Euro Bund Future March 2010
| Trading Metrics calculated at close of trading on 01-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2009 |
01-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
121.41 |
121.53 |
0.12 |
0.1% |
120.04 |
| High |
121.77 |
122.23 |
0.46 |
0.4% |
121.38 |
| Low |
121.41 |
121.42 |
0.01 |
0.0% |
119.83 |
| Close |
121.69 |
122.13 |
0.44 |
0.4% |
121.20 |
| Range |
0.36 |
0.81 |
0.45 |
125.0% |
1.55 |
| ATR |
0.38 |
0.41 |
0.03 |
8.0% |
0.00 |
| Volume |
147 |
27 |
-120 |
-81.6% |
1,414 |
|
| Daily Pivots for day following 01-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124.36 |
124.05 |
122.58 |
|
| R3 |
123.55 |
123.24 |
122.35 |
|
| R2 |
122.74 |
122.74 |
122.28 |
|
| R1 |
122.43 |
122.43 |
122.20 |
122.59 |
| PP |
121.93 |
121.93 |
121.93 |
122.00 |
| S1 |
121.62 |
121.62 |
122.06 |
121.78 |
| S2 |
121.12 |
121.12 |
121.98 |
|
| S3 |
120.31 |
120.81 |
121.91 |
|
| S4 |
119.50 |
120.00 |
121.68 |
|
|
| Weekly Pivots for week ending 25-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125.45 |
124.88 |
122.05 |
|
| R3 |
123.90 |
123.33 |
121.63 |
|
| R2 |
122.35 |
122.35 |
121.48 |
|
| R1 |
121.78 |
121.78 |
121.34 |
122.07 |
| PP |
120.80 |
120.80 |
120.80 |
120.95 |
| S1 |
120.23 |
120.23 |
121.06 |
120.52 |
| S2 |
119.25 |
119.25 |
120.92 |
|
| S3 |
117.70 |
118.68 |
120.77 |
|
| S4 |
116.15 |
117.13 |
120.35 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125.67 |
|
2.618 |
124.35 |
|
1.618 |
123.54 |
|
1.000 |
123.04 |
|
0.618 |
122.73 |
|
HIGH |
122.23 |
|
0.618 |
121.92 |
|
0.500 |
121.83 |
|
0.382 |
121.73 |
|
LOW |
121.42 |
|
0.618 |
120.92 |
|
1.000 |
120.61 |
|
1.618 |
120.11 |
|
2.618 |
119.30 |
|
4.250 |
117.98 |
|
|
| Fisher Pivots for day following 01-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
122.03 |
121.98 |
| PP |
121.93 |
121.82 |
| S1 |
121.83 |
121.67 |
|