Euro Bund Future March 2011
Trading Metrics calculated at close of trading on 24-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2010 |
24-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
131.18 |
131.70 |
0.52 |
0.4% |
130.52 |
High |
131.25 |
132.25 |
1.00 |
0.8% |
131.12 |
Low |
131.18 |
131.70 |
0.52 |
0.4% |
130.13 |
Close |
131.26 |
132.41 |
1.15 |
0.9% |
131.37 |
Range |
0.07 |
0.55 |
0.48 |
685.7% |
0.99 |
ATR |
0.32 |
0.37 |
0.05 |
14.8% |
0.00 |
Volume |
3 |
162 |
159 |
5,300.0% |
143 |
|
Daily Pivots for day following 24-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133.77 |
133.64 |
132.71 |
|
R3 |
133.22 |
133.09 |
132.56 |
|
R2 |
132.67 |
132.67 |
132.51 |
|
R1 |
132.54 |
132.54 |
132.46 |
132.61 |
PP |
132.12 |
132.12 |
132.12 |
132.15 |
S1 |
131.99 |
131.99 |
132.36 |
132.06 |
S2 |
131.57 |
131.57 |
132.31 |
|
S3 |
131.02 |
131.44 |
132.26 |
|
S4 |
130.47 |
130.89 |
132.11 |
|
|
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 |
134.59 |
2.618 |
133.69 |
1.618 |
133.14 |
1.000 |
132.80 |
0.618 |
132.59 |
HIGH |
132.25 |
0.618 |
132.04 |
0.500 |
131.98 |
0.382 |
131.91 |
LOW |
131.70 |
0.618 |
131.36 |
1.000 |
131.15 |
1.618 |
130.81 |
2.618 |
130.26 |
4.250 |
129.36 |
|
|
Fisher Pivots for day following 24-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
132.27 |
132.17 |
PP |
132.12 |
131.93 |
S1 |
131.98 |
131.69 |
|