Euro Bund Future September 2010
Trading Metrics calculated at close of trading on 02-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2010 |
02-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
122.43 |
121.80 |
-0.63 |
-0.5% |
120.92 |
High |
122.43 |
123.32 |
0.89 |
0.7% |
122.55 |
Low |
122.43 |
121.80 |
-0.63 |
-0.5% |
120.92 |
Close |
122.43 |
122.30 |
-0.13 |
-0.1% |
122.55 |
Range |
0.00 |
1.52 |
1.52 |
|
1.63 |
ATR |
0.28 |
0.36 |
0.09 |
32.2% |
0.00 |
Volume |
194 |
2 |
-192 |
-99.0% |
518 |
|
Daily Pivots for day following 02-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127.03 |
126.19 |
123.14 |
|
R3 |
125.51 |
124.67 |
122.72 |
|
R2 |
123.99 |
123.99 |
122.58 |
|
R1 |
123.15 |
123.15 |
122.44 |
123.57 |
PP |
122.47 |
122.47 |
122.47 |
122.69 |
S1 |
121.63 |
121.63 |
122.16 |
122.05 |
S2 |
120.95 |
120.95 |
122.02 |
|
S3 |
119.43 |
120.11 |
121.88 |
|
S4 |
117.91 |
118.59 |
121.46 |
|
|
Weekly Pivots for week ending 26-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126.90 |
126.35 |
123.45 |
|
R3 |
125.27 |
124.72 |
123.00 |
|
R2 |
123.64 |
123.64 |
122.85 |
|
R1 |
123.09 |
123.09 |
122.70 |
123.37 |
PP |
122.01 |
122.01 |
122.01 |
122.14 |
S1 |
121.46 |
121.46 |
122.40 |
121.74 |
S2 |
120.38 |
120.38 |
122.25 |
|
S3 |
118.75 |
119.83 |
122.10 |
|
S4 |
117.12 |
118.20 |
121.65 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
129.78 |
2.618 |
127.30 |
1.618 |
125.78 |
1.000 |
124.84 |
0.618 |
124.26 |
HIGH |
123.32 |
0.618 |
122.74 |
0.500 |
122.56 |
0.382 |
122.38 |
LOW |
121.80 |
0.618 |
120.86 |
1.000 |
120.28 |
1.618 |
119.34 |
2.618 |
117.82 |
4.250 |
115.34 |
|
|
Fisher Pivots for day following 02-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
122.56 |
122.56 |
PP |
122.47 |
122.47 |
S1 |
122.39 |
122.39 |
|