Euro Bund Future March 2010
| Trading Metrics calculated at close of trading on 22-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2009 |
22-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
121.54 |
120.96 |
-0.58 |
-0.5% |
121.80 |
| High |
121.54 |
121.11 |
-0.43 |
-0.4% |
122.32 |
| Low |
120.83 |
120.80 |
-0.03 |
0.0% |
120.90 |
| Close |
120.87 |
120.89 |
0.02 |
0.0% |
121.22 |
| Range |
0.71 |
0.31 |
-0.40 |
-56.3% |
1.42 |
| ATR |
0.53 |
0.51 |
-0.02 |
-2.9% |
0.00 |
| Volume |
1,974 |
431 |
-1,543 |
-78.2% |
3,995 |
|
| Daily Pivots for day following 22-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121.86 |
121.69 |
121.06 |
|
| R3 |
121.55 |
121.38 |
120.98 |
|
| R2 |
121.24 |
121.24 |
120.95 |
|
| R1 |
121.07 |
121.07 |
120.92 |
121.00 |
| PP |
120.93 |
120.93 |
120.93 |
120.90 |
| S1 |
120.76 |
120.76 |
120.86 |
120.69 |
| S2 |
120.62 |
120.62 |
120.83 |
|
| S3 |
120.31 |
120.45 |
120.80 |
|
| S4 |
120.00 |
120.14 |
120.72 |
|
|
| 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 |
122.43 |
|
2.618 |
121.92 |
|
1.618 |
121.61 |
|
1.000 |
121.42 |
|
0.618 |
121.30 |
|
HIGH |
121.11 |
|
0.618 |
120.99 |
|
0.500 |
120.96 |
|
0.382 |
120.92 |
|
LOW |
120.80 |
|
0.618 |
120.61 |
|
1.000 |
120.49 |
|
1.618 |
120.30 |
|
2.618 |
119.99 |
|
4.250 |
119.48 |
|
|
| Fisher Pivots for day following 22-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
120.96 |
121.29 |
| PP |
120.93 |
121.15 |
| S1 |
120.91 |
121.02 |
|