Euro Bund Future March 2010
| Trading Metrics calculated at close of trading on 13-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2009 |
13-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
121.80 |
122.10 |
0.30 |
0.2% |
122.35 |
| High |
122.09 |
122.32 |
0.23 |
0.2% |
122.82 |
| Low |
121.52 |
122.10 |
0.58 |
0.5% |
121.90 |
| Close |
122.08 |
122.34 |
0.26 |
0.2% |
121.86 |
| Range |
0.57 |
0.22 |
-0.35 |
-61.4% |
0.92 |
| ATR |
0.45 |
0.44 |
-0.02 |
-3.4% |
0.00 |
| Volume |
383 |
1,100 |
717 |
187.2% |
5,093 |
|
| Daily Pivots for day following 13-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122.91 |
122.85 |
122.46 |
|
| R3 |
122.69 |
122.63 |
122.40 |
|
| R2 |
122.47 |
122.47 |
122.38 |
|
| R1 |
122.41 |
122.41 |
122.36 |
122.44 |
| PP |
122.25 |
122.25 |
122.25 |
122.27 |
| S1 |
122.19 |
122.19 |
122.32 |
122.22 |
| S2 |
122.03 |
122.03 |
122.30 |
|
| S3 |
121.81 |
121.97 |
122.28 |
|
| S4 |
121.59 |
121.75 |
122.22 |
|
|
| 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 |
123.26 |
|
2.618 |
122.90 |
|
1.618 |
122.68 |
|
1.000 |
122.54 |
|
0.618 |
122.46 |
|
HIGH |
122.32 |
|
0.618 |
122.24 |
|
0.500 |
122.21 |
|
0.382 |
122.18 |
|
LOW |
122.10 |
|
0.618 |
121.96 |
|
1.000 |
121.88 |
|
1.618 |
121.74 |
|
2.618 |
121.52 |
|
4.250 |
121.17 |
|
|
| Fisher Pivots for day following 13-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
122.30 |
122.25 |
| PP |
122.25 |
122.16 |
| S1 |
122.21 |
122.07 |
|