Euro Bund Future September 2010
Trading Metrics calculated at close of trading on 23-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2010 |
23-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
122.55 |
123.04 |
0.49 |
0.4% |
122.12 |
High |
123.04 |
123.10 |
0.06 |
0.0% |
122.71 |
Low |
122.55 |
122.91 |
0.36 |
0.3% |
121.90 |
Close |
122.94 |
123.05 |
0.11 |
0.1% |
122.56 |
Range |
0.49 |
0.19 |
-0.30 |
-61.2% |
0.81 |
ATR |
0.38 |
0.36 |
-0.01 |
-3.6% |
0.00 |
Volume |
253 |
67 |
-186 |
-73.5% |
638 |
|
Daily Pivots for day following 23-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123.59 |
123.51 |
123.15 |
|
R3 |
123.40 |
123.32 |
123.10 |
|
R2 |
123.21 |
123.21 |
123.08 |
|
R1 |
123.13 |
123.13 |
123.07 |
123.17 |
PP |
123.02 |
123.02 |
123.02 |
123.04 |
S1 |
122.94 |
122.94 |
123.03 |
122.98 |
S2 |
122.83 |
122.83 |
123.02 |
|
S3 |
122.64 |
122.75 |
123.00 |
|
S4 |
122.45 |
122.56 |
122.95 |
|
|
Weekly Pivots for week ending 19-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124.82 |
124.50 |
123.01 |
|
R3 |
124.01 |
123.69 |
122.78 |
|
R2 |
123.20 |
123.20 |
122.71 |
|
R1 |
122.88 |
122.88 |
122.63 |
123.04 |
PP |
122.39 |
122.39 |
122.39 |
122.47 |
S1 |
122.07 |
122.07 |
122.49 |
122.23 |
S2 |
121.58 |
121.58 |
122.41 |
|
S3 |
120.77 |
121.26 |
122.34 |
|
S4 |
119.96 |
120.45 |
122.11 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
123.91 |
2.618 |
123.60 |
1.618 |
123.41 |
1.000 |
123.29 |
0.618 |
123.22 |
HIGH |
123.10 |
0.618 |
123.03 |
0.500 |
123.01 |
0.382 |
122.98 |
LOW |
122.91 |
0.618 |
122.79 |
1.000 |
122.72 |
1.618 |
122.60 |
2.618 |
122.41 |
4.250 |
122.10 |
|
|
Fisher Pivots for day following 23-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
123.04 |
122.93 |
PP |
123.02 |
122.82 |
S1 |
123.01 |
122.70 |
|