Euro Bund Future March 2011
Trading Metrics calculated at close of trading on 23-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2010 |
23-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
131.12 |
131.18 |
0.06 |
0.0% |
130.52 |
High |
131.12 |
131.25 |
0.13 |
0.1% |
131.12 |
Low |
131.12 |
131.18 |
0.06 |
0.0% |
130.13 |
Close |
131.37 |
131.26 |
-0.11 |
-0.1% |
131.37 |
Range |
0.00 |
0.07 |
0.07 |
|
0.99 |
ATR |
0.33 |
0.32 |
-0.01 |
-3.1% |
0.00 |
Volume |
3 |
3 |
0 |
0.0% |
143 |
|
Daily Pivots for day following 23-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
131.44 |
131.42 |
131.30 |
|
R3 |
131.37 |
131.35 |
131.28 |
|
R2 |
131.30 |
131.30 |
131.27 |
|
R1 |
131.28 |
131.28 |
131.27 |
131.29 |
PP |
131.23 |
131.23 |
131.23 |
131.24 |
S1 |
131.21 |
131.21 |
131.25 |
131.22 |
S2 |
131.16 |
131.16 |
131.25 |
|
S3 |
131.09 |
131.14 |
131.24 |
|
S4 |
131.02 |
131.07 |
131.22 |
|
|
Weekly Pivots for week ending 20-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133.84 |
133.60 |
131.91 |
|
R3 |
132.85 |
132.61 |
131.64 |
|
R2 |
131.86 |
131.86 |
131.55 |
|
R1 |
131.62 |
131.62 |
131.46 |
131.74 |
PP |
130.87 |
130.87 |
130.87 |
130.94 |
S1 |
130.63 |
130.63 |
131.28 |
130.75 |
S2 |
129.88 |
129.88 |
131.19 |
|
S3 |
128.89 |
129.64 |
131.10 |
|
S4 |
127.90 |
128.65 |
130.83 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
131.55 |
2.618 |
131.43 |
1.618 |
131.36 |
1.000 |
131.32 |
0.618 |
131.29 |
HIGH |
131.25 |
0.618 |
131.22 |
0.500 |
131.22 |
0.382 |
131.21 |
LOW |
131.18 |
0.618 |
131.14 |
1.000 |
131.11 |
1.618 |
131.07 |
2.618 |
131.00 |
4.250 |
130.88 |
|
|
Fisher Pivots for day following 23-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
131.25 |
131.12 |
PP |
131.23 |
130.99 |
S1 |
131.22 |
130.85 |
|