Euro Bund Future March 2010
| Trading Metrics calculated at close of trading on 15-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2009 |
15-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
121.28 |
120.82 |
-0.46 |
-0.4% |
121.16 |
| High |
121.30 |
120.82 |
-0.48 |
-0.4% |
121.33 |
| Low |
121.28 |
120.72 |
-0.56 |
-0.5% |
120.06 |
| Close |
121.08 |
120.79 |
-0.29 |
-0.2% |
121.31 |
| Range |
0.02 |
0.10 |
0.08 |
400.0% |
1.27 |
| ATR |
0.32 |
0.32 |
0.00 |
0.9% |
0.00 |
| Volume |
2 |
3 |
1 |
50.0% |
267 |
|
| Daily Pivots for day following 15-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121.08 |
121.03 |
120.85 |
|
| R3 |
120.98 |
120.93 |
120.82 |
|
| R2 |
120.88 |
120.88 |
120.81 |
|
| R1 |
120.83 |
120.83 |
120.80 |
120.81 |
| PP |
120.78 |
120.78 |
120.78 |
120.76 |
| S1 |
120.73 |
120.73 |
120.78 |
120.71 |
| S2 |
120.68 |
120.68 |
120.77 |
|
| S3 |
120.58 |
120.63 |
120.76 |
|
| S4 |
120.48 |
120.53 |
120.74 |
|
|
| 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 |
121.25 |
|
2.618 |
121.08 |
|
1.618 |
120.98 |
|
1.000 |
120.92 |
|
0.618 |
120.88 |
|
HIGH |
120.82 |
|
0.618 |
120.78 |
|
0.500 |
120.77 |
|
0.382 |
120.76 |
|
LOW |
120.72 |
|
0.618 |
120.66 |
|
1.000 |
120.62 |
|
1.618 |
120.56 |
|
2.618 |
120.46 |
|
4.250 |
120.30 |
|
|
| Fisher Pivots for day following 15-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
120.78 |
121.01 |
| PP |
120.78 |
120.94 |
| S1 |
120.77 |
120.86 |
|