Euro Bund Future March 2010
| Trading Metrics calculated at close of trading on 23-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2009 |
23-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
119.83 |
120.08 |
0.25 |
0.2% |
121.28 |
| High |
119.83 |
120.35 |
0.52 |
0.4% |
121.30 |
| Low |
119.83 |
119.97 |
0.14 |
0.1% |
119.96 |
| Close |
119.88 |
120.12 |
0.24 |
0.2% |
120.15 |
| Range |
0.00 |
0.38 |
0.38 |
|
1.34 |
| ATR |
0.34 |
0.35 |
0.01 |
2.9% |
0.00 |
| Volume |
116 |
1,176 |
1,060 |
913.8% |
235 |
|
| Daily Pivots for day following 23-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121.29 |
121.08 |
120.33 |
|
| R3 |
120.91 |
120.70 |
120.22 |
|
| R2 |
120.53 |
120.53 |
120.19 |
|
| R1 |
120.32 |
120.32 |
120.15 |
120.43 |
| PP |
120.15 |
120.15 |
120.15 |
120.20 |
| S1 |
119.94 |
119.94 |
120.09 |
120.05 |
| S2 |
119.77 |
119.77 |
120.05 |
|
| S3 |
119.39 |
119.56 |
120.02 |
|
| S4 |
119.01 |
119.18 |
119.91 |
|
|
| 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 |
121.97 |
|
2.618 |
121.34 |
|
1.618 |
120.96 |
|
1.000 |
120.73 |
|
0.618 |
120.58 |
|
HIGH |
120.35 |
|
0.618 |
120.20 |
|
0.500 |
120.16 |
|
0.382 |
120.12 |
|
LOW |
119.97 |
|
0.618 |
119.74 |
|
1.000 |
119.59 |
|
1.618 |
119.36 |
|
2.618 |
118.98 |
|
4.250 |
118.36 |
|
|
| Fisher Pivots for day following 23-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
120.16 |
120.11 |
| PP |
120.15 |
120.10 |
| S1 |
120.13 |
120.09 |
|