Euro Bund Future March 2011
Trading Metrics calculated at close of trading on 27-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2010 |
27-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
132.44 |
132.44 |
0.00 |
0.0% |
131.18 |
High |
132.44 |
132.44 |
0.00 |
0.0% |
133.07 |
Low |
132.44 |
132.08 |
-0.36 |
-0.3% |
131.18 |
Close |
132.44 |
132.16 |
-0.28 |
-0.2% |
132.16 |
Range |
0.00 |
0.36 |
0.36 |
|
1.89 |
ATR |
0.39 |
0.39 |
0.00 |
-0.6% |
0.00 |
Volume |
208 |
8 |
-200 |
-96.2% |
589 |
|
Daily Pivots for day following 27-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133.31 |
133.09 |
132.36 |
|
R3 |
132.95 |
132.73 |
132.26 |
|
R2 |
132.59 |
132.59 |
132.23 |
|
R1 |
132.37 |
132.37 |
132.19 |
132.30 |
PP |
132.23 |
132.23 |
132.23 |
132.19 |
S1 |
132.01 |
132.01 |
132.13 |
131.94 |
S2 |
131.87 |
131.87 |
132.09 |
|
S3 |
131.51 |
131.65 |
132.06 |
|
S4 |
131.15 |
131.29 |
131.96 |
|
|
Weekly Pivots for week ending 27-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
137.81 |
136.87 |
133.20 |
|
R3 |
135.92 |
134.98 |
132.68 |
|
R2 |
134.03 |
134.03 |
132.51 |
|
R1 |
133.09 |
133.09 |
132.33 |
133.56 |
PP |
132.14 |
132.14 |
132.14 |
132.37 |
S1 |
131.20 |
131.20 |
131.99 |
131.67 |
S2 |
130.25 |
130.25 |
131.81 |
|
S3 |
128.36 |
129.31 |
131.64 |
|
S4 |
126.47 |
127.42 |
131.12 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
133.97 |
2.618 |
133.38 |
1.618 |
133.02 |
1.000 |
132.80 |
0.618 |
132.66 |
HIGH |
132.44 |
0.618 |
132.30 |
0.500 |
132.26 |
0.382 |
132.22 |
LOW |
132.08 |
0.618 |
131.86 |
1.000 |
131.72 |
1.618 |
131.50 |
2.618 |
131.14 |
4.250 |
130.55 |
|
|
Fisher Pivots for day following 27-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
132.26 |
132.58 |
PP |
132.23 |
132.44 |
S1 |
132.19 |
132.30 |
|