Euro Bund Future March 2010
| Trading Metrics calculated at close of trading on 07-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2009 |
07-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
122.37 |
122.23 |
-0.14 |
-0.1% |
121.43 |
| High |
122.37 |
122.64 |
0.27 |
0.2% |
122.77 |
| Low |
122.20 |
122.23 |
0.03 |
0.0% |
121.10 |
| Close |
122.23 |
122.61 |
0.38 |
0.3% |
122.48 |
| Range |
0.17 |
0.41 |
0.24 |
141.2% |
1.67 |
| ATR |
0.41 |
0.41 |
0.00 |
0.1% |
0.00 |
| Volume |
25 |
4,234 |
4,209 |
16,836.0% |
964 |
|
| Daily Pivots for day following 07-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123.72 |
123.58 |
122.84 |
|
| R3 |
123.31 |
123.17 |
122.72 |
|
| R2 |
122.90 |
122.90 |
122.69 |
|
| R1 |
122.76 |
122.76 |
122.65 |
122.83 |
| PP |
122.49 |
122.49 |
122.49 |
122.53 |
| S1 |
122.35 |
122.35 |
122.57 |
122.42 |
| S2 |
122.08 |
122.08 |
122.53 |
|
| S3 |
121.67 |
121.94 |
122.50 |
|
| S4 |
121.26 |
121.53 |
122.38 |
|
|
| Weekly Pivots for week ending 02-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127.13 |
126.47 |
123.40 |
|
| R3 |
125.46 |
124.80 |
122.94 |
|
| R2 |
123.79 |
123.79 |
122.79 |
|
| R1 |
123.13 |
123.13 |
122.63 |
123.46 |
| PP |
122.12 |
122.12 |
122.12 |
122.28 |
| S1 |
121.46 |
121.46 |
122.33 |
121.79 |
| S2 |
120.45 |
120.45 |
122.17 |
|
| S3 |
118.78 |
119.79 |
122.02 |
|
| S4 |
117.11 |
118.12 |
121.56 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124.38 |
|
2.618 |
123.71 |
|
1.618 |
123.30 |
|
1.000 |
123.05 |
|
0.618 |
122.89 |
|
HIGH |
122.64 |
|
0.618 |
122.48 |
|
0.500 |
122.44 |
|
0.382 |
122.39 |
|
LOW |
122.23 |
|
0.618 |
121.98 |
|
1.000 |
121.82 |
|
1.618 |
121.57 |
|
2.618 |
121.16 |
|
4.250 |
120.49 |
|
|
| Fisher Pivots for day following 07-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
122.55 |
122.55 |
| PP |
122.49 |
122.48 |
| S1 |
122.44 |
122.42 |
|