121.19 |
120.69 |
| S2 |
119.63 |
119.63 |
121.08 |
|
| S3 |
118.36 |
119.20 |
120.96 |
|
| S4 |
117.09 |
117.93 |
120.61 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121.97 |
|
2.618 |
121.70 |
|
1.618 |
121.53 |
|
1.000 |
121.42 |
|
0.618 |
121.36 |
|
HIGH |
121.25 |
|
0.618 |
121.19 |
|
0.500 |
121.17 |
|
0.382 |
121.14 |
|
LOW |
121.08 |
|
0.618 |
120.97 |
|
1.000 |
120.91 |
|
1.618 |
120.80 |
|
2.618 |
120.63 |
|
4.250 |
120.36 |
|
|
| Fisher Pivots for day following 11-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
121.26 |
121.09 |
| PP |
121.21 |
120.87 |
| S1 |
121.17 |
120.66 |
|