Euro Bund Future March 2010
| Trading Metrics calculated at close of trading on 08-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2009 |
08-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
122.23 |
122.58 |
0.35 |
0.3% |
121.43 |
| High |
122.64 |
122.82 |
0.18 |
0.1% |
122.77 |
| Low |
122.23 |
122.28 |
0.05 |
0.0% |
121.10 |
| Close |
122.61 |
122.69 |
0.08 |
0.1% |
122.48 |
| Range |
0.41 |
0.54 |
0.13 |
31.7% |
1.67 |
| ATR |
0.41 |
0.42 |
0.01 |
2.3% |
0.00 |
| Volume |
4,234 |
563 |
-3,671 |
-86.7% |
964 |
|
| Daily Pivots for day following 08-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124.22 |
123.99 |
122.99 |
|
| R3 |
123.68 |
123.45 |
122.84 |
|
| R2 |
123.14 |
123.14 |
122.79 |
|
| R1 |
122.91 |
122.91 |
122.74 |
123.03 |
| PP |
122.60 |
122.60 |
122.60 |
122.65 |
| S1 |
122.37 |
122.37 |
122.64 |
122.49 |
| S2 |
122.06 |
122.06 |
122.59 |
|
| S3 |
121.52 |
121.83 |
122.54 |
|
| S4 |
120.98 |
121.29 |
122.39 |
|
|
| 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 |
125.12 |
|
2.618 |
124.23 |
|
1.618 |
123.69 |
|
1.000 |
123.36 |
|
0.618 |
123.15 |
|
HIGH |
122.82 |
|
0.618 |
122.61 |
|
0.500 |
122.55 |
|
0.382 |
122.49 |
|
LOW |
122.28 |
|
0.618 |
121.95 |
|
1.000 |
121.74 |
|
1.618 |
121.41 |
|
2.618 |
120.87 |
|
4.250 |
119.99 |
|
|
| Fisher Pivots for day following 08-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
122.64 |
122.63 |
| PP |
122.60 |
122.57 |
| S1 |
122.55 |
122.51 |
|