Euro Bund Future March 2010
Trading Metrics calculated at close of trading on 16-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2009 |
16-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
121.51 |
120.98 |
-0.53 |
-0.4% |
121.80 |
High |
121.51 |
121.30 |
-0.21 |
-0.2% |
122.32 |
Low |
120.90 |
120.92 |
0.02 |
0.0% |
120.90 |
Close |
121.17 |
121.22 |
0.05 |
0.0% |
121.22 |
Range |
0.61 |
0.38 |
-0.23 |
-37.7% |
1.42 |
ATR |
0.49 |
0.48 |
-0.01 |
-1.6% |
0.00 |
Volume |
163 |
255 |
92 |
56.4% |
3,995 |
|
Daily Pivots for day following 16-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122.29 |
122.13 |
121.43 |
|
R3 |
121.91 |
121.75 |
121.32 |
|
R2 |
121.53 |
121.53 |
121.29 |
|
R1 |
121.37 |
121.37 |
121.25 |
121.45 |
PP |
121.15 |
121.15 |
121.15 |
121.19 |
S1 |
120.99 |
120.99 |
121.19 |
121.07 |
S2 |
120.77 |
120.77 |
121.15 |
|
S3 |
120.39 |
120.61 |
121.12 |
|
S4 |
120.01 |
120.23 |
121.01 |
|
|
Weekly Pivots for week ending 16-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125.74 |
124.90 |
122.00 |
|
R3 |
124.32 |
123.48 |
121.61 |
|
R2 |
122.90 |
122.90 |
121.48 |
|
R1 |
122.06 |
122.06 |
121.35 |
121.77 |
PP |
121.48 |
121.48 |
121.48 |
121.34 |
S1 |
120.64 |
120.64 |
121.09 |
120.35 |
S2 |
120.06 |
120.06 |
120.96 |
|
S3 |
118.64 |
119.22 |
120.83 |
|
S4 |
117.22 |
117.80 |
120.44 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
122.92 |
2.618 |
122.29 |
1.618 |
121.91 |
1.000 |
121.68 |
0.618 |
121.53 |
HIGH |
121.30 |
0.618 |
121.15 |
0.500 |
121.11 |
0.382 |
121.07 |
LOW |
120.92 |
0.618 |
120.69 |
1.000 |
120.54 |
1.618 |
120.31 |
2.618 |
119.93 |
4.250 |
119.31 |
|
|
Fisher Pivots for day following 16-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
121.18 |
121.49 |
PP |
121.15 |
121.40 |
S1 |
121.11 |
121.31 |
|