Euro Bund Future March 2011
| Trading Metrics calculated at close of trading on 13-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2010 |
13-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
129.72 |
129.55 |
-0.17 |
-0.1% |
128.56 |
| High |
129.72 |
130.00 |
0.28 |
0.2% |
130.00 |
| Low |
129.72 |
129.55 |
-0.17 |
-0.1% |
128.56 |
| Close |
129.72 |
129.96 |
0.24 |
0.2% |
129.96 |
| Range |
0.00 |
0.45 |
0.45 |
|
1.44 |
| ATR |
|
|
|
|
|
| Volume |
10 |
8 |
-2 |
-20.0% |
39 |
|
| Daily Pivots for day following 13-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131.19 |
131.02 |
130.21 |
|
| R3 |
130.74 |
130.57 |
130.08 |
|
| R2 |
130.29 |
130.29 |
130.04 |
|
| R1 |
130.12 |
130.12 |
130.00 |
130.21 |
| PP |
129.84 |
129.84 |
129.84 |
129.88 |
| S1 |
129.67 |
129.67 |
129.92 |
129.76 |
| S2 |
129.39 |
129.39 |
129.88 |
|
| S3 |
128.94 |
129.22 |
129.84 |
|
| S4 |
128.49 |
128.77 |
129.71 |
|
|
| Weekly Pivots for week ending 13-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133.83 |
133.33 |
130.75 |
|
| R3 |
132.39 |
131.89 |
130.36 |
|
| R2 |
130.95 |
130.95 |
130.22 |
|
| R1 |
130.45 |
130.45 |
130.09 |
130.70 |
| PP |
129.51 |
129.51 |
129.51 |
129.63 |
| S1 |
129.01 |
129.01 |
129.83 |
129.26 |
| S2 |
128.07 |
128.07 |
129.70 |
|
| S3 |
126.63 |
127.57 |
129.56 |
|
| S4 |
125.19 |
126.13 |
129.17 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131.91 |
|
2.618 |
131.18 |
|
1.618 |
130.73 |
|
1.000 |
130.45 |
|
0.618 |
130.28 |
|
HIGH |
130.00 |
|
0.618 |
129.83 |
|
0.500 |
129.78 |
|
0.382 |
129.72 |
|
LOW |
129.55 |
|
0.618 |
129.27 |
|
1.000 |
129.10 |
|
1.618 |
128.82 |
|
2.618 |
128.37 |
|
4.250 |
127.64 |
|
|
| Fisher Pivots for day following 13-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
129.90 |
129.90 |
| PP |
129.84 |
129.84 |
| S1 |
129.78 |
129.78 |
|