Euro Bund Future March 2010
Trading Metrics calculated at close of trading on 22-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2009 |
22-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
120.04 |
119.83 |
-0.21 |
-0.2% |
121.28 |
High |
120.04 |
119.83 |
-0.21 |
-0.2% |
121.30 |
Low |
120.04 |
119.83 |
-0.21 |
-0.2% |
119.96 |
Close |
120.04 |
119.88 |
-0.16 |
-0.1% |
120.15 |
Range |
|
|
|
|
|
ATR |
0.35 |
0.34 |
-0.01 |
-2.8% |
0.00 |
Volume |
43 |
116 |
73 |
169.8% |
235 |
|
Daily Pivots for day following 22-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119.85 |
119.86 |
119.88 |
|
R3 |
119.85 |
119.86 |
119.88 |
|
R2 |
119.85 |
119.85 |
119.88 |
|
R1 |
119.86 |
119.86 |
119.88 |
119.86 |
PP |
119.85 |
119.85 |
119.85 |
119.84 |
S1 |
119.86 |
119.86 |
119.88 |
119.86 |
S2 |
119.85 |
119.85 |
119.88 |
|
S3 |
119.85 |
119.86 |
119.88 |
|
S4 |
119.85 |
119.86 |
119.88 |
|
|
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 |
119.83 |
2.618 |
119.83 |
1.618 |
119.83 |
1.000 |
119.83 |
0.618 |
119.83 |
HIGH |
119.83 |
0.618 |
119.83 |
0.500 |
119.83 |
0.382 |
119.83 |
LOW |
119.83 |
0.618 |
119.83 |
1.000 |
119.83 |
1.618 |
119.83 |
2.618 |
119.83 |
4.250 |
119.83 |
|
|
Fisher Pivots for day following 22-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
119.86 |
120.23 |
PP |
119.85 |
120.11 |
S1 |
119.83 |
120.00 |
|