Euro Bund Future March 2011
Trading Metrics calculated at close of trading on 16-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2010 |
16-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
129.55 |
130.52 |
0.97 |
0.7% |
128.56 |
High |
130.00 |
130.52 |
0.52 |
0.4% |
130.00 |
Low |
129.55 |
130.51 |
0.96 |
0.7% |
128.56 |
Close |
129.96 |
130.53 |
0.57 |
0.4% |
129.96 |
Range |
0.45 |
0.01 |
-0.44 |
-97.8% |
1.44 |
ATR |
|
|
|
|
|
Volume |
8 |
6 |
-2 |
-25.0% |
39 |
|
Daily Pivots for day following 16-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
130.55 |
130.55 |
130.54 |
|
R3 |
130.54 |
130.54 |
130.53 |
|
R2 |
130.53 |
130.53 |
130.53 |
|
R1 |
130.53 |
130.53 |
130.53 |
130.53 |
PP |
130.52 |
130.52 |
130.52 |
130.52 |
S1 |
130.52 |
130.52 |
130.53 |
130.52 |
S2 |
130.51 |
130.51 |
130.53 |
|
S3 |
130.50 |
130.51 |
130.53 |
|
S4 |
130.49 |
130.50 |
130.52 |
|
|
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 |
130.56 |
2.618 |
130.55 |
1.618 |
130.54 |
1.000 |
130.53 |
0.618 |
130.53 |
HIGH |
130.52 |
0.618 |
130.52 |
0.500 |
130.52 |
0.382 |
130.51 |
LOW |
130.51 |
0.618 |
130.50 |
1.000 |
130.50 |
1.618 |
130.49 |
2.618 |
130.48 |
4.250 |
130.47 |
|
|
Fisher Pivots for day following 16-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
130.53 |
130.37 |
PP |
130.52 |
130.20 |
S1 |
130.52 |
130.04 |
|