Euro Bund Future March 2011
Trading Metrics calculated at close of trading on 03-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2010 |
03-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
131.72 |
131.16 |
-0.56 |
-0.4% |
132.38 |
High |
131.72 |
131.16 |
-0.56 |
-0.4% |
133.16 |
Low |
130.99 |
130.46 |
-0.53 |
-0.4% |
130.46 |
Close |
131.25 |
130.59 |
-0.66 |
-0.5% |
130.59 |
Range |
0.73 |
0.70 |
-0.03 |
-4.1% |
2.70 |
ATR |
0.50 |
0.52 |
0.02 |
4.2% |
0.00 |
Volume |
2,103 |
2,758 |
655 |
31.1% |
5,142 |
|
Daily Pivots for day following 03-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132.84 |
132.41 |
130.98 |
|
R3 |
132.14 |
131.71 |
130.78 |
|
R2 |
131.44 |
131.44 |
130.72 |
|
R1 |
131.01 |
131.01 |
130.65 |
130.88 |
PP |
130.74 |
130.74 |
130.74 |
130.67 |
S1 |
130.31 |
130.31 |
130.53 |
130.18 |
S2 |
130.04 |
130.04 |
130.46 |
|
S3 |
129.34 |
129.61 |
130.40 |
|
S4 |
128.64 |
128.91 |
130.21 |
|
|
Weekly Pivots for week ending 03-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
139.50 |
137.75 |
132.08 |
|
R3 |
136.80 |
135.05 |
131.33 |
|
R2 |
134.10 |
134.10 |
131.09 |
|
R1 |
132.35 |
132.35 |
130.84 |
131.88 |
PP |
131.40 |
131.40 |
131.40 |
131.17 |
S1 |
129.65 |
129.65 |
130.34 |
129.18 |
S2 |
128.70 |
128.70 |
130.10 |
|
S3 |
126.00 |
126.95 |
129.85 |
|
S4 |
123.30 |
124.25 |
129.11 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
134.14 |
2.618 |
132.99 |
1.618 |
132.29 |
1.000 |
131.86 |
0.618 |
131.59 |
HIGH |
131.16 |
0.618 |
130.89 |
0.500 |
130.81 |
0.382 |
130.73 |
LOW |
130.46 |
0.618 |
130.03 |
1.000 |
129.76 |
1.618 |
129.33 |
2.618 |
128.63 |
4.250 |
127.49 |
|
|
Fisher Pivots for day following 03-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
130.81 |
131.42 |
PP |
130.74 |
131.14 |
S1 |
130.66 |
130.87 |
|