Euro Bund Future September 2010
Trading Metrics calculated at close of trading on 20-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2010 |
20-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
120.68 |
121.24 |
0.56 |
0.5% |
119.91 |
High |
120.68 |
121.24 |
0.56 |
0.5% |
120.77 |
Low |
120.68 |
121.24 |
0.56 |
0.5% |
119.91 |
Close |
120.68 |
121.24 |
0.56 |
0.5% |
120.77 |
Range |
|
|
|
|
|
ATR |
0.32 |
0.34 |
0.02 |
5.2% |
0.00 |
Volume |
230 |
230 |
0 |
0.0% |
790 |
|
Daily Pivots for day following 20-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121.24 |
121.24 |
121.24 |
|
R3 |
121.24 |
121.24 |
121.24 |
|
R2 |
121.24 |
121.24 |
121.24 |
|
R1 |
121.24 |
121.24 |
121.24 |
121.24 |
PP |
121.24 |
121.24 |
121.24 |
121.24 |
S1 |
121.24 |
121.24 |
121.24 |
121.24 |
S2 |
121.24 |
121.24 |
121.24 |
|
S3 |
121.24 |
121.24 |
121.24 |
|
S4 |
121.24 |
121.24 |
121.24 |
|
|
Weekly Pivots for week ending 15-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123.06 |
122.78 |
121.24 |
|
R3 |
122.20 |
121.92 |
121.01 |
|
R2 |
121.34 |
121.34 |
120.93 |
|
R1 |
121.06 |
121.06 |
120.85 |
121.20 |
PP |
120.48 |
120.48 |
120.48 |
120.56 |
S1 |
120.20 |
120.20 |
120.69 |
120.34 |
S2 |
119.62 |
119.62 |
120.61 |
|
S3 |
118.76 |
119.34 |
120.53 |
|
S4 |
117.90 |
118.48 |
120.30 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
121.24 |
2.618 |
121.24 |
1.618 |
121.24 |
1.000 |
121.24 |
0.618 |
121.24 |
HIGH |
121.24 |
0.618 |
121.24 |
0.500 |
121.24 |
0.382 |
121.24 |
LOW |
121.24 |
0.618 |
121.24 |
1.000 |
121.24 |
1.618 |
121.24 |
2.618 |
121.24 |
4.250 |
121.24 |
|
|
Fisher Pivots for day following 20-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
121.24 |
121.15 |
PP |
121.24 |
121.05 |
S1 |
121.24 |
120.96 |
|