Euro Bund Future March 2011
Trading Metrics calculated at close of trading on 19-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2010 |
19-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
130.50 |
130.45 |
-0.05 |
0.0% |
128.56 |
High |
130.50 |
130.55 |
0.05 |
0.0% |
130.00 |
Low |
130.50 |
130.45 |
-0.05 |
0.0% |
128.56 |
Close |
130.66 |
130.90 |
0.24 |
0.2% |
129.96 |
Range |
0.00 |
0.10 |
0.10 |
|
1.44 |
ATR |
0.35 |
0.34 |
-0.01 |
-2.9% |
0.00 |
Volume |
21 |
107 |
86 |
409.5% |
39 |
|
Daily Pivots for day following 19-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
130.93 |
131.02 |
130.96 |
|
R3 |
130.83 |
130.92 |
130.93 |
|
R2 |
130.73 |
130.73 |
130.92 |
|
R1 |
130.82 |
130.82 |
130.91 |
130.78 |
PP |
130.63 |
130.63 |
130.63 |
130.61 |
S1 |
130.72 |
130.72 |
130.89 |
130.68 |
S2 |
130.53 |
130.53 |
130.88 |
|
S3 |
130.43 |
130.62 |
130.87 |
|
S4 |
130.33 |
130.52 |
130.85 |
|
|
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 |
130.98 |
2.618 |
130.81 |
1.618 |
130.71 |
1.000 |
130.65 |
0.618 |
130.61 |
HIGH |
130.55 |
0.618 |
130.51 |
0.500 |
130.50 |
0.382 |
130.49 |
LOW |
130.45 |
0.618 |
130.39 |
1.000 |
130.35 |
1.618 |
130.29 |
2.618 |
130.19 |
4.250 |
130.03 |
|
|
Fisher Pivots for day following 19-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
130.77 |
130.71 |
PP |
130.63 |
130.53 |
S1 |
130.50 |
130.34 |
|