Euro Bund Future March 2011
Trading Metrics calculated at close of trading on 10-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2010 |
10-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
131.25 |
130.68 |
-0.57 |
-0.4% |
130.99 |
High |
131.35 |
130.81 |
-0.54 |
-0.4% |
132.06 |
Low |
130.50 |
129.98 |
-0.52 |
-0.4% |
129.98 |
Close |
130.76 |
130.01 |
-0.75 |
-0.6% |
130.01 |
Range |
0.85 |
0.83 |
-0.02 |
-2.4% |
2.08 |
ATR |
0.59 |
0.61 |
0.02 |
2.9% |
0.00 |
Volume |
1,034 |
704 |
-330 |
-31.9% |
2,322 |
|
Daily Pivots for day following 10-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132.76 |
132.21 |
130.47 |
|
R3 |
131.93 |
131.38 |
130.24 |
|
R2 |
131.10 |
131.10 |
130.16 |
|
R1 |
130.55 |
130.55 |
130.09 |
130.41 |
PP |
130.27 |
130.27 |
130.27 |
130.20 |
S1 |
129.72 |
129.72 |
129.93 |
129.58 |
S2 |
129.44 |
129.44 |
129.86 |
|
S3 |
128.61 |
128.89 |
129.78 |
|
S4 |
127.78 |
128.06 |
129.55 |
|
|
Weekly Pivots for week ending 10-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
136.92 |
135.55 |
131.15 |
|
R3 |
134.84 |
133.47 |
130.58 |
|
R2 |
132.76 |
132.76 |
130.39 |
|
R1 |
131.39 |
131.39 |
130.20 |
131.04 |
PP |
130.68 |
130.68 |
130.68 |
130.51 |
S1 |
129.31 |
129.31 |
129.82 |
128.96 |
S2 |
128.60 |
128.60 |
129.63 |
|
S3 |
126.52 |
127.23 |
129.44 |
|
S4 |
124.44 |
125.15 |
128.87 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
134.34 |
2.618 |
132.98 |
1.618 |
132.15 |
1.000 |
131.64 |
0.618 |
131.32 |
HIGH |
130.81 |
0.618 |
130.49 |
0.500 |
130.40 |
0.382 |
130.30 |
LOW |
129.98 |
0.618 |
129.47 |
1.000 |
129.15 |
1.618 |
128.64 |
2.618 |
127.81 |
4.250 |
126.45 |
|
|
Fisher Pivots for day following 10-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
130.40 |
131.02 |
PP |
130.27 |
130.68 |
S1 |
130.14 |
130.35 |
|