Euro Bund Future September 2010
Trading Metrics calculated at close of trading on 25-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2010 |
25-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
123.10 |
122.62 |
-0.48 |
-0.4% |
122.12 |
High |
123.10 |
122.68 |
-0.42 |
-0.3% |
122.71 |
Low |
122.70 |
121.99 |
-0.71 |
-0.6% |
121.90 |
Close |
122.93 |
122.27 |
-0.66 |
-0.5% |
122.56 |
Range |
0.40 |
0.69 |
0.29 |
72.5% |
0.81 |
ATR |
0.37 |
0.41 |
0.04 |
11.1% |
0.00 |
Volume |
48 |
252 |
204 |
425.0% |
638 |
|
Daily Pivots for day following 25-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124.38 |
124.02 |
122.65 |
|
R3 |
123.69 |
123.33 |
122.46 |
|
R2 |
123.00 |
123.00 |
122.40 |
|
R1 |
122.64 |
122.64 |
122.33 |
122.48 |
PP |
122.31 |
122.31 |
122.31 |
122.23 |
S1 |
121.95 |
121.95 |
122.21 |
121.79 |
S2 |
121.62 |
121.62 |
122.14 |
|
S3 |
120.93 |
121.26 |
122.08 |
|
S4 |
120.24 |
120.57 |
121.89 |
|
|
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 |
125.61 |
2.618 |
124.49 |
1.618 |
123.80 |
1.000 |
123.37 |
0.618 |
123.11 |
HIGH |
122.68 |
0.618 |
122.42 |
0.500 |
122.34 |
0.382 |
122.25 |
LOW |
121.99 |
0.618 |
121.56 |
1.000 |
121.30 |
1.618 |
120.87 |
2.618 |
120.18 |
4.250 |
119.06 |
|
|
Fisher Pivots for day following 25-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
122.34 |
122.55 |
PP |
122.31 |
122.45 |
S1 |
122.29 |
122.36 |
|