Euro Bund Future September 2010
Trading Metrics calculated at close of trading on 08-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2010 |
08-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
122.11 |
121.50 |
-0.61 |
-0.5% |
122.43 |
High |
122.11 |
121.50 |
-0.61 |
-0.5% |
123.32 |
Low |
122.11 |
121.50 |
-0.61 |
-0.5% |
121.80 |
Close |
122.11 |
122.07 |
-0.04 |
0.0% |
122.11 |
Range |
|
|
|
|
|
ATR |
0.33 |
0.35 |
0.02 |
5.9% |
0.00 |
Volume |
50 |
1 |
-49 |
-98.0% |
298 |
|
Daily Pivots for day following 08-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121.69 |
121.88 |
122.07 |
|
R3 |
121.69 |
121.88 |
122.07 |
|
R2 |
121.69 |
121.69 |
122.07 |
|
R1 |
121.88 |
121.88 |
122.07 |
121.79 |
PP |
121.69 |
121.69 |
121.69 |
121.64 |
S1 |
121.88 |
121.88 |
122.07 |
121.79 |
S2 |
121.69 |
121.69 |
122.07 |
|
S3 |
121.69 |
121.88 |
122.07 |
|
S4 |
121.69 |
121.88 |
122.07 |
|
|
Weekly Pivots for week ending 05-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126.97 |
126.06 |
122.95 |
|
R3 |
125.45 |
124.54 |
122.53 |
|
R2 |
123.93 |
123.93 |
122.39 |
|
R1 |
123.02 |
123.02 |
122.25 |
122.72 |
PP |
122.41 |
122.41 |
122.41 |
122.26 |
S1 |
121.50 |
121.50 |
121.97 |
121.20 |
S2 |
120.89 |
120.89 |
121.83 |
|
S3 |
119.37 |
119.98 |
121.69 |
|
S4 |
117.85 |
118.46 |
121.27 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
121.50 |
2.618 |
121.50 |
1.618 |
121.50 |
1.000 |
121.50 |
0.618 |
121.50 |
HIGH |
121.50 |
0.618 |
121.50 |
0.500 |
121.50 |
0.382 |
121.50 |
LOW |
121.50 |
0.618 |
121.50 |
1.000 |
121.50 |
1.618 |
121.50 |
2.618 |
121.50 |
4.250 |
121.50 |
|
|
Fisher Pivots for day following 08-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
121.88 |
122.03 |
PP |
121.69 |
121.99 |
S1 |
121.50 |
121.95 |
|