Euro Bund Future March 2010
| Trading Metrics calculated at close of trading on 14-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2009 |
14-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
121.17 |
121.28 |
0.11 |
0.1% |
121.16 |
| High |
121.25 |
121.30 |
0.05 |
0.0% |
121.33 |
| Low |
121.08 |
121.28 |
0.20 |
0.2% |
120.06 |
| Close |
121.31 |
121.08 |
-0.23 |
-0.2% |
121.31 |
| Range |
0.17 |
0.02 |
-0.15 |
-88.2% |
1.27 |
| ATR |
0.34 |
0.32 |
-0.02 |
-6.5% |
0.00 |
| Volume |
12 |
2 |
-10 |
-83.3% |
267 |
|
| Daily Pivots for day following 14-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121.28 |
121.20 |
121.09 |
|
| R3 |
121.26 |
121.18 |
121.09 |
|
| R2 |
121.24 |
121.24 |
121.08 |
|
| R1 |
121.16 |
121.16 |
121.08 |
121.19 |
| PP |
121.22 |
121.22 |
121.22 |
121.24 |
| S1 |
121.14 |
121.14 |
121.08 |
121.17 |
| S2 |
121.20 |
121.20 |
121.08 |
|
| S3 |
121.18 |
121.12 |
121.07 |
|
| S4 |
121.16 |
121.10 |
121.07 |
|
|
| 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 |
121.39 |
|
2.618 |
121.35 |
|
1.618 |
121.33 |
|
1.000 |
121.32 |
|
0.618 |
121.31 |
|
HIGH |
121.30 |
|
0.618 |
121.29 |
|
0.500 |
121.29 |
|
0.382 |
121.29 |
|
LOW |
121.28 |
|
0.618 |
121.27 |
|
1.000 |
121.26 |
|
1.618 |
121.25 |
|
2.618 |
121.23 |
|
4.250 |
121.20 |
|
|
| Fisher Pivots for day following 14-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
121.29 |
120.95 |
| PP |
121.22 |
120.82 |
| S1 |
121.15 |
120.70 |
|