Euro Bund Future March 2011
Trading Metrics calculated at close of trading on 26-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2010 |
26-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
132.25 |
132.44 |
0.19 |
0.1% |
130.52 |
High |
133.07 |
132.44 |
-0.63 |
-0.5% |
131.12 |
Low |
132.25 |
132.44 |
0.19 |
0.1% |
130.13 |
Close |
132.72 |
132.44 |
-0.28 |
-0.2% |
131.37 |
Range |
0.82 |
0.00 |
-0.82 |
-100.0% |
0.99 |
ATR |
0.40 |
0.39 |
-0.01 |
-2.2% |
0.00 |
Volume |
208 |
208 |
0 |
0.0% |
143 |
|
Daily Pivots for day following 26-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132.44 |
132.44 |
132.44 |
|
R3 |
132.44 |
132.44 |
132.44 |
|
R2 |
132.44 |
132.44 |
132.44 |
|
R1 |
132.44 |
132.44 |
132.44 |
132.44 |
PP |
132.44 |
132.44 |
132.44 |
132.44 |
S1 |
132.44 |
132.44 |
132.44 |
132.44 |
S2 |
132.44 |
132.44 |
132.44 |
|
S3 |
132.44 |
132.44 |
132.44 |
|
S4 |
132.44 |
132.44 |
132.44 |
|
|
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 |
132.44 |
2.618 |
132.44 |
1.618 |
132.44 |
1.000 |
132.44 |
0.618 |
132.44 |
HIGH |
132.44 |
0.618 |
132.44 |
0.500 |
132.44 |
0.382 |
132.44 |
LOW |
132.44 |
0.618 |
132.44 |
1.000 |
132.44 |
1.618 |
132.44 |
2.618 |
132.44 |
4.250 |
132.44 |
|
|
Fisher Pivots for day following 26-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
132.44 |
132.42 |
PP |
132.44 |
132.40 |
S1 |
132.44 |
132.39 |
|