Euro Bund Future March 2010
| Trading Metrics calculated at close of trading on 09-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2009 |
09-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
122.58 |
122.32 |
-0.26 |
-0.2% |
122.35 |
| High |
122.82 |
122.62 |
-0.20 |
-0.2% |
122.82 |
| Low |
122.28 |
121.90 |
-0.38 |
-0.3% |
121.90 |
| Close |
122.69 |
121.86 |
-0.83 |
-0.7% |
121.86 |
| Range |
0.54 |
0.72 |
0.18 |
33.3% |
0.92 |
| ATR |
0.42 |
0.44 |
0.03 |
6.4% |
0.00 |
| Volume |
563 |
54 |
-509 |
-90.4% |
5,093 |
|
| Daily Pivots for day following 09-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124.29 |
123.79 |
122.26 |
|
| R3 |
123.57 |
123.07 |
122.06 |
|
| R2 |
122.85 |
122.85 |
121.99 |
|
| R1 |
122.35 |
122.35 |
121.93 |
122.24 |
| PP |
122.13 |
122.13 |
122.13 |
122.07 |
| S1 |
121.63 |
121.63 |
121.79 |
121.52 |
| S2 |
121.41 |
121.41 |
121.73 |
|
| S3 |
120.69 |
120.91 |
121.66 |
|
| S4 |
119.97 |
120.19 |
121.46 |
|
|
| Weekly Pivots for week ending 09-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124.95 |
124.33 |
122.37 |
|
| R3 |
124.03 |
123.41 |
122.11 |
|
| R2 |
123.11 |
123.11 |
122.03 |
|
| R1 |
122.49 |
122.49 |
121.94 |
122.34 |
| PP |
122.19 |
122.19 |
122.19 |
122.12 |
| S1 |
121.57 |
121.57 |
121.78 |
121.42 |
| S2 |
121.27 |
121.27 |
121.69 |
|
| S3 |
120.35 |
120.65 |
121.61 |
|
| S4 |
119.43 |
119.73 |
121.35 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125.68 |
|
2.618 |
124.50 |
|
1.618 |
123.78 |
|
1.000 |
123.34 |
|
0.618 |
123.06 |
|
HIGH |
122.62 |
|
0.618 |
122.34 |
|
0.500 |
122.26 |
|
0.382 |
122.18 |
|
LOW |
121.90 |
|
0.618 |
121.46 |
|
1.000 |
121.18 |
|
1.618 |
120.74 |
|
2.618 |
120.02 |
|
4.250 |
118.84 |
|
|
| Fisher Pivots for day following 09-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
122.26 |
122.36 |
| PP |
122.13 |
122.19 |
| S1 |
121.99 |
122.03 |
|