Euro Bund Future September 2010
Trading Metrics calculated at close of trading on 12-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2010 |
12-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
122.05 |
121.55 |
-0.50 |
-0.4% |
121.50 |
High |
122.05 |
121.95 |
-0.10 |
-0.1% |
122.58 |
Low |
121.60 |
121.55 |
-0.05 |
0.0% |
121.50 |
Close |
121.75 |
121.91 |
0.16 |
0.1% |
121.91 |
Range |
0.45 |
0.40 |
-0.05 |
-11.1% |
1.08 |
ATR |
0.37 |
0.38 |
0.00 |
0.5% |
0.00 |
Volume |
64 |
172 |
108 |
168.8% |
395 |
|
Daily Pivots for day following 12-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123.00 |
122.86 |
122.13 |
|
R3 |
122.60 |
122.46 |
122.02 |
|
R2 |
122.20 |
122.20 |
121.98 |
|
R1 |
122.06 |
122.06 |
121.95 |
122.13 |
PP |
121.80 |
121.80 |
121.80 |
121.84 |
S1 |
121.66 |
121.66 |
121.87 |
121.73 |
S2 |
121.40 |
121.40 |
121.84 |
|
S3 |
121.00 |
121.26 |
121.80 |
|
S4 |
120.60 |
120.86 |
121.69 |
|
|
Weekly Pivots for week ending 12-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125.24 |
124.65 |
122.50 |
|
R3 |
124.16 |
123.57 |
122.21 |
|
R2 |
123.08 |
123.08 |
122.11 |
|
R1 |
122.49 |
122.49 |
122.01 |
122.79 |
PP |
122.00 |
122.00 |
122.00 |
122.14 |
S1 |
121.41 |
121.41 |
121.81 |
121.71 |
S2 |
120.92 |
120.92 |
121.71 |
|
S3 |
119.84 |
120.33 |
121.61 |
|
S4 |
118.76 |
119.25 |
121.32 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
123.65 |
2.618 |
123.00 |
1.618 |
122.60 |
1.000 |
122.35 |
0.618 |
122.20 |
HIGH |
121.95 |
0.618 |
121.80 |
0.500 |
121.75 |
0.382 |
121.70 |
LOW |
121.55 |
0.618 |
121.30 |
1.000 |
121.15 |
1.618 |
120.90 |
2.618 |
120.50 |
4.250 |
119.85 |
|
|
Fisher Pivots for day following 12-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
121.86 |
121.89 |
PP |
121.80 |
121.87 |
S1 |
121.75 |
121.86 |
|