Euro Bund Future September 2010
Trading Metrics calculated at close of trading on 30-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2010 |
30-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
122.06 |
122.43 |
0.37 |
0.3% |
122.55 |
High |
122.52 |
122.71 |
0.19 |
0.2% |
123.10 |
Low |
122.06 |
122.43 |
0.37 |
0.3% |
121.99 |
Close |
122.37 |
122.59 |
0.22 |
0.2% |
122.13 |
Range |
0.46 |
0.28 |
-0.18 |
-39.1% |
1.11 |
ATR |
0.39 |
0.39 |
0.00 |
-1.0% |
0.00 |
Volume |
60 |
68 |
8 |
13.3% |
724 |
|
Daily Pivots for day following 30-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123.42 |
123.28 |
122.74 |
|
R3 |
123.14 |
123.00 |
122.67 |
|
R2 |
122.86 |
122.86 |
122.64 |
|
R1 |
122.72 |
122.72 |
122.62 |
122.79 |
PP |
122.58 |
122.58 |
122.58 |
122.61 |
S1 |
122.44 |
122.44 |
122.56 |
122.51 |
S2 |
122.30 |
122.30 |
122.54 |
|
S3 |
122.02 |
122.16 |
122.51 |
|
S4 |
121.74 |
121.88 |
122.44 |
|
|
Weekly Pivots for week ending 26-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125.74 |
125.04 |
122.74 |
|
R3 |
124.63 |
123.93 |
122.44 |
|
R2 |
123.52 |
123.52 |
122.33 |
|
R1 |
122.82 |
122.82 |
122.23 |
122.62 |
PP |
122.41 |
122.41 |
122.41 |
122.30 |
S1 |
121.71 |
121.71 |
122.03 |
121.51 |
S2 |
121.30 |
121.30 |
121.93 |
|
S3 |
120.19 |
120.60 |
121.82 |
|
S4 |
119.08 |
119.49 |
121.52 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
123.90 |
2.618 |
123.44 |
1.618 |
123.16 |
1.000 |
122.99 |
0.618 |
122.88 |
HIGH |
122.71 |
0.618 |
122.60 |
0.500 |
122.57 |
0.382 |
122.54 |
LOW |
122.43 |
0.618 |
122.26 |
1.000 |
122.15 |
1.618 |
121.98 |
2.618 |
121.70 |
4.250 |
121.24 |
|
|
Fisher Pivots for day following 30-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
122.58 |
122.52 |
PP |
122.58 |
122.45 |
S1 |
122.57 |
122.39 |
|