Euro Bund Future September 2010
Trading Metrics calculated at close of trading on 09-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2010 |
09-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
121.50 |
122.58 |
1.08 |
0.9% |
122.43 |
High |
121.50 |
122.58 |
1.08 |
0.9% |
123.32 |
Low |
121.50 |
121.88 |
0.38 |
0.3% |
121.80 |
Close |
122.07 |
122.22 |
0.15 |
0.1% |
122.11 |
Range |
0.00 |
0.70 |
0.70 |
|
1.52 |
ATR |
0.35 |
0.38 |
0.02 |
7.0% |
0.00 |
Volume |
1 |
65 |
64 |
6,400.0% |
298 |
|
Daily Pivots for day following 09-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124.33 |
123.97 |
122.61 |
|
R3 |
123.63 |
123.27 |
122.41 |
|
R2 |
122.93 |
122.93 |
122.35 |
|
R1 |
122.57 |
122.57 |
122.28 |
122.40 |
PP |
122.23 |
122.23 |
122.23 |
122.14 |
S1 |
121.87 |
121.87 |
122.16 |
121.70 |
S2 |
121.53 |
121.53 |
122.09 |
|
S3 |
120.83 |
121.17 |
122.03 |
|
S4 |
120.13 |
120.47 |
121.84 |
|
|
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 |
125.56 |
2.618 |
124.41 |
1.618 |
123.71 |
1.000 |
123.28 |
0.618 |
123.01 |
HIGH |
122.58 |
0.618 |
122.31 |
0.500 |
122.23 |
0.382 |
122.15 |
LOW |
121.88 |
0.618 |
121.45 |
1.000 |
121.18 |
1.618 |
120.75 |
2.618 |
120.05 |
4.250 |
118.91 |
|
|
Fisher Pivots for day following 09-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
122.23 |
122.16 |
PP |
122.23 |
122.10 |
S1 |
122.22 |
122.04 |
|