Euro Bund Future March 2010
| Trading Metrics calculated at close of trading on 18-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2009 |
18-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
120.35 |
120.60 |
0.25 |
0.2% |
121.28 |
| High |
120.35 |
120.63 |
0.28 |
0.2% |
121.30 |
| Low |
120.08 |
119.96 |
-0.12 |
-0.1% |
119.96 |
| Close |
120.15 |
120.15 |
0.00 |
0.0% |
120.15 |
| Range |
0.27 |
0.67 |
0.40 |
148.1% |
1.34 |
| ATR |
0.34 |
0.36 |
0.02 |
6.9% |
0.00 |
| Volume |
120 |
7 |
-113 |
-94.2% |
235 |
|
| Daily Pivots for day following 18-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122.26 |
121.87 |
120.52 |
|
| R3 |
121.59 |
121.20 |
120.33 |
|
| R2 |
120.92 |
120.92 |
120.27 |
|
| R1 |
120.53 |
120.53 |
120.21 |
120.39 |
| PP |
120.25 |
120.25 |
120.25 |
120.18 |
| S1 |
119.86 |
119.86 |
120.09 |
119.72 |
| S2 |
119.58 |
119.58 |
120.03 |
|
| S3 |
118.91 |
119.19 |
119.97 |
|
| S4 |
118.24 |
118.52 |
119.78 |
|
|
| Weekly Pivots for week ending 18-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124.49 |
123.66 |
120.89 |
|
| R3 |
123.15 |
122.32 |
120.52 |
|
| R2 |
121.81 |
121.81 |
120.40 |
|
| R1 |
120.98 |
120.98 |
120.27 |
120.73 |
| PP |
120.47 |
120.47 |
120.47 |
120.34 |
| S1 |
119.64 |
119.64 |
120.03 |
119.39 |
| S2 |
119.13 |
119.13 |
119.90 |
|
| S3 |
117.79 |
118.30 |
119.78 |
|
| S4 |
116.45 |
116.96 |
119.41 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123.48 |
|
2.618 |
122.38 |
|
1.618 |
121.71 |
|
1.000 |
121.30 |
|
0.618 |
121.04 |
|
HIGH |
120.63 |
|
0.618 |
120.37 |
|
0.500 |
120.30 |
|
0.382 |
120.22 |
|
LOW |
119.96 |
|
0.618 |
119.55 |
|
1.000 |
119.29 |
|
1.618 |
118.88 |
|
2.618 |
118.21 |
|
4.250 |
117.11 |
|
|
| Fisher Pivots for day following 18-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
120.30 |
120.43 |
| PP |
120.25 |
120.33 |
| S1 |
120.20 |
120.24 |
|